Added Python 2.7.x and 3.4.x compatibility to the code. Disabled HTTPS security warning in urllib3 package of 'requests' package.

portfolio/portfolio.py

@@ -1,3 +1,5 @@
+from __future__ import print_function
+
 from copy import deepcopy
 from decimal import Decimal, getcontext, ROUND_HALF_DOWN
 import os
@@ -73,7 +75,7 @@ class Portfolio(object):
         out_file = os.path.join(OUTPUT_RESULTS_DIR, filename)
         df_equity = pd.DataFrame.from_records(self.equity, index='time')
         df_equity.to_csv(out_file)
-        print "Simulation complete and results exported to %s" % filename
+        print("Simulation complete and results exported to %s" % filename)
 
     def execute_signal(self, signal_event):       
         side = signal_event.side
@@ -123,5 +125,6 @@ class Portfolio(object):
         order = OrderEvent(currency_pair, units, "market", side)
         self.events.put(order)
 
-        print "Balance: %0.2f" % self.balance
-        self.append_equity_row(time, self.balance)
+        print("Balance: %0.2f" % self.balance)
+        self.append_equity_row(time, self.balance)
+        

portfolio/position.py

@@ -92,7 +92,8 @@ class Position(object):
         self.update_position_price()
         # Calculate PnL
         pnl = self.calculate_pips() * qh_close * dec_units
-        return pnl.quantize(Decimal("0.01", ROUND_HALF_DOWN))
+        getcontext().rounding = ROUND_HALF_DOWN
+        return pnl.quantize(Decimal("0.01"))
 
     def close_position(self):
         ticker_cp = self.ticker.prices[self.currency_pair]
@@ -106,4 +107,5 @@ class Position(object):
         self.update_position_price()
         # Calculate PnL
         pnl = self.calculate_pips() * qh_close * self.units
-        return pnl.quantize(Decimal("0.01", ROUND_HALF_DOWN))
+        getcontext().rounding = ROUND_HALF_DOWN
+        return pnl.quantize(Decimal("0.01"))

portfolio/position_test.py

@@ -1,4 +1,4 @@
-from decimal import Decimal, getcontext
+from decimal import Decimal
 import unittest
 
 from position import Position
@@ -28,7 +28,6 @@ class TestLongGBPUSDPosition(unittest.TestCase):
     denominated currency of GBP, using 2,000 units of GBP/USD.
     """
     def setUp(self):
-        getcontext.prec = 2
         home_currency = "GBP"
         position_type = "long"
         currency_pair = "GBPUSD"
@@ -78,7 +77,6 @@ class TestShortGBPUSDPosition(unittest.TestCase):
     denominated currency of GBP, using 2,000 units of GBP/USD.
     """
     def setUp(self):
-        getcontext.prec = 2
         home_currency = "GBP"
         position_type = "short"
         currency_pair = "GBPUSD"
@@ -132,7 +130,6 @@ class TestLongEURUSDPosition(unittest.TestCase):
     denominated currency of GBP, using 2,000 units of EUR/USD.
     """
     def setUp(self):
-        getcontext.prec = 2
         home_currency = "GBP"
         position_type = "long"
         currency_pair = "EURUSD"
@@ -183,7 +180,6 @@ class TestLongEURUSDPosition(unittest.TestCase):
     denominated currency of GBP, using 2,000 units of EUR/USD.
     """
     def setUp(self):
-        getcontext.prec = 2
         home_currency = "GBP"
         position_type = "short"
         currency_pair = "EURUSD"