25 lines
576 B
Python
25 lines
576 B
Python
"""Book-only granular backtester package.
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This package provides an event-driven backtesting engine operating solely on
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order book snapshots streamed from an aggregated SQLite database. It is scoped
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to long-only strategies for the initial implementation.
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Modules are intentionally small and composable. The CLI entrypoint is
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`book_backtest.cli` with subcommands for initializing the aggregated database,
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ingesting source OKX book databases, and running a backtest.
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"""
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__all__ = [
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"cli",
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"db",
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"events",
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"engine",
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"strategy",
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"orders",
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"fees",
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"metrics",
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"io",
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]
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