Stocks.Data.TradingSimulator

A .NET Standard 2.1 library for simulating stock trading strategies using historical market data.

Features

• Abstract base class (TradingSimulatorBase) for implementing custom trading simulators.
• Simulation of trading strategies over configurable date ranges and stock universes.
• Integration with repositories for historical stock quotes.
• Progress reporting and logging support.
• Extensible design for custom signal generation and trading logic.

Getting Started

Prerequisites

• .NET Standard 2.1 compatible environment (e.g., .NET Core 3.0+, .NET 5+, or .NET Framework 4.8+ with support).
• C# 8.0 or later.

Usage

1. Implement a Simulator: Derive from TradingSimulatorBase and implement the GetTopN method to define your stock selection logic.

2. Run a Simulation: Use your simulator to run simulations with historical data and configuration.

Key Classes

• TradingSimulatorBase: Abstract base for trading simulators.
• SimulationResult: Holds simulation results and statistics.
• TradingSimulationConfig: Configuration for simulation runs.
• StockQuote, StockTransaction: Data models for quotes and transactions.

Extending

• Implement custom trading strategies by overriding GetTopN.
• Use dependency injection for logging, data access, and configuration.