Backtesting Framework
Description
Budget: $3000 - $5000
I need a Backtesting framework to be implemented in python per forllowing requirements.
- I have a data mart in AWS that has all the needed data for to execute the business logic of my Strategies.
- Same Datalake also includes the table constructs needed to store backtest output.
- I will also provide the business logic in pseudo kind of code.
- Need someone with experience in Duck DB to load all the data in-memory, execute backtest and load the backtest input and output dataset in iceberg tables.
- Some one with Montecarlo experience would be preferable, since various combinations of inputs need to be generated for multiple iterations of Backtest.
Project has to be delivered in the following milestones:
Python skeleton code for loading data from the mart into Duck DB, Creation of necessary objects in DuckDB and skeleton code that will read the input parameter seeds from data loaded in Duck DB, execute Monte Carlo to create variations from the seeds, execute business logic for each variation ( that will require I/O to Duck DB), finally write output to S3.
Implementation of Business Logic, Sample Execution of Business Logic, Montecarlo and estimation of required Memory, CPU to execute full back test.
Final implementation of Backtest.
Need to be implemented in 7 days This is critical.
Skills
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