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Backtesting #11

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andykov opened this issue Mar 2, 2021 · 1 comment
Open

Backtesting #11

andykov opened this issue Mar 2, 2021 · 1 comment

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@andykov
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andykov commented Mar 2, 2021

Hello. Cool project. How can I backtest?

@hp4k1h5
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hp4k1h5 commented Mar 13, 2021

thanks!

i had an experimental pcap reader which you can find in src/backtest/pcap.js. i removed its npm dependency because node-gyp was breaking things and i didnt have time to fix. so if you want to try to use it you'll have to have pcap npm installed.

i've only ever tried to use iex historical pcap data found here https://iextrading.com/trading/market-data/#hist-download.

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