This event driven backtester is based on guide on QuantStart.

Code provided in QuantStart's guide does not run directly and modifications were done by me in order to execute it.

loop.py is the main Python program from which backtester is initialized.

data.py manages reading testing data from CSV files and providing it to other components.

event.py Contains 4 types of events, namely MARKET, SIGNAL, ORDER, FILL events. They use event queue in order to communicate with other components.

execution.py converts all OrderEvents to FillEvents with no latency or slippage.

performance.py implements matrics like sharpe ratio and drawdowns.

plotPerformance.py plots charts like equity curve, backtesting results.

portfolio.py that keeps track of the positions within a portfolio.

strategy.py generates a signal event from custom strategy to place the orders.

This project is for educational purposes only.