Why Building a Testable Trading Bot Is Harder Than Building One That Works

A software developer writing for DEV Community outlines why a simple trading bot prototype is easy to build but difficult to make reliable and testable. The key architectural lesson is to separate the strategy, risk engine, and execution engine into distinct components so each can be tested independently without triggering live orders. The article also warns against backtesting pitfalls, such as assuming signal prices equal fill prices and optimizing and evaluating on the same dataset, recommending chronological train-validation-test splits for time-series data. The developer stresses that win rate alone is a poor performance metric, advocating instead for net PnL after fees and slippage, maximum drawdown, and profit factor. Additional recommendations include explicit handling of data-connection states, deterministic strategy logic for reproducibility, and structured event logging to enable historical replay and debugging.