Working Backtest Framework
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- Dominant language
- Java
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- 2
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Description
Function that can go back through time and, given criteria:
1) Generate a limit order to ENTER a position overnight
2) Generate the limit order to CLOSE the position
3) Generate the market order to CLOSE the position if not closed after _x_ days
4) Assume allocation amounts (maybe keep a constant for now, informed by Phoebe)
5) Tracks all this (cash out, cash in, etc)
6) Basic plotting (e.g., cash over time)
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