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calumrussell / rotala

Backtesting engine written in Rust

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Rotala - Implement non-Diana exchange/non-candle source

calumrussell opened this issue · comments

commented

This is two parts because if we implement a source with a LOB then Diana isn't going to work. The data source here isn't really the complicated bit either so it would make sense to add the LOB exchange and then add a datasource to run backtests against.