In this section, we will describe how to create a trading system from scratch. We will use Python to code this trading system but the approach is general enough to be transferred to other languages. We will talk about the design and the best software engineering practice. The system we will create will have the bare minimum components to trade and you may want to extend it after this first initial implementation.
Python is an object-oriented language. We will encapsulate the main functionalities of the trading system into Python objects. We will have these components communicate through channels. We will simplify the functional components by limiting this first implementation to five main components. We will code these five components into five different files. We will associate unit tests to all these components:
- 1-py: We will reproduce...