I've been working on testing out some ideas that involve analyzing a great deal of data across multiple assets. The amount of data to be analyzed in combination with the nature of the systems I wanted to build made my project unfeasible for typical retail trading platforms. As a result, I built my own platform and framework for building/testing trading systems. At the moment, it can process 10 years of intraday data for several hundred stocks within a few seconds. As great as this is working, I am trying evaluate scenarios in which such a platform might fail. Do any of you guys have experience with undertaking such a project? Some of my questions are: - What are some areas of a custom platform that you find to be particularly error prone? - What are some things to be extra weary of while building the layer to interact with brokers? - What are some good frameworks, if any, that one can use to analyze trading system performance based on a log of trades? I'm language agnostic when it comes to this since I am more interested in evaluating the programmatic logic then using the code itself. - What stability and maintenance issues have you run into while undertaking such a project?