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 two-year Treasury futures (ZT). You'll need to design a framework that:
1. Stores market data.
2. Stores trading orders
3. Tracks financial positions.
4. Create a trading strategy (abstract class)
5. Create a mean-reverting strategy
6. 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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