Table of Contents

Class StandardScenarios

Namespace
Virtufin.Base.Scenarios
Assembly
Virtufin.Base.dll

Standard scenario configurations (LIVE, PAPER_LIVE, BACKTEST, SHADOW) matching the canonical combinations in the domain spec.

public static class StandardScenarios
Inheritance
StandardScenarios
Inherited Members

Fields

Live

Production trading: market=act, portfolio=act, strategy=act.

public static readonly IScenarioConfiguration Live

Field Value

IScenarioConfiguration

Methods

Backtest(ScenarioId, string, string)

Build a backtest scenario: full replay (market+portfolio+strategy all hypothetical).

public static IScenarioConfiguration Backtest(ScenarioId id, string name, string marketSelector)

Parameters

id ScenarioId

Opaque scenario id.

name string

Human-readable name (e.g. BACKTEST_BTC_2021).

marketSelector string

Selector for the market dataset (e.g. BTC_202101_202206).

Returns

IScenarioConfiguration

PaperLive(ScenarioId)

Build a paper-trading scenario: live prices, simulated capital and execution.

public static IScenarioConfiguration PaperLive(ScenarioId id)

Parameters

id ScenarioId

Opaque scenario id.

Returns

IScenarioConfiguration

Shadow(ScenarioId, string)

Build a shadow scenario: observe a new strategy against a real portfolio without executing.

public static IScenarioConfiguration Shadow(ScenarioId id, string name)

Parameters

id ScenarioId

Opaque scenario id.

name string

Human-readable name.

Returns

IScenarioConfiguration