Question: Generate python code to create a system that tests trading strategies on financial market data, specifically for two - year Treasury futures ( ZT )
Generate python code to create a system that tests trading strategies on financial market data, specifically for twoyear Treasury futures ZT You'll need to design a framework that:
Stores market data.
Stores trading orders
Tracks financial positions.
Create a trading strategy abstract class
Create a meanreverting strategy
Build a backtesting engine
You will then use this system to test whether the trading strategy you choose can make a profit using historical data for a specific date.
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