- This version is extended from the original backtrader mementum/backtrader.
- This strategies engine or so-called back-testing engine is mainly provided for our Quant Traders. This engine communities with our low-latency intelligent order router, which is responsible for taking care of all streaming ticks from APIs.
- We will add some core features which are listed below.
- Easy use ADF test, Hurst Exponent, and Variance Ratio test for mean reversion strategies.
- Easy use Co-integrated ADF test and Johansen test to find the co-integration.
- Easy use above statistics test to find intraday momentum strategies.
- Portfolio Management:
- Easy use Kelly formula to find optimal leverage for risk management.
原有特色可以參照原版
- Python =
3.9
X.Y.Z.I
- X: Major version number. Should stay stable unless something big is changed
like an overhaul to use
numpy - Y: Minor version number. To be changed upon adding a complete new feature or (god forbids) an incompatible API change.
- Z: Revision version number. To be changed for documentation updates, small changes, small bug fixes
- I: Number of Indicators already built into the platform