Version 2 update to the code in the Ultimate Algorithmic Trading System Toolbox. Two major upgrades occur in this version update: 1) initCapital and 2) open .por files for batch processing. These are the core modules that will back test on stock or commodity continuous contracts. These modules will create: -Summary -Composite -MonteCarlo -Trades -StrtTrdDD reports.
schkr/PythonSystemBackTester
Version 2 update to the code in the Ultimate Algorithmic Trading System Toolbox
PythonGPL-3.0