Production Readiness

A validated backtest is not a production system. The gap between "model works" and "strategy can run unattended with real money" requires infrastructure that most teams skip until the first incident.

The Problem

A team deploys a model that passed validation. On day three, the data vendor has an outage. The model receives stale prices, generates signals, and the execution system submits orders on bad data. There is no kill switch, no staleness check, no alert. By the time someone notices, the strategy has lost two months of expected returns in a single session. Every production failure traces back to missing infrastructure, not bad models.

The Pattern

WRONG

# Model works in backtest - deploy directly
import pickle
from broker_api import submit_orders