Chapter 13: A Final Illusion: Backtesting

13.1 The Preparation

13.2 The Steps

13.3 The Implementation

13.3.1 Programming Challenge

This chapter is an illusion, a vision of what could exist. Right now it exists only in the realm of imagination. Here is the situation that inspires this vision.

Many macros get updated from time to time. How do we know the new and old versions do substantially the same thing? Either formally or informally, we design a few tests, run them, and compare the results. What would happen a year later if someone suspected that the old version had not worked properly in all cases? It may be impossible to test. There may have been three or four updates in that period of time, and it may be impossible to recover the original ...

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