Sunday, February 2, 2014

Trading System V1 Thoughts

Using the data model from the revised backtesting system as a starting point, I've started planning the data model and Java component interaction / logical architecture.  The first draft of the ERM diagram is below:

Trading System V1 - ERM Diagram

The security_option table is a placeholder for a parent table called security.  The SecurityOption will be a subclass of the Security abstract class in code.