vFawkes/Trade-Bot ? reverse-engineered prompt

Build me an algorithmic trading platform in Python that can backtest strategies on historical market data and then run the exact same strategy live without changing the code.

I want it to feel fast and reliable, with an event driven engine, support for multiple strategies and multiple venues at once, and the ability to handle common order types and basic trading rules like stops, limits, time in force, and linked orders. It should work well for both research and production, and I’d like it to be set up so I can plug in different broker or exchange connections through adapters.

Please include a clean example or two so I can see how to define a strategy, load data, run a backtest, and then switch that strategy into live mode. If you need to, look up current docs online and follow the project’s existing style.