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This backtesting suite is based on a guide written by Quantstart's Michael Halls-Moore on how to write an event-driven backtester. Improvements to the code in the guide made by Douglas Denhartog has ...

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Walk-Forward-TPE/ ├── backtesting/ │ ├── __init__.py │ ├── backtest_engine.py │ ├── backtest_metrics.py │ └── multi_symbol ...