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.

execution/execution.py

@@ -1,8 +1,37 @@
+from abc import ABCMeta, abstractmethod
 import httplib
 import urllib
 
 
-class Execution(object):
+class ExecutionHandler(object):
+    """
+    Provides an abstract base class to handle all execution in the
+    backtesting and live trading system.
+    """
+
+    __metaclass__ = ABCMeta
+
+    @abstractmethod
+    def execute_order(self):
+        """
+        Send the order to the brokerage.
+        """
+        raise NotImplementedError("Should implement execute_order()")
+
+
+class SimulatedExecution(object):
+    """
+    Provides a simulated execution handling environment. This class
+    actually does nothing - it simply receives an order to execute.
+
+    Instead, the Portfolio object actually provides fill handling.
+    This will be modified in later versions.
+    """
+    def execute_order(self, event):
+        pass
+
+
+class OANDAExecutionHandler(ExecutionHandler):
     def __init__(self, domain, access_token, account_id):
         self.domain = domain
         self.access_token = access_token