Modified the Position handling to use long/short instead of buy/sell for side/position_type. Also modified the unit tests for both Portfolio and Position to reflect these changes. Added a basic historical backtesting capability via backtest.py and using CSV tick data for currency pairs.

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Michael Halls-Moore

2015-04-17 12:34:31 +01:00

parent d9a7444fc2

commit e74777802b

12 changed files with 519 additions and 192 deletions

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backtest/__init__.py