Event_driven_framework_for_backtesting

It is suitable for beginners. Please run the AAPL.py The code is fully inspired by following 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

Output_image

After runing, a summarization file will be generated as Execution_summary.csv

date_time, symbol, direction, quantity, order_price, return_profit, return_profit_pct

2016-11-23, AAPL, LONG, 943, [106.00240326], ,

2019-03-07, AAPL, EXIT, 943, [170.27131653], 60605.58521270752, 0.6062967564220592

2019-06-10, AAPL, LONG, 841, [190.82392883], ,