This library provides an easy way to backtest trading strategies and run them live with ccxt. The purpose of this library is to provide a framework and an backtest exchange with the same interface ...
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[1] Bailey, David H. and Borwein, Jonathan M. and Lopez de Prado, Marcos and Zhu, Qiji Jim, The Probability of Backtest Overfitting (February 27, 2015). Journal of ...