danielkrizian / strategery

Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow
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`simulation.mode` introduction #37

Closed danielkrizian closed 10 years ago

danielkrizian commented 10 years ago

predict from rule structure if this is path-dependent rule or not and if pd==TRUE determine when to switch between vectorized and event-driven simulation.mode

(cc @mbaddar1)