Merge requests · ie421_high_frequency_trading_fall_2022 / ie421_hft_fall_2022_group_02 / backtester

[report] Added Nairen's postmortem.

!61 · created Dec 10, 2022 by nairenf2
- Merged
- Approved
updated Dec 10, 2022
BL-viz-01 Add PNL line.

!60 · created Dec 10, 2022 by bohan3
- Merged
updated Dec 10, 2022
[report] Started writing report.

!59 · created Dec 09, 2022 by nairenf2
- Merged
- Approved
updated Dec 09, 2022
[test] Fixed some test cases.

!58 · created Dec 08, 2022 by nairenf2
- Merged
- Approved
updated Dec 08, 2022
[strat] Added SimpleStrategy

!57 · created Dec 08, 2022 by nairenf2 Strategy
- Merged
- Approved
updated Dec 08, 2022
Add EOD limit.

!56 · created Dec 04, 2022 by bohan3
- Merged
updated Dec 04, 2022
Fix.

!55 · created Dec 04, 2022 by bohan3
- Merged
updated Dec 04, 2022
BL-fix Fix tests due to change.

!54 · created Dec 04, 2022 by bohan3
- Merged
updated Dec 04, 2022
sql_error_testing

!53 · created Dec 03, 2022 by potthi2
updated Dec 03, 2022
[ob][exchange] Plenty of bug fixes.

!52 · created Nov 30, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Nov 30, 2022
move strategy folder

!51 · created Nov 29, 2022 by potthi2
- Merged
updated Nov 29, 2022
final

!50 · created Nov 29, 2022 by potthi2
- Merged
- Approved
updated Nov 29, 2022
working strategy

!49 · created Nov 27, 2022 by potthi2
- Approved
updated Nov 27, 2022
BL-out-01 Add SQLDump and candle sticks.

!48 · created Nov 26, 2022 by bohan3
- Merged
updated Nov 26, 2022
Changed CsvLoader to output to strategy queue.

!47 · created Nov 22, 2022 by nairenf2 Order Matching Engine
- Merged
- Approved
updated Nov 22, 2022
[viz-017] Added aggressor ID.

!46 · created Nov 14, 2022 by nairenf2 Visualization
- Merged
- Approved
updated Nov 14, 2022
BL-fix Add trunc flag.

!45 · created Nov 12, 2022 by bohan3
- Merged
updated Nov 12, 2022
Filename fix.

!44 · created Nov 12, 2022 by nairenf2
- Merged
- Approved
updated Nov 12, 2022
add interface

!43 · created Nov 11, 2022 by potthi2
- Merged
updated Nov 11, 2022
[viz-017] Recording trade events

!42 · created Nov 10, 2022 by nairenf2 Visualization
- Merged
- Approved
updated Nov 10, 2022