orderflow_backtest/docs/README.md

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 ....