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Working Backtest Framework #6

@JakeVestal

Description

@JakeVestal

Function that can go back through time and, given criteria:

  1. Generate a limit order to ENTER a position overnight
  2. Generate the limit order to CLOSE the position
  3. Generate the market order to CLOSE the position if not closed after x days
  4. Assume allocation amounts (maybe keep a constant for now, informed by Phoebe)
  5. Tracks all this (cash out, cash in, etc)
  6. Basic plotting (e.g., cash over time)

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