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kieran-mackle
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AutoTrader
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
https://kieran-mackle.github.io/AutoTrader/
GNU General Public License v3.0
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Backtest speedup
#35
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kieran-mackle
closed
2 years ago
kieran-mackle
commented
2 years ago
Major speed up in backtesting, achieved through:
organising trades and orders by status to speed up iteration over relevant dictionaries
option not to post-process holding history
Major speed up in backtesting, achieved through: