/Backtesting-Environment

Collects data from multiple exchanges through REST API and stores it using HDF5 format. OOP structure for running strategies

Primary LanguagePython

Backtesting Environment

  • Collects data from multiple exchanges through their REST API and stores it using HDF5 format.
  • Used to backtest various types of strategies that could be used to test quant strategies, with an easy way to implement new ideas.
  • Ability to optimise the backtest results with a genetic algorithm.