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Quantitative Finance · Glossaire

Qu'est-ce que « Data-access layer » ?

Definition 11.3 Research, Data and Risk Platforms · Chapitre 11 — Backtest-Engine Architecture

A data-access layer is the component through which every backtest reads its data: it resolves a dataset name to stored data and returns, with the data, an identity of their content (a hash) that the run records.

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