Architecture Thread

[maxholloway]

Architecture Thread

Summary

This is a compilation of thoughts on project architecture design. What are different ways that we can structure this? What would make future development the easiest? What would make the API the clearest?

[maxholloway]

What if we pursued a structure that looked something like this?

module Backtest

module Types

module InternalTypes
# encoding all non-API types
end # module

# encoding for all API types 
end # module

module Internals
# code for all non-API functions
end # module

# code for all API functions

end # module

The major benefit is that it can very clearly separate the interface from the implementation, addressing #3 .

[maxholloway]

It may be a good idea to get rid of StrategyOptions and instead move those arguments to run. I don't see a point in having the StrategyOptions layer of abstraction, since we can just perform behavior from within run that processes the StrategyOptions args.