Registry indexed
Transition from backtest to live trading with zero code changes. Use when deploying a validated strategy to paper or live trading via broker APIs.
Transition from backtest to live trading with zero code changes. Use when deploying a validated strategy to paper or live trading via broker APIs.
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Rewriting strategy logic for live trading introduces bugs and invalidates your backtest. The correct pattern is to reuse the exact Strategy class from backtesting - zero code changes between simulation and production.
Teams often validate a strategy in backtest, then rewrite it for live trading. That rewrite changes rounding, timing, or position tracking and silently breaks the link to the validated backtest.
# Separate live strategy - rewrites logic, diverges from backtest
class LiveMomentumTrader:
def __init__(self, api_key):
self.api = BrokerAPI(api_key)
def run(self):
while True:
prices = self.api.get_latest_bars(100)
signal = prices["close"].pct_change(20).iloc[-1]
if signal > 0:
self.api.market_buy("SPY", 100) # Different sizing logic
elif signal < 0:
self.api.market_sell("SPY", 100) # No cost model
time.sleep(60)
from abc import ABC, abstractmethod
class Strategy(ABC):
"""Single strategy class used for BOTH backtest and live."""
@abstractmethod
def on_data(self, timestamp, data, context, broker):
...
class Momentum(Strategy):
def on_data(self, timestamp, data, context, broker):
for sym, bar in data.items():
mom = bar.get("momentum_20d", 0)
pos = broker.get_position(sym)
if mom > 0 and not pos:
size = int(broker.get_cash() * 0.05 / bar["close"])
broker.submit_order(sym, size)
elif mom <= 0 and pos:
broker.close_position(sym)
# Backtest: Engine(feed, Momentum(), config).run()
# Live: await LiveEngine(Momentum(), broker, feed).run()
# Same class. Same logic. Different engine.
Never skip paper trading. If paper diverges materially from backtest, diagnose before going live.
| Property | Backtest | Live |
|---|---|---|
| Data arrival | Instant, complete | Streaming, may lag |
| Bars | All present | Build incrementally |
| Fills | Simulated, next-bar | Real, partial, rejected |
| Clock | Jump bar to bar | Real-time wall clock |
import asyncio
from ml4t.backtest import Strategy
from ml4t.live import LiveEngine, AlpacaBroker, AlpacaDataFeed, SafeBroker, LiveRiskConfig
risk = LiveRiskConfig(execution_mode="shadow", max_drawdown_pct=0.10)
broker = SafeBroker(AlpacaBroker(api_key, secret_key), risk)
feed = AlpacaDataFeed(api_key, secret_key, symbols=["SPY"], experimental=True)
async def trade_live():
engine = LiveEngine(Momentum(), broker, feed)
await engine.connect()
await engine.run()
asyncio.run(trade_live())
name: ml4t-live-trading description: "Transition from backtest to live trading with zero code changes. Use when deploying a validated strategy to paper or live trading via broker APIs." when_to_use: "Use when deploying a validated strategy to paper or live markets" dependencies: [run-backtest, kill-switch] metadata: book_chapters: "25" library: "ml4t-live" paths: ["**/*live*.py", "**/*deploy*.py", "**/*monitor*.py", "**/*govern*.py", "**/*mlops*.py", "**/*pipeline*.py"]
---
name: ml4t-live-trading
description: "Transition from backtest to live trading with zero code changes. Use when deploying a validated strategy to paper or live trading via broker APIs."
when_to_use: "Use when deploying a validated strategy to paper or live markets"
dependencies: [run-backtest, kill-switch]
metadata:
book_chapters: "25"
library: "ml4t-live"
paths: ["**/*live*.py", "**/*deploy*.py", "**/*monitor*.py", "**/*govern*.py", "**/*mlops*.py", "**/*pipeline*.py"]
---
# Backtest-to-Live Deployment
Rewriting strategy logic for live trading introduces bugs and invalidates your backtest. The correct pattern is to reuse the exact Strategy class from backtesting - zero code changes between simulation and production.
## The Problem
Teams often validate a strategy in backtest, then rewrite it for live trading.
That rewrite changes rounding, timing, or position tracking and silently breaks
the link to the validated backtest.
## The Pattern
### WRONG
```python
# Separate live strategy - rewrites logic, diverges from backtest
class LiveMomentumTrader:
def __init__(self, api_key):
self.api = BrokerAPI(api_key)
def run(self):
while True:
prices = self.api.get_latest_bars(100)
signal = prices["close"].pct_change(20).iloc[-1]
if signal > 0:
self.api.market_buy("SPY", 100) # Different sizing logic
elif signal < 0:
self.api.market_sell("SPY", 100) # No cost model
time.sleep(60)
```
### CORRECT
```python
from abc import ABC, abstractmethod
class Strategy(ABC):
"""Single strategy class used for BOTH backtest and live."""
@abstractmethod
def on_data(self, timestamp, data, context, broker):
...
class Momentum(Strategy):
def on_data(self, timestamp, data, context, broker):
for sym, bar in data.items():
mom = bar.get("momentum_20d", 0)
pos = broker.get_position(sym)
if mom > 0 and not pos:
size = int(broker.get_cash() * 0.05 / bar["close"])
broker.submit_order(sym, size)
elif mom <= 0 and pos:
broker.close_position(sym)
# Backtest: Engine(feed, Momentum(), config).run()
# Live: await LiveEngine(Momentum(), broker, feed).run()
# Same class. Same logic. Different engine.
```
## Deployment Sequence
1. **Backtest** - validate with historical data, realistic costs
2. **Paper trade** (minimum 4 weeks) - same code, live data, simulated fills
3. **Shadow mode** - generate orders but don't execute; compare to paper
4. **Live with limits** - small size, tight kill switch, full monitoring
5. **Scale up** - increase size only after live metrics match paper
Never skip paper trading. If paper diverges materially from backtest, diagnose before going live.
## Data Feed Differences
| Property | Backtest | Live |
|----------|----------|------|
| Data arrival | Instant, complete | Streaming, may lag |
| Bars | All present | Build incrementally |
| Fills | Simulated, next-bar | Real, partial, rejected |
| Clock | Jump bar to bar | Real-time wall clock |
## Guardrails
- Identical Strategy class for backtest and live - if you change one, you broke the link
- Paper trade period is mandatory, not optional - 4 weeks minimum for daily strategies
- Kill switch must be active before any live order: max drawdown, max position, daily loss limit
- Log every order submission, fill, and rejection - you will need the audit trail
- Data staleness check: if last bar is older than 2x expected frequency, halt trading
## Production Implementation
```python
import asyncio
from ml4t.backtest import Strategy
from ml4t.live import LiveEngine, AlpacaBroker, AlpacaDataFeed, SafeBroker, LiveRiskConfig
risk = LiveRiskConfig(execution_mode="shadow", max_drawdown_pct=0.10)
broker = SafeBroker(AlpacaBroker(api_key, secret_key), risk)
feed = AlpacaDataFeed(api_key, secret_key, symbols=["SPY"], experimental=True)
async def trade_live():
engine = LiveEngine(Momentum(), broker, feed)
await engine.connect()
await engine.run()
asyncio.run(trade_live())
```
## Checklist
- [ ] Strategy class is identical for backtest and live (no separate live code)
- [ ] Paper traded for minimum 4 weeks with live data
- [ ] Kill switch configured with pre-approved thresholds
- [ ] Partial fill handling verified
- [ ] Data staleness detection active; order audit log captures every submission and fill
Free to get does not mean free to run. Price labels are not safety ratings. Submit pricing information →
Skill source recorded
Skill instructions are recorded. This is not a runtime test, safety guarantee or compatibility certification.
Review before install: Avoid automatic install
License: Apache-2.0
Listed tools are metadata hints, not tested compatibility. Agent prompts are suggested handoffs.
Check the source for dependencies, API keys and third-party costs. A public repository does not mean every service is free.
Repository metadata and review signals are advisory. Popularity, source discovery and successful execution are different facts.
Version reported in registry metadata; check source releases before relying on it.
Quality
55/100
Promising
Trust
61/100
Sandbox only
Audit
73/100
Risky
Copies are not installs. Installation counts require a reported successful installation; they are not a blanket quality guarantee.
This page exposes the same decision, trust, audit, use-case, and install signals through the Registry API, so agents can rank this skill without scraping the UI.
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