The Simulation Framework
The simulation framework consists of a set of packages that include an off-line financial data reader, an analyzer for financial data series, a generator of financial data series, one D-RRL trader and a simulation center. A generic idea of the framework is shown in the next figure.
The packages marked in red (all traders other than the D-RRL trader and the on-line reader) are not part of this thesis but it would be interesting to develop and apply them in the near future.