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danielkrizian / strategery

Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow
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Object model #38

Closed danielkrizian closed 10 years ago

danielkrizian commented 10 years ago

Refactor object model based on this diagram:

https://drive.google.com/file/d/0ByqnOlY7vMfyTnBLcjVVUXFESE0/edit?usp=sharing

image

Deliverable: Backtest() working in vector mode

Branch: https://github.com/danielkrizian/strategery/tree/state-machine