Trading Data Replay Engine ARCHIVED — no longer maintained (2026-09-30). This was a two-hour engineering exercise. The one idea worth keeping — replay quotes in the order they arrived (timestamp + latency), not the order the exchange stamped them — is being carried over to Monte-Neo as arrival-time checks for strategy verification. Status: what works and what does not | Works | Does not / limits | |---|---| | Historical replay ordered by timestamp + latency (src/replayengine/historical.py) | "Live" mode reads a CSV with a 1 ms pause; the WebSocket server and client (startwebsocketserver, connecttowebsocket) are written but nothing calls them | | Redis Streams queue, mid-price processor with latency filter | Mode switching runs on a demo timer (every 60 s); there is no API or CLI to switch | | CSV parsing and unit tests for models, parser and processor | Resume position is kept in memory only; the whole CSV is loaded into Python objects | The sample data files were removed from the current tree; they are not part of this project's license. Overview This project implements a scalable t

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)