Event-Driven Backtester / Live Trader

Reference

inspired by quantstart (www.quantstart.com) series articles:

• Event-Driven Backtesting with Python - Part I
• Event-Driven Backtesting with Python - Part II
• Event-Driven Backtesting with Python - Part III
• Event-Driven Backtesting with Python - Part IV
• Event-Driven Backtesting with Python - Part V
• Event-Driven Backtesting with Python - Part VI
• Event-Driven Backtesting with Python - Part VII
• Event-Driven Backtesting with Python - Part VIII

Mind Map

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Dirs

$ python qsMainEngine.py

event-driven-demo/

Demo of quantstart series articles.

cd event-driven-demo
python main.py

bitmex/

cd bitmex
python main.py       # test bitmexDataHandler with main.py
python test-OMS.py   # test OMS: bitmex Target-Position-Based OMS, with random signaller

bitmex-HistoryData/

cd bitmex-HistoryData/
python bitmexHistoryData.py  # unit test

Sina/

cd Sina/
python SinaLiveDataHandler.py  # unit test