# Orderflow Backtest System Documentation ## Overview This directory contains documentation for the current Orderflow Backtest System, which streams historical orderflow from SQLite, aggregates OHLC bars, maintains a lightweight depth snapshot, and renders charts via a Dash web application. ## Documentation Structure - `architecture.md`: System architecture, component relationships, and data flow (SQLite → Streaming → OHLC/Depth → JSON → Dash) - `API.md`: Public interfaces for DB streaming, OHLC/depth processing, JSON IPC, Dash visualization, and CLI - `CONTEXT.md`: Project state, conventions, and development priorities - `decisions/`: Architecture decision records ## Quick Navigation | Topic | Documentation | |-------|---------------| | Getting Started | See the usage examples in `API.md` | | System Architecture | `architecture.md` | | Database Schema | `API.md#input-database-schema-required` | | Development Setup | Project root `README` and `pyproject.toml` | ## Notes - Metrics (OBI/CVD), repository/storage layers, and strategy components have been removed from the current codebase and are planned as future enhancements. - Use UV for package management and running commands. Example: `uv run python main.py ...`.