Backtest Sequence

```mermaid %%{init: {"sequence": {"mirrorActors": false, "actorMargin": 56, "messageMargin": 28}}}%% sequenceDiagram actor User participant BacktestEngine as BacktestEngine participant DataSource as DataSource participant EventLoop as EventLoop participant Strategy as Strategy participant ExecutionPipeline as ExecutionPipeline participant Portfolio as Portfolio participant Metrics as Metrics

User->>BacktestEngine: run(config) activate BacktestEngine BacktestEngine->>DataSource: load historical data DataSource-->>BacktestEngine: bars / ticks / books BacktestEngine->>EventLoop: enqueue and start activate EventLoop loop event playback EventLoop->>Strategy: on_bar / on_tick activate Strategy Strategy->>ExecutionPipeline: submit order / signal intent deactivate Strategy activate ExecutionPipeline ExecutionPipeline->>Portfolio: validate and apply fills ExecutionPipeline->>Metrics: publish execution effects deactivate ExecutionPipeline end EventLoop-->>BacktestEngine: exhausted deactivate EventLoop BacktestEngine-->>User: BacktestResults deactivate BacktestEngine ```