[backtests]: Optimize SimulatedExecutionEngine and enhance ExecutionE…#314
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VinayakTiwari1103 wants to merge 1 commit intogoldmansachs:masterfrom
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[backtests]: Optimize SimulatedExecutionEngine and enhance ExecutionE…#314VinayakTiwari1103 wants to merge 1 commit intogoldmansachs:masterfrom
VinayakTiwari1103 wants to merge 1 commit intogoldmansachs:masterfrom
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…ngine structure Enhanced ExecutionEngine with ABC refactor, optimized order sorting, added docstrings/type hints, exception handling, and PEP8 cleanups for better performance and clarity.
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Hi @rtsscy I have created the PR |
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…ngine structure
ExecutionEngine Module Enhancements
This PR enhances the
ExecutionEnginemodule by:ExecutionEngineas an abstract base class (ABC).submit_orderwithbisect.insortfor efficient order sorting.pingmethod.These updates improve performance, robustness, and code clarity.