Expand description
Simulation engine for backtesting strategies.
Modulesยง
- engine
- Simulation engine implementation.
- event
- Event definitions.
- monte_
carlo - Monte Carlo simulation logic.
- position_
simulator - Position simulation logic.
- position_
tracker - Position tracking logic.
- price_
path - Price path generation.
- state
- Simulation state management.
- strategies
- Rebalancing strategies.
- strategy_
simulator - Strategy simulation logic.
- volume
- Volume modeling.