Fill Test
from qtradex.core.filltest import filltest
Simulates what your bot would have done against your actual historical fills from the exchange. Useful for reconciling backtest assumptions with reality — did your bot's signals align with the fills you actually got?
filltest(bot, data, api_key, api_secret, tick_size=7200)
| Parameter | Type | Default | Description |
|---|---|---|---|
bot |
BaseBot |
required | Bot instance |
data |
Data |
required | Market data (begin/end adjusted automatically to match fill window) |
api_key |
str |
required | Exchange API key |
api_secret |
str |
required | Exchange API secret |
tick_size |
int |
7200 |
Tick size in seconds (default 2 hours). Period params are scaled: tune_value × (86400 / tick_size) |
Returns None. Plots the results with trade markers.
How it works
- Fetches your trade history from the exchange via
execution.fetch_my_trades(). - Walks backward from
now, tick by tick, matching fills to candles. - At each tick where a fill exists, checks whether your bot's strategy agrees — replaying the indicator state at that moment.
- Plots the resulting balance curve with trade markers colored by fill type (green for buys, red for sells).
This is the same function called by dispatch's "Show Fill Orders" option.