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P18: Paper Forward Test & Ledger

The ICICI Breeze integration supports a "Paper Forward Test" mode (p18) which allows running strategies with real market data but executing orders simulating fills against a paper ledger.

Architecture

Flag: icicibreeze_paper_forward_test: true in config.json.
Logic: BreezeCCXT intercepts create_order and simulates fills.
- Uses real ticker data (fetch_ticker).
- Applies configurable slippage and fees.
- Generates deterministic order IDs (paper-xxx).
Persistence: Trades and daily summaries are written to user_data/generated/paper_ledger/.
- paper_trades.csv: Append-only log of all trades.
- paper_daily_summary.csv: Daily aggregate stats (trades, notional, fees).
Ownership: BreezeCCXT owns the PaperLedger instance.

Configuration

Add the following to your config (e.g., user_data/config_icicibreeze.json):

{
  "icicibreeze_paper_forward_test": true,
  "paper_slippage_bps": 5,
  "paper_fee_bps": 10
}

Running Paper Mode

Run Freqtrade as usual (dry-run or live command, but ensure dry-run logic is used if you want safety, though the adapter forces paper execution even in live mode if the flag is set).

Recommended: Use dry_run: true in config as well to avoid Freqtrade internal database conflicts, although the adapter handles the API level.

freqtrade trade --config user_data/config_icicibreeze.json --strategy MyStrategy

Reporting

Use the provided script to view recent activity:

bash scripts/paper_ledger_report.sh

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