Millennium Data Quality Project Setup and Usage

Installation

1. Clone the repository:

   git clone https://github.com/jerrychen04/millennium-data-quality.git
   cd millennium-data-quality

2. Create a virtual environment:

   python -m venv venv

3. Activate the virtual environment:

   • On Windows:

     venv\Scripts\activate

   • On macOS/Linux:

     source venv/bin/activate

4. Install the dependencies:

   pip install -r requirements.txt

Running the Main Script

To run the main script, execute the following command:

python backtester/main.py

Running Tests

To run the unit tests, use the following command:

python -m unittest discover -s unit_tests

To Create A Strategy

Go to order_generator.py and create a new instance of OrderGenerator. See example code in main.py to run strategy. Write corresponding unit tests