I need to have a python back testing program to back test stock profit and loss. The back tester needs to use two files. On a certain day, say 20210721.
One file from settled_data and the other one from auction_data:
settled_data/20210721/[login to view URL] (data_l1 in python notebook)
auction_data/20210721/[login to view URL] (data_l2 in python notebook)
I already have some code to pre process the data. You will need to help me to improve the data preprocessor and then add logics into backtester to plot the profit and loss across a time range.
Please see the details in attachment.
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