From b7c7450ff6ad0d231188475c8ef0d2dd1070ba68 Mon Sep 17 00:00:00 2001
From: Eoghan O'Hara <eoghan.ohara@dataintellect.com>
Date: Fri, 30 Jan 2026 12:01:57 +0000
Subject: [PATCH 01/22] initial commit

---
 code/common/datareplay.q | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/code/common/datareplay.q b/code/common/datareplay.q
index 0a67eb3e8..f45d1561e 100644
--- a/code/common/datareplay.q
+++ b/code/common/datareplay.q
@@ -108,3 +108,5 @@ tablesToDataStream:{[params]
   };
 
 \d .
+
+//! initial commit
\ No newline at end of file

From 46da5dac4b48857c70b99e17f9878223e1348361 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Wed, 4 Feb 2026 14:00:41 +0000
Subject: [PATCH 02/22] If .backtest.init[] is called on any proc, this turns
 it into a backtest process and overrides pub/sub/upd

---
 code/common/backtest.q | 35 +++++++++++++++++++++++++++++++++++
 1 file changed, 35 insertions(+)
 create mode 100644 code/common/backtest.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
new file mode 100644
index 000000000..94e0d2a4c
--- /dev/null
+++ b/code/common/backtest.q
@@ -0,0 +1,35 @@
+\d .backtest
+
+/TESTING:TO BE REMOVED
+test:`name`version`tabs`sts`ets`interval`timer`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0D00:10:00.00;1b;`.vwapsub.logvwap);
+
+initRan:0b;
+
+init:{[]
+   requiredProc:`backtestdb;
+   .servers.registerfromdiscovery[requiredProc;1b];
+   .backtest.rdb:neg first exec w from .servers.SERVERS where procname=requiredProc;
+   `upd set .backtest.upd;
+   .backtest.id:first 1?0Ng;
+   .backtest.initRan:1b;
+ };
+
+upd:{[t;d]
+   /Running old upd function
+   .[` sv `,.proc.proctype,`upd;(t;d)];
+ };  
+
+/ To run backtest, optional where
+run:{[params]
+   if[not initRan;'"Please run .backtest.init to override functions to backtest before running .backtest.run";];
+   if[not all `name`version`tabs`sts`ets`interval`timer`timerfunc in key params;'"Please ensure all mandatory params have been populated";];
+   / Remove optional where when not required
+   if[`where in key params; if[not count params`where;params:`where _params]];
+   params[`h]:first exec w from .servers.SERVERS where proctype=`hdb;
+   msgs:.datareplay.tablesToDataStream `name`version _params;
+   / Publishing configuration of backtest
+   rdb(`upd;`config;(id;.z.p;;;;;enlist query;params). params`name`version`sts`ets);
+   value each msgs`msg;
+ };
+
+\d .

From 53a9281d9cd309fef1291d5687d97c1b96f326eb Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Wed, 4 Feb 2026 15:42:35 +0000
Subject: [PATCH 03/22] Storing query passed to hdb for upsert to config table

---
 code/common/datareplay.q | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/code/common/datareplay.q b/code/common/datareplay.q
index f45d1561e..cc79e69a9 100644
--- a/code/common/datareplay.q
+++ b/code/common/datareplay.q
@@ -65,7 +65,7 @@ tableToDataStream:{[params]
   
   // Have hdb evaluate select statement.
   t:@[params[`h];
-      (eval;(?;params[`tn];enlist wherec;0b;()));
+      (eval;.backtest.query:(?;params[`tn];enlist wherec;0b;()));
       {.lg.e[`dataloader;"Failed to evauluate query on hdb: ",x]}
      ];
 
@@ -108,5 +108,3 @@ tablesToDataStream:{[params]
   };
 
 \d .
-
-//! initial commit
\ No newline at end of file

From eea841fd628c8544419fd63c8afc4e1ba24ff716 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Thu, 5 Feb 2026 15:22:40 +0000
Subject: [PATCH 04/22] Adding backtest instance to replay the data which is
 called from engine running backtest

---
 code/common/backtest.q       | 49 ++++++++++++++++++++++--------------
 code/processes/backtestpub.q | 21 ++++++++++++++++
 2 files changed, 51 insertions(+), 19 deletions(-)
 create mode 100644 code/processes/backtestpub.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
index 94e0d2a4c..d06da2d3d 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -1,35 +1,46 @@
 \d .backtest
 
-/TESTING:TO BE REMOVED
-test:`name`version`tabs`sts`ets`interval`timer`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0D00:10:00.00;1b;`.vwapsub.logvwap);
-
+/ Params to be passed to .backtest.run to kick off backtest, edit to fit usecase
+test:`name`version`tabs`sts`ets`interval`timer`timerfunc!(`;1;`;0Np;0Np;0D00:10:00.00;0b;`);
 initRan:0b;
 
+/ TO BE DELETED, TESTING ONLY
+test:`name`version`tabs`sts`ets`interval`timer`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0D00:10:00.00;1b;`.vwapsub.logvwap);
+
 init:{[]
-   requiredProc:`backtestdb;
-   .servers.registerfromdiscovery[requiredProc;1b];
-   .backtest.rdb:neg first exec w from .servers.SERVERS where procname=requiredProc;
-   `upd set .backtest.upd;
-   .backtest.id:first 1?0Ng;
+   requiredProcs:`backtestdb`backtestpub;
+   .servers.registerfromdiscovery[requiredProcs;1b];
+   .backtest.rdbh:neg first exec w from .servers.SERVERS where procname=`backtestdb;
+   .backtest.pubh:neg first exec w from .servers.SERVERS where procname=`backtestpub;
+   `.u.pub set .backtest.pub;
    .backtest.initRan:1b;
  };
 
-upd:{[t;d]
-   /Running old upd function
-   .[` sv `,.proc.proctype,`upd;(t;d)];
- };  
+/ Receive full message from datareplay, extract details from msg before running msg func
+extractmessage:{[msgs]
+   .dbg.msg:msgs;
+   msg:msgs`msg;
+   .backtest.simtime:msgs`time;
+   .backtest.name:first msg;
+   value msg
+ };
+
+pub:{[t;d]
+   .dbg.pub:(t;d);
+   rdbh(`upd;`output;(.z.p;id;simtime;name;d));
+ };
 
 / To run backtest, optional where
 run:{[params]
+   if[.proc.procname=`backtestpub;'"Backtest should be ran from the process you are backtesting not backtest instance itself"];
    if[not initRan;'"Please run .backtest.init to override functions to backtest before running .backtest.run";];
    if[not all `name`version`tabs`sts`ets`interval`timer`timerfunc in key params;'"Please ensure all mandatory params have been populated";];
-   / Remove optional where when not required
-   if[`where in key params; if[not count params`where;params:`where _params]];
-   params[`h]:first exec w from .servers.SERVERS where proctype=`hdb;
-   msgs:.datareplay.tablesToDataStream `name`version _params;
-   / Publishing configuration of backtest
-   rdb(`upd;`config;(id;.z.p;;;;;enlist query;params). params`name`version`sts`ets);
-   value each msgs`msg;
+   / Remove optional where, when not required
+   if[`wherei in key params; if[not count params`where;params:`where _params]];
+   / Random guid generated to easily pair up config to output
+   .backtest.id:first -1?0Ng;
+   / Kick off backtest from backtestpub which will replay the data back through the process running backtest
+   pubh(`.backtest.datareplay;params;.backtest.id); 
  };
 
 \d .
diff --git a/code/processes/backtestpub.q b/code/processes/backtestpub.q
new file mode 100644
index 000000000..ed68b514c
--- /dev/null
+++ b/code/processes/backtestpub.q
@@ -0,0 +1,21 @@
+\d .backtest
+
+init:{[]
+   .servers.CONNECTIONS:`hdb`backtestdb;
+   .servers.startup[];
+   .backtest.hdb:first exec w from .servers.SERVERS where proctype=`hdb;
+   .backtest.rdb:neg first exec w from .servers.SERVERS where procname=`backtestdb;
+ };
+
+datareplay:{[params;id]
+   .dbg.replay:(params;id;.z.w);
+   params[`h]:first exec w from .servers.SERVERS where proctype=`hdb;
+   msgs:.datareplay.tablesToDataStream `name`version _params;
+   / Publishing configuration of backtest, needs to run after datareplay to pick up dataconfig
+   rdb(`upd;`config;(id;.z.p;;;;;enlist query;`h _params). params`name`version`sts`ets);
+   {neg[.z.w](`.backtest.extractmessage;x)}each msgs
+ };
+
+\d .
+
+.backtest.init[];

From a03bf605fcf604fb804bb2676bad2293a4e1244a Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Fri, 6 Feb 2026 10:22:06 +0000
Subject: [PATCH 05/22] Updates to backtest instance + common override script

---
 code/common/backtest.q | 16 +++++++++++-----
 1 file changed, 11 insertions(+), 5 deletions(-)

diff --git a/code/common/backtest.q b/code/common/backtest.q
index d06da2d3d..6cb3925b9 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -32,15 +32,21 @@ pub:{[t;d]
 
 / To run backtest, optional where
 run:{[params]
+   params:validaterun[params];
+   / Random guid generated to match config to output
+   .backtest.id:first -1?0Ng;
+   / Kick off backtest from backtestpub which will replay the data back through the process running backtest
+   pubh(`.backtest.datareplay;params;.backtest.id); 
+ };
+
+validaterun:{[params]
    if[.proc.procname=`backtestpub;'"Backtest should be ran from the process you are backtesting not backtest instance itself"];
    if[not initRan;'"Please run .backtest.init to override functions to backtest before running .backtest.run";];
    if[not all `name`version`tabs`sts`ets`interval`timer`timerfunc in key params;'"Please ensure all mandatory params have been populated";];
+   if[count where null params;'"Not all mandatory keys have been populated"];
    / Remove optional where, when not required
-   if[`wherei in key params; if[not count params`where;params:`where _params]];
-   / Random guid generated to easily pair up config to output
-   .backtest.id:first -1?0Ng;
-   / Kick off backtest from backtestpub which will replay the data back through the process running backtest
-   pubh(`.backtest.datareplay;params;.backtest.id); 
+   if[`where in key params; if[not count params`where;params:`where _params]];
+   params
  };
 
 \d .

From 3960e3f9eff3b5fccc8978ea1bde335a847b1741 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Fri, 6 Feb 2026 13:57:43 +0000
Subject: [PATCH 06/22] Break out intervals to separate upd/timers

---
 code/common/datareplay.q | 29 ++++++++++++++++-------------
 1 file changed, 16 insertions(+), 13 deletions(-)

diff --git a/code/common/datareplay.q b/code/common/datareplay.q
index cc79e69a9..d0d7fe3f2 100644
--- a/code/common/datareplay.q
+++ b/code/common/datareplay.q
@@ -6,18 +6,20 @@ getBuckets:{[s;e;p](s+p*til(ceiling 1+e%p)-(ceiling s%p))}
 //  params[`t] is table data
 //  params[`tc] is time column to cut on
 //  params[`tn] is table name
-//  params[`interval] is the time interval to bucket the messages into.
+//  params[`timerinterval] is the timer time interval to bucket the messages into.
+//  params[`datainterval] is the data time interval to bucket the messages into.
 tableDataToDataStream:{[params]
+  .dbg.params:params;
   // Sort table by time column.
   params[`t]:params[`tc] xasc delete date from params[`t];
   
   // get all times from table
   t_times:params[`t][params[`tc]];
 
-  $[not null params[`interval];
+  $[not null params[`datainterval];
     [ // if there is an interval, bucket messages into this interval
-      // make bukets of ten second intervals
-      times:getBuckets[params[`sts];params[`ets];params[`interval]];
+      // make buckets of ten second intervals
+      times:getBuckets[params[`sts];params[`ets];params[`datainterval]];
        
       // put start time in fornt of t_times
       t_times:params[`sts],t_times;
@@ -38,7 +40,7 @@ tableDataToDataStream:{[params]
       // Return table of times and message chunks
       -1_([]time:time;msg:{(`upd;x;y)}[params[`tn]] each msgs)
     ];
-    // if there is no intevral, cut by distinct time.
+    // if there is no interval, cut by distinct time.
     ([]
       time:distinct t_times;
       msg:{(`upd;x;$[1<count y;flip y;first y])}[params[`tn]] each 
@@ -74,10 +76,10 @@ tableToDataStream:{[params]
 
 // params[`sts] is start of time window to get
 // params[`ets] is end of time window to get
-// params[`tp] is the inrement between times
+// params[`tp] is the increment between times
 // params[`timerfunc] is the timer function to use
 getTimers:{[params]
- times:getBuckets[params[`sts];params[`ets];params[`interval]];
+ times:getBuckets[params[`sts];params[`ets];params[`replayinterval]];
  ([]time:times;msg:params[`timerfunc],'times)
  }
 
@@ -86,24 +88,25 @@ getTimers:{[params]
 // params[`sts] is start of time window to get - Required
 // params[`ets] is end of time window to get - Required
 // params[`syms] is list of instruments to get - Default all syms
-// params[`where] is an additional where clause in functional form - Not Reuqired
+// params[`where] is an additional where clause in functional form - Not Required
 // params[`timer] is whether or not to retrieve timer - Default 0b
 // params[`h] is handle to hdb - Default 0 (self)
-// params[`interval] is the time interval to bucket the messages into. - Not Required
+// params[`timerinterval] is the time interval to bucket the timer messages into. - Not Required
+// params[`datainterval] is the time interval to bucket the upd messages into. - Not Required
 // prarms[`tc] is the time column of the tables specified - Defualt `time
 // params[`timerfunc] is the timer function to use in timer messages - Default `.z.ts
 tablesToDataStream:{[params]
-  defaults:`timer`h`syms`interval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`time;`.z.ts;());
+  defaults:`timer`h`syms`datainterval`replayinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`timespan$0n;`time;`.z.ts;());
   params:defaults,params;
 
   // check for default parameters `tabs`sts`ets
-  if[count missing:`tabs`sts`ets except key params;'"mising prameters: "," " sv string missing;];
+  if[count missing:`tabs`sts`ets except key params;'"missing parameters: "," " sv string missing;];
   params[`tabs]:(),params[`tabs];
 
   ds:raze {tableToDataStream x,(enlist `tn)!enlist y}[params] each params[`tabs];
-
+  
   $[params[`timer];
-    `time xasc ds,getTimers[params,enlist[`interval]! enlist $[null k:params[`interval];0D00:00:10.00;k]];
+    `time xasc ds,getTimers[params,enlist[`timerinterval]! enlist $[null k:params[`timerinterval];0D00:00:10.00;k]];
     `time xasc ds]
   };
 

From 52e14803d7f0aa4a929aac8040a7bf43f0720389 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Fri, 6 Feb 2026 14:19:22 +0000
Subject: [PATCH 07/22] Update intervals

---
 code/common/backtest.q   |  8 ++--
 code/processes/vwapsub.q | 96 ++++++++++++++++++++++++++++++++++++++++
 2 files changed, 100 insertions(+), 4 deletions(-)
 create mode 100644 code/processes/vwapsub.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
index 6cb3925b9..f56c7d296 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -1,11 +1,11 @@
 \d .backtest
 
 / Params to be passed to .backtest.run to kick off backtest, edit to fit usecase
-test:`name`version`tabs`sts`ets`interval`timer`timerfunc!(`;1;`;0Np;0Np;0D00:10:00.00;0b;`);
+test:`name`version`tabs`sts`ets`datainterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
 initRan:0b;
 
 / TO BE DELETED, TESTING ONLY
-test:`name`version`tabs`sts`ets`interval`timer`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0D00:10:00.00;1b;`.vwapsub.logvwap);
+test:`name`version`tabs`sts`ets`datainterval`timer`timerinterval`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0Nn;1b;0D00:10:00.00;`.vwapsub.logvwap);
 
 init:{[]
    requiredProcs:`backtestdb`backtestpub;
@@ -42,8 +42,8 @@ run:{[params]
 validaterun:{[params]
    if[.proc.procname=`backtestpub;'"Backtest should be ran from the process you are backtesting not backtest instance itself"];
    if[not initRan;'"Please run .backtest.init to override functions to backtest before running .backtest.run";];
-   if[not all `name`version`tabs`sts`ets`interval`timer`timerfunc in key params;'"Please ensure all mandatory params have been populated";];
-   if[count where null params;'"Not all mandatory keys have been populated"];
+   if[not all (key[test]except `where) in key params;'"Please ensure all mandatory params have been populated";];
+   if[count where null `datainterval _params;'"Not all mandatory keys have been populated"];
    / Remove optional where, when not required
    if[`where in key params; if[not count params`where;params:`where _params]];
    params
diff --git a/code/processes/vwapsub.q b/code/processes/vwapsub.q
new file mode 100644
index 000000000..33b817bc4
--- /dev/null
+++ b/code/processes/vwapsub.q
@@ -0,0 +1,96 @@
+\d .vwapsub // enter vwapsub namespace
+
+tickerplanttypes:@[value;`tickerplanttypes;`segmentedtickerplant];              // tickerplant types to subscribe to
+hdbtypes:@[value;`hdbtypes;`hdb];                                               // hdbtypes to connect to
+
+// datareplay settings
+realtime:@[value;`realtime;0b];                                                 // use realtime feed or datareplay. default is 0b (datareplay)
+replayinterval:@[value;`replayinterval;0Nn];                                    // interval to run upd at (optional)
+timerinterval:@[value;`timerinterval;0D00:10:00.00];                            // interval to run calcvwap at
+replaysts:@[value;`replaysts;2026.01.22D01:00:00.00];                           // start time of data to retreive from hdb
+replayets:@[value;`replayets;2026.01.23D17:00:00.00];                           // end time of data to retrieve from hdb
+requiredprocs:value(`hdbtypes`tickerplanttypes)realtime;                        // required processes
+tpcheckcycles:@[value;`tpcheckcycles;0W];                                       // specify the number of times the process will check for requiredprocs
+tpconnsleep:@[value;`tpconnsleep;10];                                           // number of seconds between attempts to connect to the source tickerplant
+
+// Add hdb and tickerplant to connections list for TorQ
+.servers.CONNECTIONS:tickerplanttypes,hdbtypes,`rdb;
+
+// upd function gets sum of price*size and sum of size by sym
+// and adds it to the running total inside the vwap table
+// This can be used to calculate current vwap quickly.
+upd:{[t;d]
+  .dbg.upd:(t;d);
+  if[t~`trade;
+    `vwap set (`.[`vwap]) + select spts:sum price*size,ssize:sum size by sym from d;
+    ];
+   .u.pub[`vwap;(`.[`vwap])]
+ };
+
+// Calculates vwap at current time and adds it to the vwaptimes table, at time t.
+calcvwap:{
+  //`vwaptimes insert `time`vwap!(t;(select vwap:spts%ssize by sym from `.[`vwap]));
+  select vwap:spts%ssize by sym from `.[`vwap]
+ };
+
+// replay data set 
+datareplay:{[]
+  // Turn off timer
+  system"t 0";
+
+  // Block process until all required processes are connected
+  .servers.startupdepcycles[requiredprocs;tpconnsleep;tpcheckcycles];
+
+  // Retrieve handle to hdb from TorQ serverlist
+  h:first exec w from .servers.SERVERS where proctype in .vwapsub.hdbtypes;
+
+  // whc:(parse"select from t where ex=\"N\"") 2; // example of optional where clause
+  
+  params: (!) . flip ((`tabs;`trade);
+                      (`h;h);
+                      (`sts;replaysts);
+                      (`ets;replayets);
+                      //(`where;whc); // Optional where clause
+                      (`replayinterval;replayinterval);
+                      (`timer;1b);
+                      (`timerinterval;timerinterval);
+                      (`timerfunc;`.vwapsub.logvwap));
+
+  // Run datareplay utility using avove parameters
+  msgs:.datareplay.tablesToDataStream params;
+
+  // Execute each message.
+  value each msgs`msg;
+ };
+
+logvwap:{.dbg.log:x;`vwaptimes insert `time`vwap!(x;.vwapsub.calcvwap[]);.u.pub[`vwaptimes;(`.[`vwaptimes])]};
+
+// subscribe to tickerplant types
+subscribe:{[]
+  // Block process until all required processes are connected
+  .servers.startupdepcycles[requiredprocs;tpconnsleep;tpcheckcycles]; 
+
+  if[count s:.sub.getsubscriptionhandles[tickerplanttypes;();()!()];
+    .lg.o[`subscribe;"found available tickerplant, attempting to subscribe"];
+    .sub.subscribe[`trade;`;0b;0b;first s];
+    ];
+  .timer.rep[`timestamp$.proc.cd[]+00:00;0Wp;timerinterval;(`logvwapnow;`);0h;"Run logvwapnow at set interval";1b]
+  }
+
+\d .
+
+vwap:([sym:`$()]spts:`float$();ssize:`int$());
+vwaptimes:([]time:`timestamp$();vwap:());
+
+logvwapnow:{.vwapsub.logvwap[.z.p]};
+
+// set upd function at top level
+upd:.vwapsub.upd;
+
+// Perform server discovery
+.servers.startup[];
+
+/// use tickerplant or datareplay
+/$[.vwapsub.realtime;
+/    .vwapsub.subscribe[]; // sub to tickerplant
+/    .vwapsub.datareplay[]]; // replay hdb data

From 2ea82d817bd00c23f5bb9dca9bb5849bb4e40a21 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Fri, 6 Feb 2026 14:35:29 +0000
Subject: [PATCH 08/22] Update intervals

---
 code/common/backtest.q   |  6 +--
 code/common/datareplay.q | 12 +++--
 code/processes/vwapsub.q | 96 ----------------------------------------
 3 files changed, 8 insertions(+), 106 deletions(-)
 delete mode 100644 code/processes/vwapsub.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
index f56c7d296..833113bb2 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -1,11 +1,11 @@
 \d .backtest
 
 / Params to be passed to .backtest.run to kick off backtest, edit to fit usecase
-test:`name`version`tabs`sts`ets`datainterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
+test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
 initRan:0b;
 
 / TO BE DELETED, TESTING ONLY
-test:`name`version`tabs`sts`ets`datainterval`timer`timerinterval`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0Nn;1b;0D00:10:00.00;`.vwapsub.logvwap);
+test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0Nn;1b;0D00:10:00.00;`.vwapsub.logvwap);
 
 init:{[]
    requiredProcs:`backtestdb`backtestpub;
@@ -43,7 +43,7 @@ validaterun:{[params]
    if[.proc.procname=`backtestpub;'"Backtest should be ran from the process you are backtesting not backtest instance itself"];
    if[not initRan;'"Please run .backtest.init to override functions to backtest before running .backtest.run";];
    if[not all (key[test]except `where) in key params;'"Please ensure all mandatory params have been populated";];
-   if[count where null `datainterval _params;'"Not all mandatory keys have been populated"];
+   if[count where null `replayinterval _params;'"Not all mandatory keys have been populated"];
    / Remove optional where, when not required
    if[`where in key params; if[not count params`where;params:`where _params]];
    params
diff --git a/code/common/datareplay.q b/code/common/datareplay.q
index d0d7fe3f2..8b736b355 100644
--- a/code/common/datareplay.q
+++ b/code/common/datareplay.q
@@ -6,8 +6,7 @@ getBuckets:{[s;e;p](s+p*til(ceiling 1+e%p)-(ceiling s%p))}
 //  params[`t] is table data
 //  params[`tc] is time column to cut on
 //  params[`tn] is table name
-//  params[`timerinterval] is the timer time interval to bucket the messages into.
-//  params[`datainterval] is the data time interval to bucket the messages into.
+//  params[`replayinterval] is the data time interval to bucket the messages into.
 tableDataToDataStream:{[params]
   .dbg.params:params;
   // Sort table by time column.
@@ -16,10 +15,10 @@ tableDataToDataStream:{[params]
   // get all times from table
   t_times:params[`t][params[`tc]];
 
-  $[not null params[`datainterval];
+  $[not null params[`replayinterval];
     [ // if there is an interval, bucket messages into this interval
       // make buckets of ten second intervals
-      times:getBuckets[params[`sts];params[`ets];params[`datainterval]];
+      times:getBuckets[params[`sts];params[`ets];params[`replayinterval]];
        
       // put start time in fornt of t_times
       t_times:params[`sts],t_times;
@@ -79,7 +78,7 @@ tableToDataStream:{[params]
 // params[`tp] is the increment between times
 // params[`timerfunc] is the timer function to use
 getTimers:{[params]
- times:getBuckets[params[`sts];params[`ets];params[`replayinterval]];
+ times:getBuckets[params[`sts];params[`ets];params[`timerinterval]];
  ([]time:times;msg:params[`timerfunc],'times)
  }
 
@@ -92,11 +91,10 @@ getTimers:{[params]
 // params[`timer] is whether or not to retrieve timer - Default 0b
 // params[`h] is handle to hdb - Default 0 (self)
 // params[`timerinterval] is the time interval to bucket the timer messages into. - Not Required
-// params[`datainterval] is the time interval to bucket the upd messages into. - Not Required
 // prarms[`tc] is the time column of the tables specified - Defualt `time
 // params[`timerfunc] is the timer function to use in timer messages - Default `.z.ts
 tablesToDataStream:{[params]
-  defaults:`timer`h`syms`datainterval`replayinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`timespan$0n;`time;`.z.ts;());
+  defaults:`timer`h`syms`replayinterval`timerinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`timespan$0n;`time;`.z.ts;());
   params:defaults,params;
 
   // check for default parameters `tabs`sts`ets
diff --git a/code/processes/vwapsub.q b/code/processes/vwapsub.q
deleted file mode 100644
index 33b817bc4..000000000
--- a/code/processes/vwapsub.q
+++ /dev/null
@@ -1,96 +0,0 @@
-\d .vwapsub // enter vwapsub namespace
-
-tickerplanttypes:@[value;`tickerplanttypes;`segmentedtickerplant];              // tickerplant types to subscribe to
-hdbtypes:@[value;`hdbtypes;`hdb];                                               // hdbtypes to connect to
-
-// datareplay settings
-realtime:@[value;`realtime;0b];                                                 // use realtime feed or datareplay. default is 0b (datareplay)
-replayinterval:@[value;`replayinterval;0Nn];                                    // interval to run upd at (optional)
-timerinterval:@[value;`timerinterval;0D00:10:00.00];                            // interval to run calcvwap at
-replaysts:@[value;`replaysts;2026.01.22D01:00:00.00];                           // start time of data to retreive from hdb
-replayets:@[value;`replayets;2026.01.23D17:00:00.00];                           // end time of data to retrieve from hdb
-requiredprocs:value(`hdbtypes`tickerplanttypes)realtime;                        // required processes
-tpcheckcycles:@[value;`tpcheckcycles;0W];                                       // specify the number of times the process will check for requiredprocs
-tpconnsleep:@[value;`tpconnsleep;10];                                           // number of seconds between attempts to connect to the source tickerplant
-
-// Add hdb and tickerplant to connections list for TorQ
-.servers.CONNECTIONS:tickerplanttypes,hdbtypes,`rdb;
-
-// upd function gets sum of price*size and sum of size by sym
-// and adds it to the running total inside the vwap table
-// This can be used to calculate current vwap quickly.
-upd:{[t;d]
-  .dbg.upd:(t;d);
-  if[t~`trade;
-    `vwap set (`.[`vwap]) + select spts:sum price*size,ssize:sum size by sym from d;
-    ];
-   .u.pub[`vwap;(`.[`vwap])]
- };
-
-// Calculates vwap at current time and adds it to the vwaptimes table, at time t.
-calcvwap:{
-  //`vwaptimes insert `time`vwap!(t;(select vwap:spts%ssize by sym from `.[`vwap]));
-  select vwap:spts%ssize by sym from `.[`vwap]
- };
-
-// replay data set 
-datareplay:{[]
-  // Turn off timer
-  system"t 0";
-
-  // Block process until all required processes are connected
-  .servers.startupdepcycles[requiredprocs;tpconnsleep;tpcheckcycles];
-
-  // Retrieve handle to hdb from TorQ serverlist
-  h:first exec w from .servers.SERVERS where proctype in .vwapsub.hdbtypes;
-
-  // whc:(parse"select from t where ex=\"N\"") 2; // example of optional where clause
-  
-  params: (!) . flip ((`tabs;`trade);
-                      (`h;h);
-                      (`sts;replaysts);
-                      (`ets;replayets);
-                      //(`where;whc); // Optional where clause
-                      (`replayinterval;replayinterval);
-                      (`timer;1b);
-                      (`timerinterval;timerinterval);
-                      (`timerfunc;`.vwapsub.logvwap));
-
-  // Run datareplay utility using avove parameters
-  msgs:.datareplay.tablesToDataStream params;
-
-  // Execute each message.
-  value each msgs`msg;
- };
-
-logvwap:{.dbg.log:x;`vwaptimes insert `time`vwap!(x;.vwapsub.calcvwap[]);.u.pub[`vwaptimes;(`.[`vwaptimes])]};
-
-// subscribe to tickerplant types
-subscribe:{[]
-  // Block process until all required processes are connected
-  .servers.startupdepcycles[requiredprocs;tpconnsleep;tpcheckcycles]; 
-
-  if[count s:.sub.getsubscriptionhandles[tickerplanttypes;();()!()];
-    .lg.o[`subscribe;"found available tickerplant, attempting to subscribe"];
-    .sub.subscribe[`trade;`;0b;0b;first s];
-    ];
-  .timer.rep[`timestamp$.proc.cd[]+00:00;0Wp;timerinterval;(`logvwapnow;`);0h;"Run logvwapnow at set interval";1b]
-  }
-
-\d .
-
-vwap:([sym:`$()]spts:`float$();ssize:`int$());
-vwaptimes:([]time:`timestamp$();vwap:());
-
-logvwapnow:{.vwapsub.logvwap[.z.p]};
-
-// set upd function at top level
-upd:.vwapsub.upd;
-
-// Perform server discovery
-.servers.startup[];
-
-/// use tickerplant or datareplay
-/$[.vwapsub.realtime;
-/    .vwapsub.subscribe[]; // sub to tickerplant
-/    .vwapsub.datareplay[]]; // replay hdb data

From 731ac80d9a373cc7562e1677011b996d20607829 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Mon, 9 Feb 2026 17:19:29 +0000
Subject: [PATCH 09/22] Updating backtest for demo

---
 code/common/backtest.q       | 43 +++++++++++++++++++++++++-----------
 code/processes/backtestdb.q  |  4 ++++
 code/processes/backtestpub.q |  8 +++++--
 3 files changed, 40 insertions(+), 15 deletions(-)
 create mode 100644 code/processes/backtestdb.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
index 833113bb2..d144e42cb 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -1,17 +1,18 @@
 \d .backtest
 
 / Params to be passed to .backtest.run to kick off backtest, edit to fit usecase
-test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
+requiredparams:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
 initRan:0b;
 
 / TO BE DELETED, TESTING ONLY
 test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0Nn;1b;0D00:10:00.00;`.vwapsub.logvwap);
 
 init:{[]
-   requiredProcs:`backtestdb`backtestpub;
-   .servers.registerfromdiscovery[requiredProcs;1b];
-   .backtest.rdbh:neg first exec w from .servers.SERVERS where procname=`backtestdb;
-   .backtest.pubh:neg first exec w from .servers.SERVERS where procname=`backtestpub;
+   proctypes:exec proctype from(("SSSS";enlist",")0:hsym`$getenv`TORQPROCESSES)where proctype like "*backtest*";
+   .servers.registerfromdiscovery[proctypes;1b];
+   servers:select w, procname from .servers.SERVERS where proctype in proctypes;
+   .backtest.rdbh:neg first exec w from servers where procname like "*db";
+   .backtest.pubh:neg first exec w from servers where procname like "*pub*";
    `.u.pub set .backtest.pub;
    .backtest.initRan:1b;
  };
@@ -32,20 +33,36 @@ pub:{[t;d]
 
 / To run backtest, optional where
 run:{[params]
-   params:validaterun[params];
+   params:validateparams[params];
    / Random guid generated to match config to output
    .backtest.id:first -1?0Ng;
    / Kick off backtest from backtestpub which will replay the data back through the process running backtest
    pubh(`.backtest.datareplay;params;.backtest.id); 
  };
 
-validaterun:{[params]
-   if[.proc.procname=`backtestpub;'"Backtest should be ran from the process you are backtesting not backtest instance itself"];
-   if[not initRan;'"Please run .backtest.init to override functions to backtest before running .backtest.run";];
-   if[not all (key[test]except `where) in key params;'"Please ensure all mandatory params have been populated";];
-   if[count where null `replayinterval _params;'"Not all mandatory keys have been populated"];
-   / Remove optional where, when not required
-   if[`where in key params; if[not count params`where;params:`where _params]];
+validateparams:{[params]
+   if[.proc.procname like "*backtest*";
+      '"Backtest should be ran from the process you are backtesting not backtest instance itself";
+      ];
+   if[not initRan;
+      '"Please run .backtest.init to override functions to backtest before running .backtest.run";
+      ];
+   / Check param datatypes
+   if[any wrongtyp:not {(type x y)=type .backtest.requiredparams y}[params;]each kp:key[params]except `where;
+      '"The following param key(s) is not of the correct datatype - ","," sv string kp where wrongtyp;
+      ];
+   / Check params keys complete
+   if[any missingparams:not (requiredkeys:key requiredparams) in key params;
+      '"Not all mandatory params have been used - ", "," sv string requiredkeys where missingparams;
+      ];
+   / Check params keys non null on complusary keys, (replay interval optional but timer interval must be populated when timer 1b)
+   if[count missingparams:where null checkparams:(`replayinterval,$[params`timer;();`timerinterval`timerfunc]) _params;
+      '"Not all mandatory params have been populated - ", "," sv string missingparams;
+      ];
+   / Remove optional where, when not used
+   if[`where in key params; 
+      if[not count params`where;params:`where _params]
+      ];
    params
  };
 
diff --git a/code/processes/backtestdb.q b/code/processes/backtestdb.q
new file mode 100644
index 000000000..dffd43821
--- /dev/null
+++ b/code/processes/backtestdb.q
@@ -0,0 +1,4 @@
+upd:{[t;d]
+   .dbg.upd:(t;d);
+   t insert d
+   };
diff --git a/code/processes/backtestpub.q b/code/processes/backtestpub.q
index ed68b514c..9fc5c2d2d 100644
--- a/code/processes/backtestpub.q
+++ b/code/processes/backtestpub.q
@@ -1,18 +1,22 @@
 \d .backtest
 
 init:{[]
-   .servers.CONNECTIONS:`hdb`backtestdb;
+   .servers.CONNECTIONS:`hdb,outputdbtype;
    .servers.startup[];
+   / Used to get data from source to replay as real time 
    .backtest.hdb:first exec w from .servers.SERVERS where proctype=`hdb;
+   / Used to send results of the backtest
    .backtest.rdb:neg first exec w from .servers.SERVERS where procname=`backtestdb;
  };
 
 datareplay:{[params;id]
    .dbg.replay:(params;id;.z.w);
-   params[`h]:first exec w from .servers.SERVERS where proctype=`hdb;
+   params[`h]:hdb;
+   / Return the messages to be replayed
    msgs:.datareplay.tablesToDataStream `name`version _params;
    / Publishing configuration of backtest, needs to run after datareplay to pick up dataconfig
    rdb(`upd;`config;(id;.z.p;;;;;enlist query;`h _params). params`name`version`sts`ets);
+   / Kick off upd/timers on the instance being backtested
    {neg[.z.w](`.backtest.extractmessage;x)}each msgs
  };
 

From f34a9904c818a9e0a54012e99a04880f47d88a7d Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Tue, 10 Feb 2026 10:03:36 +0000
Subject: [PATCH 10/22] Backtest updates, tuesday demo

---
 code/common/backtest.q       | 9 ++++++---
 code/processes/backtestpub.q | 8 +++++---
 2 files changed, 11 insertions(+), 6 deletions(-)

diff --git a/code/common/backtest.q b/code/common/backtest.q
index d144e42cb..6ecf1328c 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -8,11 +8,14 @@ initRan:0b;
 test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0Nn;1b;0D00:10:00.00;`.vwapsub.logvwap);
 
 init:{[]
-   proctypes:exec proctype from(("SSSS";enlist",")0:hsym`$getenv`TORQPROCESSES)where proctype like "*backtest*";
+   system"l ",getenv[`KDBCONFIG],"/settings/backtest.q";
+   proctypes:outputdbtype,pubproctype;
+   rdbname:dbproc;
+   pubname:pubproc;
    .servers.registerfromdiscovery[proctypes;1b];
    servers:select w, procname from .servers.SERVERS where proctype in proctypes;
-   .backtest.rdbh:neg first exec w from servers where procname like "*db";
-   .backtest.pubh:neg first exec w from servers where procname like "*pub*";
+   .backtest.rdbh:neg first exec w from servers where procname=rdbname;
+   .backtest.pubh:neg first exec w from servers where procname=pubname;
    `.u.pub set .backtest.pub;
    .backtest.initRan:1b;
  };
diff --git a/code/processes/backtestpub.q b/code/processes/backtestpub.q
index 9fc5c2d2d..6eba3edc7 100644
--- a/code/processes/backtestpub.q
+++ b/code/processes/backtestpub.q
@@ -1,12 +1,14 @@
 \d .backtest
 
 init:{[]
-   .servers.CONNECTIONS:`hdb,outputdbtype;
+   .servers.CONNECTIONS:inputdbtype,outputdbtype;
    .servers.startup[];
+   hdbtype:inputdbtype;
+   rdbname:dbproc;
    / Used to get data from source to replay as real time 
-   .backtest.hdb:first exec w from .servers.SERVERS where proctype=`hdb;
+   .backtest.hdb:first exec w from .servers.SERVERS where proctype=hdbtype;
    / Used to send results of the backtest
-   .backtest.rdb:neg first exec w from .servers.SERVERS where procname=`backtestdb;
+   .backtest.rdb:neg first exec w from .servers.SERVERS where procname=rdbname;
  };
 
 datareplay:{[params;id]

From 01433243d15071cb1ee081754f8e13d79b4877b6 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Tue, 10 Feb 2026 10:04:52 +0000
Subject: [PATCH 11/22] Adding settings for names

---
 config/settings/backtest.q | 9 +++++++++
 1 file changed, 9 insertions(+)
 create mode 100644 config/settings/backtest.q

diff --git a/config/settings/backtest.q b/config/settings/backtest.q
new file mode 100644
index 000000000..13e152cd6
--- /dev/null
+++ b/config/settings/backtest.q
@@ -0,0 +1,9 @@
+\d .backtest
+
+dbproc:`backtestdb;
+inputdbtype:`hdb;
+outputdbtype:`backtestdb;
+pubproc:`backtestpub;
+pubproctype:`backtest;
+
+\d .

From 7a1fc4524df4afa8f19f4b2f0176128cacd5fc11 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Tue, 10 Feb 2026 10:58:10 +0000
Subject: [PATCH 12/22] Tidy up hardcoding procnames

---
 code/common/backtest.q       |  9 +++------
 code/processes/backtestpub.q | 10 ++++------
 config/settings/backtest.q   |  9 +++++++--
 3 files changed, 14 insertions(+), 14 deletions(-)

diff --git a/code/common/backtest.q b/code/common/backtest.q
index 6ecf1328c..6bc0f9dab 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -9,13 +9,10 @@ test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`v
 
 init:{[]
    system"l ",getenv[`KDBCONFIG],"/settings/backtest.q";
-   proctypes:outputdbtype,pubproctype;
-   rdbname:dbproc;
-   pubname:pubproc;
    .servers.registerfromdiscovery[proctypes;1b];
-   servers:select w, procname from .servers.SERVERS where proctype in proctypes;
-   .backtest.rdbh:neg first exec w from servers where procname=rdbname;
-   .backtest.pubh:neg first exec w from servers where procname=pubname;
+   servers:.servers.getservers[`proctype;`backtest`backtestdb;()!();0b;0b];
+   .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
+   .backtest.pubh:neg first exec w from .servers.getservers[`procname;pubprocname;()!();0b;0b];
    `.u.pub set .backtest.pub;
    .backtest.initRan:1b;
  };
diff --git a/code/processes/backtestpub.q b/code/processes/backtestpub.q
index 6eba3edc7..a047c7722 100644
--- a/code/processes/backtestpub.q
+++ b/code/processes/backtestpub.q
@@ -3,21 +3,19 @@
 init:{[]
    .servers.CONNECTIONS:inputdbtype,outputdbtype;
    .servers.startup[];
-   hdbtype:inputdbtype;
-   rdbname:dbproc;
    / Used to get data from source to replay as real time 
-   .backtest.hdb:first exec w from .servers.SERVERS where proctype=hdbtype;
+   .backtest.hdbh:first exec w from .servers.getservers[`proctype;inputdbtype;()!();0b;0b];
    / Used to send results of the backtest
-   .backtest.rdb:neg first exec w from .servers.SERVERS where procname=rdbname;
+   .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
  };
 
 datareplay:{[params;id]
    .dbg.replay:(params;id;.z.w);
-   params[`h]:hdb;
+   params[`h]:hdbh;
    / Return the messages to be replayed
    msgs:.datareplay.tablesToDataStream `name`version _params;
    / Publishing configuration of backtest, needs to run after datareplay to pick up dataconfig
-   rdb(`upd;`config;(id;.z.p;;;;;enlist query;`h _params). params`name`version`sts`ets);
+   rdbh(`upd;`config;(id;.z.p;;;;;enlist query;`h _params). params`name`version`sts`ets);
    / Kick off upd/timers on the instance being backtested
    {neg[.z.w](`.backtest.extractmessage;x)}each msgs
  };
diff --git a/config/settings/backtest.q b/config/settings/backtest.q
index 13e152cd6..c623b13b6 100644
--- a/config/settings/backtest.q
+++ b/config/settings/backtest.q
@@ -1,9 +1,14 @@
 \d .backtest
 
-dbproc:`backtestdb;
+/ Used for data replay
 inputdbtype:`hdb;
+/Used to capture results
+dbprocname:`backtestdb;
 outputdbtype:`backtestdb;
-pubproc:`backtestpub;
+/Used to publish data from replay to engine and results
+pubprocname:`backtestpub;
 pubproctype:`backtest;
+/ Used by engine getting backtested
+proctypes:outputdbtype,pubproctype;
 
 \d .

From 9b697b82d3d9ca983721ab1c7f010f5f27f1d2c7 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Tue, 10 Feb 2026 15:04:29 +0000
Subject: [PATCH 13/22] Adding removal of tp sub

---
 code/common/backtest.q | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/code/common/backtest.q b/code/common/backtest.q
index 6bc0f9dab..2c7d420fd 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -10,6 +10,8 @@ test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`v
 init:{[]
    system"l ",getenv[`KDBCONFIG],"/settings/backtest.q";
    .servers.registerfromdiscovery[proctypes;1b];
+   / Unsubscribe from tp (Probably a better way of doing this to get the exact upstream process)
+   .servers.removerows exec i from .servers.SERVERS where proctype like "*tickerplant";
    servers:.servers.getservers[`proctype;`backtest`backtestdb;()!();0b;0b];
    .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
    .backtest.pubh:neg first exec w from .servers.getservers[`procname;pubprocname;()!();0b;0b];
@@ -40,6 +42,7 @@ run:{[params]
    pubh(`.backtest.datareplay;params;.backtest.id); 
  };
 
+/ Cannot run .backtest.run params until params is in correct format with helpful instruction on how to fix
 validateparams:{[params]
    if[.proc.procname like "*backtest*";
       '"Backtest should be ran from the process you are backtesting not backtest instance itself";
@@ -66,4 +69,5 @@ validateparams:{[params]
    params
  };
 
+
 \d .

From 15a1594ba342b0b72a3522c2f19b95a73b0aef73 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Tue, 10 Feb 2026 16:53:06 +0000
Subject: [PATCH 14/22] Updating names of procs

---
 config/settings/backtest.q | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/config/settings/backtest.q b/config/settings/backtest.q
index c623b13b6..3a1228fe7 100644
--- a/config/settings/backtest.q
+++ b/config/settings/backtest.q
@@ -3,10 +3,10 @@
 / Used for data replay
 inputdbtype:`hdb;
 /Used to capture results
-dbprocname:`backtestdb;
+dbprocname:`backtestrdb1;
 outputdbtype:`backtestdb;
 /Used to publish data from replay to engine and results
-pubprocname:`backtestpub;
+pubprocname:`backtestpub1;
 pubproctype:`backtest;
 / Used by engine getting backtested
 proctypes:outputdbtype,pubproctype;

From 80b7a175f2b144d38a1160575aa1cf919d0ecaac Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Tue, 10 Feb 2026 16:55:39 +0000
Subject: [PATCH 15/22] Adding settings for db

---
 config/settings/backtestdb.q | 2 ++
 1 file changed, 2 insertions(+)
 create mode 100644 config/settings/backtestdb.q

diff --git a/config/settings/backtestdb.q b/config/settings/backtestdb.q
new file mode 100644
index 000000000..770089bc4
--- /dev/null
+++ b/config/settings/backtestdb.q
@@ -0,0 +1,2 @@
+config:([] backtestid:`guid$(); time:`timestamp$(); backtesttype:`symbol$(); backtestversion:`int$(); simstart:`timestamp$(); simend:`timestamp$(); dataconfig:(); componentconfig:());
+output:([] time:`timestamp$(); backtestid:`guid$(); simtime:`timestamp$(); name:`symbol$(); data:());

From e2a6bccf140685f5df3366a6a4a21b1b6aa0777f Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Wed, 11 Feb 2026 11:19:16 +0000
Subject: [PATCH 16/22] Update torq to add backtest mode

---
 torq.q | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/torq.q b/torq.q
index dfab9433d..c7455b686 100644
--- a/torq.q
+++ b/torq.q
@@ -59,7 +59,8 @@ stdoptionusage:@[value;`stdoptionusage;"Standard options:
  [-localtime]:\t\t\tuse local time instead of GMT
  [-usage]:\t\t\tprint usage info
  [-test]:\t\t\tset to run unit tests
- [-jsonlogs]:\t\t\toutput logs in json format"]
+ [-jsonlogs]:\t\t\toutput logs in json format"
+ [-backtest]:\t\t\tset to run backtest mode]
  
 // extra info - used to extend the usage info 
 extrausage:@[value;`extrausage;""]
@@ -711,3 +712,8 @@ if[(`test in key .proc.params);
 		.lg.e[`init;"environment variable KDBTESTS undefined"]
 		]
  ];
+
+// Overwrite pub/sub channels when in backtest mode
+if[`backtest in key .proc.params;
+   .backtest.init[];
+   ];

From 47b59f2ff31c94362f26379b1f441f2743804575 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Fri, 13 Feb 2026 15:06:03 +0000
Subject: [PATCH 17/22] Adding updates to tidy code

---
 code/common/backtest.q       | 10 ++--------
 code/processes/backtestdb.q  |  1 -
 code/processes/backtestpub.q |  1 -
 torq.q                       |  4 ++--
 4 files changed, 4 insertions(+), 12 deletions(-)

diff --git a/code/common/backtest.q b/code/common/backtest.q
index 2c7d420fd..cf034b3ff 100644
--- a/code/common/backtest.q
+++ b/code/common/backtest.q
@@ -4,15 +4,11 @@
 requiredparams:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
 initRan:0b;
 
-/ TO BE DELETED, TESTING ONLY
-test:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`vwappublisher;1;`trade;2026.01.22D00:00:00.00;2026.01.22D01:00:00.00;0Nn;1b;0D00:10:00.00;`.vwapsub.logvwap);
-
 init:{[]
    system"l ",getenv[`KDBCONFIG],"/settings/backtest.q";
    .servers.registerfromdiscovery[proctypes;1b];
-   / Unsubscribe from tp (Probably a better way of doing this to get the exact upstream process)
-   .servers.removerows exec i from .servers.SERVERS where proctype like "*tickerplant";
-   servers:.servers.getservers[`proctype;`backtest`backtestdb;()!();0b;0b];
+   / Close open subscriptions to tickerplant
+   .servers.removerows exec i from .servers.SERVERS where w in exec w from .sub.SUBSCRIPTIONS;
    .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
    .backtest.pubh:neg first exec w from .servers.getservers[`procname;pubprocname;()!();0b;0b];
    `.u.pub set .backtest.pub;
@@ -21,7 +17,6 @@ init:{[]
 
 / Receive full message from datareplay, extract details from msg before running msg func
 extractmessage:{[msgs]
-   .dbg.msg:msgs;
    msg:msgs`msg;
    .backtest.simtime:msgs`time;
    .backtest.name:first msg;
@@ -29,7 +24,6 @@ extractmessage:{[msgs]
  };
 
 pub:{[t;d]
-   .dbg.pub:(t;d);
    rdbh(`upd;`output;(.z.p;id;simtime;name;d));
  };
 
diff --git a/code/processes/backtestdb.q b/code/processes/backtestdb.q
index dffd43821..c85383579 100644
--- a/code/processes/backtestdb.q
+++ b/code/processes/backtestdb.q
@@ -1,4 +1,3 @@
 upd:{[t;d]
-   .dbg.upd:(t;d);
    t insert d
    };
diff --git a/code/processes/backtestpub.q b/code/processes/backtestpub.q
index a047c7722..7be5a68ae 100644
--- a/code/processes/backtestpub.q
+++ b/code/processes/backtestpub.q
@@ -10,7 +10,6 @@ init:{[]
  };
 
 datareplay:{[params;id]
-   .dbg.replay:(params;id;.z.w);
    params[`h]:hdbh;
    / Return the messages to be replayed
    msgs:.datareplay.tablesToDataStream `name`version _params;
diff --git a/torq.q b/torq.q
index c7455b686..1154faead 100644
--- a/torq.q
+++ b/torq.q
@@ -59,8 +59,8 @@ stdoptionusage:@[value;`stdoptionusage;"Standard options:
  [-localtime]:\t\t\tuse local time instead of GMT
  [-usage]:\t\t\tprint usage info
  [-test]:\t\t\tset to run unit tests
- [-jsonlogs]:\t\t\toutput logs in json format"
- [-backtest]:\t\t\tset to run backtest mode]
+ [-jsonlogs]:\t\t\toutput logs in json format
+ [-backtest]:\t\t\tset to run backtest mode"]
  
 // extra info - used to extend the usage info 
 extrausage:@[value;`extrausage;""]

From bbc80fa500263c5d0b755221263698fc90c094d2 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Mon, 16 Feb 2026 10:21:24 +0000
Subject: [PATCH 18/22] Removing backtest from main repo, updating data replay

---
 code/common/backtest.q       | 67 ------------------------------------
 code/common/datareplay.q     | 30 ++++++++++------
 code/processes/backtestdb.q  |  3 --
 code/processes/backtestpub.q | 24 -------------
 config/settings/backtest.q   | 14 --------
 config/settings/backtestdb.q |  2 --
 torq.q                       |  8 +----
 7 files changed, 20 insertions(+), 128 deletions(-)
 delete mode 100644 code/common/backtest.q
 delete mode 100644 code/processes/backtestdb.q
 delete mode 100644 code/processes/backtestpub.q
 delete mode 100644 config/settings/backtest.q
 delete mode 100644 config/settings/backtestdb.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
deleted file mode 100644
index cf034b3ff..000000000
--- a/code/common/backtest.q
+++ /dev/null
@@ -1,67 +0,0 @@
-\d .backtest
-
-/ Params to be passed to .backtest.run to kick off backtest, edit to fit usecase
-requiredparams:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
-initRan:0b;
-
-init:{[]
-   system"l ",getenv[`KDBCONFIG],"/settings/backtest.q";
-   .servers.registerfromdiscovery[proctypes;1b];
-   / Close open subscriptions to tickerplant
-   .servers.removerows exec i from .servers.SERVERS where w in exec w from .sub.SUBSCRIPTIONS;
-   .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
-   .backtest.pubh:neg first exec w from .servers.getservers[`procname;pubprocname;()!();0b;0b];
-   `.u.pub set .backtest.pub;
-   .backtest.initRan:1b;
- };
-
-/ Receive full message from datareplay, extract details from msg before running msg func
-extractmessage:{[msgs]
-   msg:msgs`msg;
-   .backtest.simtime:msgs`time;
-   .backtest.name:first msg;
-   value msg
- };
-
-pub:{[t;d]
-   rdbh(`upd;`output;(.z.p;id;simtime;name;d));
- };
-
-/ To run backtest, optional where
-run:{[params]
-   params:validateparams[params];
-   / Random guid generated to match config to output
-   .backtest.id:first -1?0Ng;
-   / Kick off backtest from backtestpub which will replay the data back through the process running backtest
-   pubh(`.backtest.datareplay;params;.backtest.id); 
- };
-
-/ Cannot run .backtest.run params until params is in correct format with helpful instruction on how to fix
-validateparams:{[params]
-   if[.proc.procname like "*backtest*";
-      '"Backtest should be ran from the process you are backtesting not backtest instance itself";
-      ];
-   if[not initRan;
-      '"Please run .backtest.init to override functions to backtest before running .backtest.run";
-      ];
-   / Check param datatypes
-   if[any wrongtyp:not {(type x y)=type .backtest.requiredparams y}[params;]each kp:key[params]except `where;
-      '"The following param key(s) is not of the correct datatype - ","," sv string kp where wrongtyp;
-      ];
-   / Check params keys complete
-   if[any missingparams:not (requiredkeys:key requiredparams) in key params;
-      '"Not all mandatory params have been used - ", "," sv string requiredkeys where missingparams;
-      ];
-   / Check params keys non null on complusary keys, (replay interval optional but timer interval must be populated when timer 1b)
-   if[count missingparams:where null checkparams:(`replayinterval,$[params`timer;();`timerinterval`timerfunc]) _params;
-      '"Not all mandatory params have been populated - ", "," sv string missingparams;
-      ];
-   / Remove optional where, when not used
-   if[`where in key params; 
-      if[not count params`where;params:`where _params]
-      ];
-   params
- };
-
-
-\d .
diff --git a/code/common/datareplay.q b/code/common/datareplay.q
index 8b736b355..a57ae070d 100644
--- a/code/common/datareplay.q
+++ b/code/common/datareplay.q
@@ -8,7 +8,6 @@ getBuckets:{[s;e;p](s+p*til(ceiling 1+e%p)-(ceiling s%p))}
 //  params[`tn] is table name
 //  params[`replayinterval] is the data time interval to bucket the messages into.
 tableDataToDataStream:{[params]
-  .dbg.params:params;
   // Sort table by time column.
   params[`t]:params[`tc] xasc delete date from params[`t];
   
@@ -42,7 +41,7 @@ tableDataToDataStream:{[params]
     // if there is no interval, cut by distinct time.
     ([]
       time:distinct t_times;
-      msg:{(`upd;x;$[1<count y;flip y;first y])}[params[`tn]] each 
+      msg:{(`upd;x;y)}[params[`tn]] each 
           (where differ t_times) cut params[`t]
     )
   ]
@@ -53,26 +52,35 @@ tableDataToDataStream:{[params]
 // params[`h] is handle to hdb process
 // params[`tn] is table name used to query hdb
 // params[`syms] is list of instruments to get
-// params[`where] is an additional where clause in functional form - Not Reuqired
+// params[`where] is an additional where clause in functional form - Not Required
 // params[`sts] is start of time window to get
 // params[`ets] is end of time window to get
 tableToDataStream:{[params]
+  // Have hdb evaluate select statement.
+  t:@[params[`h];
+      (eval;tableSelectStatement params);
+      {.lg.e[`dataloader;"Failed to evauluate query on hdb: ",x]}
+     ];
 
+  tableDataToDataStream[params,enlist[`t]!enlist t]
+ };
+
+// params[`tn] is table name used to query hdb
+// params[`syms] is list of instruments to get
+// params[`where] is an additional where clause in functional form - Not Required
+// params[`sts] is start of time window to get
+// params[`ets] is end of time window to get
+tableSelectStatement:{[params]
   // Build where clause
   wherec:(enlist (within;`date;(enlist;`date$params[`sts];`date$params[`ets]))) // date in daterange
             ,$[count params[`syms];enlist (in;`sym;enlist params[`syms]);()] //if syms is empty, omit sym in syms
             ,$[count params[`where];params[`where];()] // custom where clause (optional)
             ,enlist (within;params[`tc];(enlist;params[`sts];params[`ets])); // time within (sts;ets)
-  
-  // Have hdb evaluate select statement.
-  t:@[params[`h];
-      (eval;.backtest.query:(?;params[`tn];enlist wherec;0b;()));
-      {.lg.e[`dataloader;"Failed to evauluate query on hdb: ",x]}
-     ];
 
-  tableDataToDataStream[params,enlist[`t]!enlist t]
+  (?;params[`tn];enlist wherec;0b;())
  };
 
+
 // params[`sts] is start of time window to get
 // params[`ets] is end of time window to get
 // params[`tp] is the increment between times
@@ -94,7 +102,7 @@ getTimers:{[params]
 // prarms[`tc] is the time column of the tables specified - Defualt `time
 // params[`timerfunc] is the timer function to use in timer messages - Default `.z.ts
 tablesToDataStream:{[params]
-  defaults:`timer`h`syms`replayinterval`timerinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`timespan$0n;`time;`.z.ts;());
+  defaults:`timer`h`syms`timerinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`time;`.z.ts;());
   params:defaults,params;
 
   // check for default parameters `tabs`sts`ets
diff --git a/code/processes/backtestdb.q b/code/processes/backtestdb.q
deleted file mode 100644
index c85383579..000000000
--- a/code/processes/backtestdb.q
+++ /dev/null
@@ -1,3 +0,0 @@
-upd:{[t;d]
-   t insert d
-   };
diff --git a/code/processes/backtestpub.q b/code/processes/backtestpub.q
deleted file mode 100644
index 7be5a68ae..000000000
--- a/code/processes/backtestpub.q
+++ /dev/null
@@ -1,24 +0,0 @@
-\d .backtest
-
-init:{[]
-   .servers.CONNECTIONS:inputdbtype,outputdbtype;
-   .servers.startup[];
-   / Used to get data from source to replay as real time 
-   .backtest.hdbh:first exec w from .servers.getservers[`proctype;inputdbtype;()!();0b;0b];
-   / Used to send results of the backtest
-   .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
- };
-
-datareplay:{[params;id]
-   params[`h]:hdbh;
-   / Return the messages to be replayed
-   msgs:.datareplay.tablesToDataStream `name`version _params;
-   / Publishing configuration of backtest, needs to run after datareplay to pick up dataconfig
-   rdbh(`upd;`config;(id;.z.p;;;;;enlist query;`h _params). params`name`version`sts`ets);
-   / Kick off upd/timers on the instance being backtested
-   {neg[.z.w](`.backtest.extractmessage;x)}each msgs
- };
-
-\d .
-
-.backtest.init[];
diff --git a/config/settings/backtest.q b/config/settings/backtest.q
deleted file mode 100644
index 3a1228fe7..000000000
--- a/config/settings/backtest.q
+++ /dev/null
@@ -1,14 +0,0 @@
-\d .backtest
-
-/ Used for data replay
-inputdbtype:`hdb;
-/Used to capture results
-dbprocname:`backtestrdb1;
-outputdbtype:`backtestdb;
-/Used to publish data from replay to engine and results
-pubprocname:`backtestpub1;
-pubproctype:`backtest;
-/ Used by engine getting backtested
-proctypes:outputdbtype,pubproctype;
-
-\d .
diff --git a/config/settings/backtestdb.q b/config/settings/backtestdb.q
deleted file mode 100644
index 770089bc4..000000000
--- a/config/settings/backtestdb.q
+++ /dev/null
@@ -1,2 +0,0 @@
-config:([] backtestid:`guid$(); time:`timestamp$(); backtesttype:`symbol$(); backtestversion:`int$(); simstart:`timestamp$(); simend:`timestamp$(); dataconfig:(); componentconfig:());
-output:([] time:`timestamp$(); backtestid:`guid$(); simtime:`timestamp$(); name:`symbol$(); data:());
diff --git a/torq.q b/torq.q
index 1154faead..dfab9433d 100644
--- a/torq.q
+++ b/torq.q
@@ -59,8 +59,7 @@ stdoptionusage:@[value;`stdoptionusage;"Standard options:
  [-localtime]:\t\t\tuse local time instead of GMT
  [-usage]:\t\t\tprint usage info
  [-test]:\t\t\tset to run unit tests
- [-jsonlogs]:\t\t\toutput logs in json format
- [-backtest]:\t\t\tset to run backtest mode"]
+ [-jsonlogs]:\t\t\toutput logs in json format"]
  
 // extra info - used to extend the usage info 
 extrausage:@[value;`extrausage;""]
@@ -712,8 +711,3 @@ if[(`test in key .proc.params);
 		.lg.e[`init;"environment variable KDBTESTS undefined"]
 		]
  ];
-
-// Overwrite pub/sub channels when in backtest mode
-if[`backtest in key .proc.params;
-   .backtest.init[];
-   ];

From cc4f53482b9bc23d62de652676d8f67be668bdc2 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Mon, 16 Feb 2026 10:47:36 +0000
Subject: [PATCH 19/22] Removing -backtest from torq and moving to backtest
 common code

---
 code/common/backtest.q | 66 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 66 insertions(+)
 create mode 100644 code/common/backtest.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
new file mode 100644
index 000000000..a14c1088f
--- /dev/null
+++ b/code/common/backtest.q
@@ -0,0 +1,66 @@
+\d .backtest
+
+/ Params to be passed to .backtest.run to kick off backtest, edit to fit usecase
+requiredparams:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
+
+init:{[]
+   system"l ",getenv[`KDBCONFIG],"/settings/backtest.q";
+   .servers.registerfromdiscovery[proctypes;1b];
+   / Close open subscriptions to tickerplant
+   .servers.removerows exec i from .servers.SERVERS where w in exec w from .sub.SUBSCRIPTIONS;
+   .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
+   .backtest.pubh:neg first exec w from .servers.getservers[`procname;pubprocname;()!();0b;0b];
+   `.u.pub set .backtest.pub;
+ };
+
+/ Receive full message from datareplay, extract details from msg before running msg func
+extractmessage:{[msgs]
+   msg:msgs`msg;
+   .backtest.simtime:msgs`time;
+   .backtest.name:first msg;
+   value msg
+ };
+
+pub:{[t;d]
+   rdbh(`upd;`output;(.z.p;id;simtime;name;d));
+ };
+
+/ To run backtest, optional where
+run:{[params]
+   params:validateparams[params];
+   / Random guid generated to match config to output
+   .backtest.id:first -1?0Ng;
+   / Kick off backtest from backtestpub which will replay the data back through the process running backtest
+   pubh(`.backtest.datareplay;params;.backtest.id); 
+ };
+
+/ Cannot run .backtest.run params until params is in correct format with helpful instruction on how to fix
+validateparams:{[params]
+   if[.proc.procname like "*backtest*";
+      '"Backtest should be ran from the process you are backtesting not backtest instance itself";
+      ];
+   / Check param datatypes
+   if[any wrongtyp:not {(type x y)=type .backtest.requiredparams y}[params;]each kp:key[params]except `where;
+      '"The following param key(s) is not of the correct datatype - ","," sv string kp where wrongtyp;
+      ];
+   / Check params keys complete
+   if[any missingparams:not (requiredkeys:key requiredparams) in key params;
+      '"Not all mandatory params have been used - ", "," sv string requiredkeys where missingparams;
+      ];
+   / Check params keys non null on complusary keys, (replay interval optional but timer interval must be populated when timer 1b)
+   if[count missingparams:where null checkparams:(`replayinterval,$[params`timer;();`timerinterval`timerfunc]) _params;
+      '"Not all mandatory params have been populated - ", "," sv string missingparams;
+      ];
+   / Remove optional where, when not used
+   if[`where in key params; 
+      if[not count params`where;params:`where _params]
+      ];
+   params
+ };
+
+/ If backtest has been turned on then .backtest.init function will be called from torq.q
+if[`backtest in key .Q.opt .z.x;
+   .proc.addinitlist(`.backtest.init;`);
+   ];
+
+\d .

From 0e7ba6e6d9c40233aa1074768403f77b9c87b1a8 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Mon, 16 Feb 2026 10:49:44 +0000
Subject: [PATCH 20/22] Accidental commit

---
 code/common/backtest.q | 66 ------------------------------------------
 1 file changed, 66 deletions(-)
 delete mode 100644 code/common/backtest.q

diff --git a/code/common/backtest.q b/code/common/backtest.q
deleted file mode 100644
index a14c1088f..000000000
--- a/code/common/backtest.q
+++ /dev/null
@@ -1,66 +0,0 @@
-\d .backtest
-
-/ Params to be passed to .backtest.run to kick off backtest, edit to fit usecase
-requiredparams:`name`version`tabs`sts`ets`replayinterval`timer`timerinterval`timerfunc!(`;1;`;0Np;0Np;0Nn;0b;0Nn;`);
-
-init:{[]
-   system"l ",getenv[`KDBCONFIG],"/settings/backtest.q";
-   .servers.registerfromdiscovery[proctypes;1b];
-   / Close open subscriptions to tickerplant
-   .servers.removerows exec i from .servers.SERVERS where w in exec w from .sub.SUBSCRIPTIONS;
-   .backtest.rdbh:neg first exec w from .servers.getservers[`procname;dbprocname;()!();0b;0b];
-   .backtest.pubh:neg first exec w from .servers.getservers[`procname;pubprocname;()!();0b;0b];
-   `.u.pub set .backtest.pub;
- };
-
-/ Receive full message from datareplay, extract details from msg before running msg func
-extractmessage:{[msgs]
-   msg:msgs`msg;
-   .backtest.simtime:msgs`time;
-   .backtest.name:first msg;
-   value msg
- };
-
-pub:{[t;d]
-   rdbh(`upd;`output;(.z.p;id;simtime;name;d));
- };
-
-/ To run backtest, optional where
-run:{[params]
-   params:validateparams[params];
-   / Random guid generated to match config to output
-   .backtest.id:first -1?0Ng;
-   / Kick off backtest from backtestpub which will replay the data back through the process running backtest
-   pubh(`.backtest.datareplay;params;.backtest.id); 
- };
-
-/ Cannot run .backtest.run params until params is in correct format with helpful instruction on how to fix
-validateparams:{[params]
-   if[.proc.procname like "*backtest*";
-      '"Backtest should be ran from the process you are backtesting not backtest instance itself";
-      ];
-   / Check param datatypes
-   if[any wrongtyp:not {(type x y)=type .backtest.requiredparams y}[params;]each kp:key[params]except `where;
-      '"The following param key(s) is not of the correct datatype - ","," sv string kp where wrongtyp;
-      ];
-   / Check params keys complete
-   if[any missingparams:not (requiredkeys:key requiredparams) in key params;
-      '"Not all mandatory params have been used - ", "," sv string requiredkeys where missingparams;
-      ];
-   / Check params keys non null on complusary keys, (replay interval optional but timer interval must be populated when timer 1b)
-   if[count missingparams:where null checkparams:(`replayinterval,$[params`timer;();`timerinterval`timerfunc]) _params;
-      '"Not all mandatory params have been populated - ", "," sv string missingparams;
-      ];
-   / Remove optional where, when not used
-   if[`where in key params; 
-      if[not count params`where;params:`where _params]
-      ];
-   params
- };
-
-/ If backtest has been turned on then .backtest.init function will be called from torq.q
-if[`backtest in key .Q.opt .z.x;
-   .proc.addinitlist(`.backtest.init;`);
-   ];
-
-\d .

From 23926e82311ce0f0a2dfe109c828b1f05fc67749 Mon Sep 17 00:00:00 2001
From: Conor McLarnon <Conor.McLarnon@dataintellect.com>
Date: Tue, 17 Feb 2026 10:19:42 +0000
Subject: [PATCH 21/22] Adding replayInterval to default params

---
 code/common/datareplay.q | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/code/common/datareplay.q b/code/common/datareplay.q
index a57ae070d..04ab77fe8 100644
--- a/code/common/datareplay.q
+++ b/code/common/datareplay.q
@@ -102,7 +102,7 @@ getTimers:{[params]
 // prarms[`tc] is the time column of the tables specified - Defualt `time
 // params[`timerfunc] is the timer function to use in timer messages - Default `.z.ts
 tablesToDataStream:{[params]
-  defaults:`timer`h`syms`timerinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`time;`.z.ts;());
+  defaults:`timer`h`syms`replayinterval`timerinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`timespan$0n;`time;`.z.ts;());
   params:defaults,params;
 
   // check for default parameters `tabs`sts`ets

From 4e1f7aedb8969651dae35d777f598fbc262e7204 Mon Sep 17 00:00:00 2001
From: Eoghan O'Hara <eoghan.ohara@dataintellect.com>
Date: Wed, 4 Mar 2026 18:05:30 +0000
Subject: [PATCH 22/22] docs updates

---
 code/common/datareplay.q | 102 ++++++++++++++++-----------------------
 1 file changed, 41 insertions(+), 61 deletions(-)

diff --git a/code/common/datareplay.q b/code/common/datareplay.q
index 04ab77fe8..eba97f46c 100644
--- a/code/common/datareplay.q
+++ b/code/common/datareplay.q
@@ -1,62 +1,78 @@
 \d .datareplay
 
+// params[`tabs] is list of tables to get - Required
+// params[`sts] is start of time window to get - Required
+// params[`ets] is end of time window to get - Required
+// params[`syms] is list of instruments to get - Default all syms
+// params[`where] is an additional where clause in functional form - Not Required
+// params[`timer] is whether or not to retrieve timer - Default 0b
+// params[`h] is handle to hdb - Default 0 (self)
+// params[`replayinterval] is the interval to bucket the data messages into - Default no bucketing, messages published as per data timestamps
+// params[`timerinterval] is the interval to bucket the timer messages into - Default 10 seconds, only used if timer is true
+// prarms[`tc] is the time column of the tables specified - Default `time
+// params[`timerfunc] is the timer function to use in timer messages - Default `.z.ts
+tablesToDataStream:{[params]
+  defaults:`timer`h`syms`replayinterval`timerinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`timespan$0n;`time;`.z.ts;());
+  params:defaults,params;
+
+  // Check for default parameters `tabs`sts`ets
+  if[count missing:`tabs`sts`ets except key params;'"missing parameters: "," " sv string missing;];
+  params[`tabs]:(),params[`tabs];
+
+  ds:raze {tableToDataStream x,(enlist `tn)!enlist y}[params] each params[`tabs];
+  
+  $[params[`timer];
+    `time xasc ds,getTimers[params,enlist[`timerinterval]! enlist $[null k:params[`timerinterval];0D00:00:10.00;k]];
+    `time xasc ds]
+  };
+
 // Generate times between two input times in p intervals
-getBuckets:{[s;e;p](s+p*til(ceiling 1+e%p)-(ceiling s%p))}
+getBuckets:{[s;e;p](s+p*til(ceiling 1+e%p)-(ceiling s%p))};
 
 //  params[`t] is table data
-//  params[`tc] is time column to cut on
 //  params[`tn] is table name
-//  params[`replayinterval] is the data time interval to bucket the messages into.
 tableDataToDataStream:{[params]
   // Sort table by time column.
   params[`t]:params[`tc] xasc delete date from params[`t];
   
-  // get all times from table
+  // Get all times from table
   t_times:params[`t][params[`tc]];
 
   $[not null params[`replayinterval];
-    [ // if there is an interval, bucket messages into this interval
-      // make buckets of ten second intervals
+    [ // If there is an interval, bucket messages into this interval
+      // Make buckets of ten second intervals
       times:getBuckets[params[`sts];params[`ets];params[`replayinterval]];
        
-      // put start time in fornt of t_times
+      // Put start time in front of t_times
       t_times:params[`sts],t_times;
 
-      //Get places to cut
+      // Get places to cut
       cuts:distinct t_times bin times;
       cuts:cuts where cuts>-1;
       
-      // fill first cut
+      // Fill first cut
       if[0<>first cuts;cuts:0,cuts];
      
-      //cut table by time interval
+      // Cut table by time interval
       msgs:cuts cut params[`t];
  
-      // get times that match data
+      // Get times that match data
       time:{first x[y]}[;params[`tc]] each msgs;
 
       // Return table of times and message chunks
       -1_([]time:time;msg:{(`upd;x;y)}[params[`tn]] each msgs)
     ];
-    // if there is no interval, cut by distinct time.
+    // If there is no interval, cut by distinct time.
     ([]
       time:distinct t_times;
       msg:{(`upd;x;y)}[params[`tn]] each 
           (where differ t_times) cut params[`t]
     )
-  ]
-        
- };
-
+  ] 
+  };
 
-// params[`h] is handle to hdb process
-// params[`tn] is table name used to query hdb
-// params[`syms] is list of instruments to get
-// params[`where] is an additional where clause in functional form - Not Required
-// params[`sts] is start of time window to get
-// params[`ets] is end of time window to get
 tableToDataStream:{[params]
-  // Have hdb evaluate select statement.
+  // Evaluate select statement in HDB
   t:@[params[`h];
       (eval;tableSelectStatement params);
       {.lg.e[`dataloader;"Failed to evauluate query on hdb: ",x]}
@@ -65,11 +81,6 @@ tableToDataStream:{[params]
   tableDataToDataStream[params,enlist[`t]!enlist t]
  };
 
-// params[`tn] is table name used to query hdb
-// params[`syms] is list of instruments to get
-// params[`where] is an additional where clause in functional form - Not Required
-// params[`sts] is start of time window to get
-// params[`ets] is end of time window to get
 tableSelectStatement:{[params]
   // Build where clause
   wherec:(enlist (within;`date;(enlist;`date$params[`sts];`date$params[`ets]))) // date in daterange
@@ -80,40 +91,9 @@ tableSelectStatement:{[params]
   (?;params[`tn];enlist wherec;0b;())
  };
 
-
-// params[`sts] is start of time window to get
-// params[`ets] is end of time window to get
-// params[`tp] is the increment between times
-// params[`timerfunc] is the timer function to use
 getTimers:{[params]
- times:getBuckets[params[`sts];params[`ets];params[`timerinterval]];
- ([]time:times;msg:params[`timerfunc],'times)
- }
-
-
-// params[`tabs] is list of tables to get - Required
-// params[`sts] is start of time window to get - Required
-// params[`ets] is end of time window to get - Required
-// params[`syms] is list of instruments to get - Default all syms
-// params[`where] is an additional where clause in functional form - Not Required
-// params[`timer] is whether or not to retrieve timer - Default 0b
-// params[`h] is handle to hdb - Default 0 (self)
-// params[`timerinterval] is the time interval to bucket the timer messages into. - Not Required
-// prarms[`tc] is the time column of the tables specified - Defualt `time
-// params[`timerfunc] is the timer function to use in timer messages - Default `.z.ts
-tablesToDataStream:{[params]
-  defaults:`timer`h`syms`replayinterval`timerinterval`tc`timerfunc`where!(0b;0;`symbol$();`timespan$0n;`timespan$0n;`time;`.z.ts;());
-  params:defaults,params;
-
-  // check for default parameters `tabs`sts`ets
-  if[count missing:`tabs`sts`ets except key params;'"missing parameters: "," " sv string missing;];
-  params[`tabs]:(),params[`tabs];
-
-  ds:raze {tableToDataStream x,(enlist `tn)!enlist y}[params] each params[`tabs];
-  
-  $[params[`timer];
-    `time xasc ds,getTimers[params,enlist[`timerinterval]! enlist $[null k:params[`timerinterval];0D00:00:10.00;k]];
-    `time xasc ds]
+  times:getBuckets[params[`sts];params[`ets];params[`timerinterval]];
+  ([]time:times;msg:params[`timerfunc],'times)
   };
 
 \d .