ATouhou / trading_sim

πŸ“ˆπŸ“† Backtest trading strategies concurrently using historical chart data from various financial exchanges.

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trading_sim

This TCP socket framwork can backtest trading strategies concurrently. The system uses a load balancer to instantiate multiple strategies with a server. The server exposes a uniform wrapper to various financial exchanges and audits the performance of each trading strategy; thus, allowing the client to efficiently test and analyze multiple trading strategies

Usage

Ensure you have sqlite3 installed. Then, run:

git clone https://github.com/kyhorne/trading_sim.git
cd trading_sim
pip3 install -r requirements.txt
cd trading_sim
python3 run.py -p

Then, in a new terminal window, run:

python3 run.py -d

About

πŸ“ˆπŸ“† Backtest trading strategies concurrently using historical chart data from various financial exchanges.

License:MIT License


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Language:Python 100.0%