Backtest

A simple backtesting framework

Strategy:

1. Martingale
2. Grid trading (equal ratio price gap, equal difference gap)
3. Arbitrage (交割合约 与 永续合约，现货 与 永续合约)
4. CTAstrategy (MACD, RSI ...)
5. Rebalance strategy (平衡仓位策略)

Advanced startegy

1. runs test
2. resolve order strategy

Bastesting framework

1. broker (detemine whether to include trading fee)
2. strategy.
3. backtestor

Data source

1. Tushare
2. Binance,Okx

Database

Sqlite