Ultimate Algorithmic Trading System

the five different files. A total of five different objects would be spawned to handle
all of the data. The best way to keep these classe objects together would be to put
them in a list.Ibetyouknewalist can contain primitive data types like numbers,
strings, letters, and Booleans. But, I bet you didn’t know a list can contain complex
data structures like our marketDataClass. Jump over the Python Shell and type
the following:
>>> a = list()
>>> a = ["apple","banana","strawberry"]
>>> a
When you hit enter after the last line, the Shell will display:
[‘apple’, ‘banana’, ‘strawberry’]
No surprise here, it basically repeated what we put into the list. Now type this:
>>>b = list()
>>> b = ["pineapple","coconut","mango"]
c = list()
>>> c.append(a)
>>> c.append(b)
>>> c
and hit return. The Shell shows:
[[‘apple’, ‘banana’, ‘strawberry’], [‘pineapple’, ‘coconut’, ‘mango’]]
You have a list that contains two other lists. Notice the grouping? [‘apple’,
‘banana’, ‘strawberry’] is the a list and [‘pineapple’, ‘coconut’, ‘mango’] is the
b list.
This line of code, dataClassList.append(newDataClass) inserts the individual
marketDataClasse object in the dataClassList list. This list will be accessible
to the rest of the program later on.
Getting back to:
dataClassList = getData()
numMarkets = len(dataClassList)
portfolio = portfolioClass()
The first simple line of code does quite a bit. The next line starting with numMarkets
gets the length of the list that contains all the marketDataClass objects. In other
words, it returns the number of marketDataClass objects, which is the number
of markets selected by the user. The next line of code instantiates a portfolioClass
objectd labeled portfolio. The portfolioClass is quite large, so I won’t regurgitate
it here. I will in the appendices. There are some very important and cool things
going on in this class, so I want to highlight those very quickly. But before we
do, that there are two important class structures that are a prerequisite to the
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USING PYTHON TO BACKTEST YOUR ALGORITHM
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