gavindiaz/FX-ML-Trading-Engine
1
0
Fork 0
mirror of https://github.com/xavierchuan/FX-ML-Trading-Engine.git synced 2026-08-18 11:28:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add files via upload

Browse Source
This commit is contained in:
xiaochuan
2025-11-14 22:56:44 +00:00
committed by GitHub
parent cf1944a688
commit ef6e1e278d
96 changed files with 3300 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
QuantTrader/results/execution/tca_summary.json
+14
View File
@@ -0,0 +1,14 @@
{
"paper_path": "/Users/chuan/Documents/Projects/FX_Backtest/QuantTrader/results/execution/paper/fills.csv",
"live_path": "/Users/chuan/Documents/Projects/FX_Backtest/QuantTrader/results/execution/live/fills.csv",
"paper_trade_count": 2,
"paper_total_pnl": 30.0,
"paper_avg_pnl": 15.0,
"paper_avg_latency_ms": 19.0,
"live_trade_count": 2,
"live_total_pnl": 27.3,
"live_avg_pnl": 13.65,
"live_avg_latency_ms": 29.0,
"pnl_diff_mean": -1.3499999999999996,
"pnl_diff_std": 3.8499999999999996
}