It's been a while since we've considered the event-driven backtester, which we began discussing in this article. In Part VI I described how to code… ( Read More )
Event-Driven Backtesting with Python - Part VII
In the last article on the Event-Driven Backtester series we considered a basic ExecutionHandler hierarchy. In this article we are going to discuss how to… ( Read More )
Event-Driven Backtesting with Python - Part VI
This article continues the discussion of event-driven backtesters in Python. In the previous article we considered a portfolio class hierarchy that handled current positions, generated… ( Read More )