I would see haskell very much as the plumbing side of things. The tools available for handling and reasoning about streams are streets ahead of anything I've se

I would see haskell very much as the plumbing side of things. The tools available for handling and reasoning about streams are streets ahead of anything I've seen elsewhere. With zeromq and protocol buffers (that's what we use in our stack) you could very nicely separate the plumbing of the data from its consumption. I'd love to see something like this as well! How would you handle the position sizing part of the algo if you're testing all days in parallel? Wouldn't the trade size depend on the all of the previous day's PNL?