Designing and implementing a backtesting system

Now that we have an idea of designing a video game for creating a backtesting trading system, we can begin our object-oriented approach by first defining the required classes for the various components in our trading system.

We are interested in implementing a simple backtesting system to test a mean-reverting strategy. Using the daily historical prices from Google Finance, we will take the closing price of each day to compute the volatility of price returns for a particular stock, using the ticker symbol AAPL as an example. We want to test a theory that if the standard deviation of returns for an elapsed number of days is far from the mean of zero by a particular threshold, a buy or sell signal is generated. When such a signal is indeed generated, a market order is sent to the exchange to be executed at the opening price of the next trading day.

As soon as we open a position, we would like to track our unrealized and realized profits till date...