Flexible Back-testing Engine
- PnL Calculation
- Signal generation from user-designed strategy
- Parameter Optimization
- Performance evaluation (n-fold cross validation)
Users can configure slippage fee rate, exchange, trading fee rates.
So far, only backtesting using market order is available. Other types of orders will be added in the future.
Stratigies in Strategy.py are the examples.
Further instructions on how to use this package will be updated in the future.