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Refactor: Implemented Modular Vectorized Backtesting Engine (OOP)#55

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Rakeshks7 wants to merge 4 commits intoje-suis-tm:masterfrom
Rakeshks7:feat/refactor-architecture
Open

Refactor: Implemented Modular Vectorized Backtesting Engine (OOP)#55
Rakeshks7 wants to merge 4 commits intoje-suis-tm:masterfrom
Rakeshks7:feat/refactor-architecture

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@Rakeshks7
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I noticed the repository currently relies on standalone scripts with duplicated backtesting logic. To improve maintainability and scalability, I have introduced a unified VectorizedBacktester base class.

Key Changes:

  • OOP Architecture: Created a base parent class VectorizedBacktester in core/ to handle PnL, transaction costs, and plotting.
  • Performance: Switched from iterative loops to vectorized Pandas operations for faster execution.
  • Standardization: Added a get_performance_metrics() method to standardize Sharpe/Drawdown reporting across all future strategies.
  • Proof of Concept: Ported the MACD strategy to this new framework as a demonstration.

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