Local changes: Updated model training, removed debug instrumentation, and configuration improvements

docs/architecture/backtesting.md

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+# Backtesting Engine Architecture
+
+This document describes the backtesting engine design.
+
+## Backtesting Components
+
+```
+Backtesting Engine
+    ├──► Data Provider
+    │         │
+    │         └──► Historical Data Loading
+    │
+    ├──► Strategy Execution
+    │         │
+    │         ├──► Data Replay
+    │         ├──► Signal Generation
+    │         └──► Order Simulation
+    │
+    ├──► Realism Models
+    │         │
+    │         ├──► Slippage Model
+    │         ├──► Fee Model
+    │         └──► Order Book Simulation
+    │
+    └──► Metrics Calculation
+            │
+            ├──► Performance Metrics
+            └──► Risk Metrics
+```
+
+## Data Replay
+
+Historical data is replayed chronologically:
+
+```
+Historical Data (Time Series)
+        │
+        ▼
+Time-based Iteration
+        │
+        ├──► For each timestamp:
+        │         │
+        │         ├──► Update market data
+        │         ├──► Notify strategies
+        │         ├──► Process signals
+        │         └──► Execute orders
+        │
+        └──► Continue until end date
+```
+
+## Order Simulation
+
+Simulated order execution:
+
+```
+Order Request
+    │
+    ▼
+Order Type Check
+    │
+    ├──► Market Order
+    │         │
+    │         └──► Execute at current price + slippage
+    │
+    └──► Limit Order
+            │
+            └──► Wait for price to reach limit
+                    │
+                    └──► Execute when filled
+```
+
+## Slippage Modeling
+
+Realistic slippage simulation:
+
+```
+Market Order
+    │
+    ▼
+Current Price
+    │
+    ├──► Buy Order: Price + Slippage
+    └──► Sell Order: Price - Slippage
+            │
+            └──► Add Market Impact (for large orders)
+```
+
+## Fee Modeling
+
+Exchange fee calculation:
+
+```
+Order Execution
+    │
+    ▼
+Order Type Check
+    │
+    ├──► Maker Order (Limit)
+    │         │
+    │         └──► Apply Maker Fee
+    │
+    └──► Taker Order (Market)
+            │
+            └──► Apply Taker Fee
+```
+
+## Performance Metrics
+
+Calculated metrics:
+
+- **Total Return**: (Final Capital - Initial Capital) / Initial Capital
+- **Sharpe Ratio**: (Return - Risk-free Rate) / Volatility
+- **Sortino Ratio**: (Return - Risk-free Rate) / Downside Deviation
+- **Max Drawdown**: Largest peak-to-trough decline
+- **Win Rate**: Winning Trades / Total Trades
+- **Profit Factor**: Gross Profit / Gross Loss
+
+## Parameter Optimization
+
+Optimization methods:
+
+- **Grid Search**: Test all parameter combinations
+- **Genetic Algorithm**: Evolutionary optimization
+- **Bayesian Optimization**: Efficient parameter search
+
+## Backtest Results
+
+Stored results:
+
+- Performance metrics
+- Trade history
+- Equity curve
+- Drawdown chart
+- Parameter values
+