There should be two most important upgrades in qteasy core:
Re-defined Strategy Class , to allow users to define historical data types more freely:
Historical data is not defined in categories like: hist_data, ref_data, and trade_data any more, instead, all historical data are defined in the same structure
Now historical data can be defined in different frequency and different window length respectively
All historical data are referred in strategy realization in a more intuitive way
Special types of historical data are supported such as date time and all those are defined as trade_data
New types of historical data can be added and defined
Re-defined Broker Class:
To allow broker class to support future linkage to real stock traders
to allow broker class to be extendable to trading for futures
to create a local broker that is used for backtest and optimization (BacktestTrader)
to create a few local brokers that can be used for live trading (SimulateTrader and SimpleTrader)
There should be two most important upgrades in qteasy core:
hist_data,ref_data, andtrade_dataany more, instead, all historical data are defined in the same structuretrade_data