Disaster Recovery Planning

Testing Approach

Testing disaster recovery planning includes unit tests for signal logic, integration tests for exchange interaction, and backtests against historical data with realistic slippage modeling.

Core Concepts

Understanding disaster recovery planning requires familiarity with market microstructure, order flow dynamics, and execution latency. The following sections detail each component.

Implementation

Implementation of disaster recovery planning follows a modular architecture. Configuration files define parameters, strategy modules handle logic, and exchange adapters manage execution.

Common Issues

Common issues with disaster recovery planning include look-ahead bias in backtesting, overfitting to historical regimes, inadequate handling of exchange downtime, and insufficient logging for debugging.

Code Structure

The code structure separates concerns: data ingestion, signal generation, risk checks, and order submission. This modularity enables testing and reuse across strategies.

# Example configuration for Disaster Recovery Planning
strategy:
  name: disaster-recovery-planning
  timeframe: 5m
  indicators:
    - rsi
    - ema_fast
    - ema_slow
  entry_conditions:
    - rsi_oversold
    - ema_crossover_bullish
  exit_conditions:
    - rsi_overbought
    - stop_loss_hit
  risk:
    max_position_size: 0.02
    stop_loss_pct: 0.015