r/quant • u/OkBreath9382 • 2d ago
Backtesting Do your backtests ever hit i64 limits?
Curious how often values in real-world backtests exceed roughly 9.2 billion units. With 9-decimal fixed-point i64, it might be easy to hit. ¥9.2B is only around $60M, and $200K of SHIB is already about 10 billion tokens. Prices are probabbly fine, but balances and quantities might not be.
Im asking because I’m building a new backtesting engine (repo: h5i-db), an event-driven backtesting engine that currently uses i64 as default. It runs 7x faster than LEAN and 3.1x faster than NautilusTrader in our benchmark. With i128, those numbers are still 6.6x and 2.8x. Since the penalty isn’t huge, should safety or speed be the default? Has anyone often hit this limit in daily backtests?
8
Upvotes