To design strategies prior going live, I needed a debugging tool and the ability to maintain multiple files.
I'm designing everything under Linux, in Zipline (again, thanks quantopian for this).
Thus, I've elected to follow a specific structure for each strategy design that allows me to automatically export a Zipline strategy involving multiple files, into a Quantopian single-file strategy.
The structure I proposed and accompanying bash script to automatically generate Q from Z is on github:
In that github repo, I have elected to add an example paired strategy (that I've previously shared to understand the difference betwen Q and Z). The exported Zipline code is provided as backtest hereafter.
Updated on Post April 12th .... new ATS architecture.