fbtf docs
Deterministic backtesting and live paper trading docs for TypeScript.
fbtf docs
fbtf is a Node-first, ESM-only TypeScript library for deterministic historical backtests and live paper trading runtimes.
Use these docs to understand the runtime model, the public API, and the config-first CLI workflow.
The project stays intentionally small. The goal is not to simulate every possible market behavior or hide the runtime behind a giant framework. The goal is to give you a clean, explicit model that is easy to reason about when strategies get more serious.
Start here
- Getting started
- Core concepts
- Runtime flow
- API overview
- Data and markets
- Results and diagnostics
- Experiments and CLI
Principles
- one runtime model for backtest and paper mode
- deterministic, bar-driven execution
- small root API with explicit subpath utilities
- adapter-based integrations instead of provider lock-in
How to read these docs
- Start with Getting started if you want a concrete first run.
- Read Core concepts and Runtime flow if you want the mental model.
- Use API overview and the reference pages when you already know the shape you need.
- Use Experiments and CLI when you want repeatable local runs driven by config files.
Getting started
Install fbtf and run your first minimal backtest.
Core concepts
Understand the runtime model behind fbtf.
Runtime flow
How feeds, strategies, brokers, and the runner interact during execution.
API overview
Learn the main entrypoints and useful subpaths.
Data and markets
Prepare inputs, define markets, and use adapter-based data loading.
Results and diagnostics
Inspect what happened after a run and understand how the runtime explains itself.
Experiments and CLI
Run experiment modules through the config-first fbtf CLI.
Roadmap
What FBTF is trying to finish next and what is intentionally out of scope.