Vectorised Backtesting Engine
- Year
- 2026
- Role
- Solo
PythonpandasnumpyyfinanceGitHub Actions
What it is
A vectorised Python backtesting engine with a strategy registry, a slippage/commission model, and a walk-forward train/test split.
Engineering
- —Benchmarks SMA Crossover and RSI Mean Reversion against the FYP IFVG+CISD strategy on a common, reproducible harness.
- —Modular strategy modules with test coverage; GitHub Actions auto-updates results on every push.