- OHLCV Data: OHLCV class to run backtest on
- Trade History: Trade history class that supports visualization and metrics to be run on it
- Requires a class that implements Trader "interface" i.e. defines 2 methods: entry and monitorand OHLCV object
- (To be updated) For now, something like this:
- Takes in Trade History object
- Trades Won Ratio, Sharpe Ratio, Sortino Ratio, Max Drawdown, Max Drawdown Duration, etc.