Added the ability for the backtester to use unrealised PnL from the Position objects to calculate a tick-by-tick equity curve. Added a performance directory that calculates drawdown statistics. Modified the output.py script to use Seaborn and output the equity curve, returns and drawdown curve.

portfolio/position_test.py

@@ -11,6 +11,7 @@ class TickerMock(object):
     """
 
     def __init__(self):
+        self.pairs = ["GBPUSD", "EURUSD"]
         self.prices = {
             "GBPUSD": {"bid": Decimal("1.50328"), "ask": Decimal("1.50349")},
             "USDGBP": {"bid": Decimal("0.66521"), "ask": Decimal("0.66512")},
@@ -18,6 +19,7 @@ class TickerMock(object):
         }
 
 
+
 # =====================================
 # GBP Home Currency with GBP/USD traded
 # =====================================