Bookmap Replay Playlist or concat/split bmf tool and replay bug

yfnrcacwvg · Post by **yfnrcacwvg** » Wed Aug 16, 2023 9:14 pm

Please consider
1. Add a playlist for Bookmap Replay mode so the user can backtest multiple files at a time. This feature saves a lot of time when backtesting automated strategy.
2. As an alternative, release a tool to concat / split BMF file. The existing export feature allows only file export, but removes the MBO data, and make it useless for SI addons.
3. BUG : The Open Data File allow open an another BMF file, but the simulated order execution is buggy. A limit order get executed immediately with a totally fancy price. This happens when loading a BMF with 14 instruments. The bug occurs randomly on one of the instrument loaded. The current work-around is to open data file and then restart BM.
Thank you for your consideration.