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Backtesting: Activation-based replay and limits

Backtesting now uses schedule-driven activations to simulate rule execution more accurately. Instead of replaying every day in a selected date range, the system calculates when the rule would have executed based on its configured schedule (daily, weekly, or monthly).

Key enhancements include:

  • Calendar highlights showing actual activation days

  • A detailed list of activation timestamps used in the simulation

  • Enforcement of activation limits:

    • Daily: up to 31 activations
    • Weekly: up to 12 activations
    • Monthly: up to 12 activations
  • Date range validation based on activation count, with clear feedback if limits are exceeded

These updates provide better transparency, improved performance control, and a more accurate representation of rule behaviour during backtesting.

User Guide Reference: TM User Guide > Rules Manager