Look-ahead bias is the default state of careless backtest code, not an exotic edge case, and it survives review because it reads as ordinary pandas. Here is the corrupt-the-future causality test I now gate on: poison every price after a date, then assert nothing computed before it moves. If the past shifts when you poison the future, the strategy is reading ahead.
A series mining the PhD thesis London and UK Office Buildings (Azhari, 2025). Key takeaway. The UK mainstream office benchmarks ECG-19 and CIBSE TM46 rest on a 1992 study, and the Greater London data shows actual offices nowhere near those values, so a refresh is overdue.
The most dangerous code in a trading repo is the throwaway research notebook. One structural rule, dependencies that flow in a single direction, keeps it out of production and turns invisible coupling into a number you can grep.
A series mining the PhD thesis “London and UK Office Buildings: Investigating Energy Use and Landlord-Tenant Influences” (Azhari, 2025). Key takeaway. Australia NABERS rates buildings on what they actually use and makes ratings mandatory for office disclosure. The UK is part-way there with NABERS-UK and the DEC, but missing the policy backbone.
Choosing a quant trading framework is not a feature comparison between NautilusTrader, backtrader and a DIY loop. It comes down to one property, and a rubric you can apply to any engine: does your backtest run the same code as live?
A series mining the PhD thesis on London and UK office buildings (Azhari, 2025). Leading UK commercial landlords reported portfolio energy reductions of 38 to 73 per cent over a decade, well above the sector average, and the repeatable moves behind it are few and mundane.
Using a floating-point number for money is a classic bug, but in a trading system it does not just round a penny wrong: it silently mis-sizes a live position. Here is why, and why a Money type is not the fix you think it is.