Observed arrival · 2026-08-26
Tickbloom audits the data behind your backtests
Python infrastructure for checking market-data integrity, detecting look-ahead and survivorship bias, and producing audit-ready trade reports.
Field notes
The workflow attaches source, symbol, and period metadata to each batch so provenance can remain in the manifest rather than in separate bookkeeping. Its causal checks combine syntax-level detection with truncation testing: features are recomputed after future data is removed, and changed values indicate possible leakage. The audit bundle also includes an outlier register for fills that still lack a written explanation, alongside order logs, slippage references, equity curves, and drawdowns.
Observed signals
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