 gavindiaz
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de5893de3b
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添加详细说明文档
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2026-07-07 20:25:32 +00:00 |
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 Michael Halls-Moore
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2c53efb4f3
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Merge pull request #28 from mhallsmoore/position_fix
Position fix
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2015-07-15 08:24:12 +01:00 |
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Michael Halls-Moore
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553edab0db
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Added basic logging capability to trading.py and related classes.
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2015-07-13 19:22:27 +01:00 |
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Michael Halls-Moore
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675412c125
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Modified the position handling to fix a pricing bug, so that locally handled Portfolio values match those of OANDA (up to slippage).
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2015-07-13 16:30:55 +01:00 |
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Michael Halls-Moore
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be9ef2b54f
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Merge pull request #24 from mhallsmoore/backtest_class
Backtest class
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2015-06-30 09:48:56 +01:00 |
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Michael Halls-Moore
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c273962a04
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Modified README to detail new backtest interface.
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2015-06-30 09:48:25 +01:00 |
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Michael Halls-Moore
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784cfd2508
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Added a Backtest class, which replaces the script in backtest.py. Also added an examples directory, to make strategy testing straightforward.
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2015-06-23 11:52:44 +01:00 |
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Michael Halls-Moore
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d191aad641
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Modified README to include better installation instructions.
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2015-06-03 15:39:35 +01:00 |
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Michael Halls-Moore
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458f263722
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Multi-day backtesting now supported.
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2015-06-03 09:23:40 +01:00 |
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Michael Halls-Moore
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17b36c5def
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Modified heartbeat comment in trading.py. Also added a script in the /scripts directory that generates simulated forex tick data in the style of Dukascopy.
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2015-05-27 18:10:55 +01:00 |
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Michael Halls-Moore
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40eeecf282
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Merge pull request #12 from mhallsmoore/unrealised_pnl
Added the ability for the backtester to use unrealised PnL from the P…
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2015-05-15 13:50:58 +01:00 |
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Michael Halls-Moore
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4380200de7
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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.
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2015-05-15 13:50:34 +01:00 |
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Michael Halls-Moore
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a03bc7a1fb
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Added Python 2.7.x and 3.4.x compatibility to the code. Disabled HTTPS security warning in urllib3 package of 'requests' package.
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2015-05-11 17:30:28 +01:00 |
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Michael Halls-Moore
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8e74edb4f7
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Moved streaming.py into data directory. Modified how trading.py and backtest.py behave so that the price streaming is fixed.
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2015-04-23 12:45:40 +01:00 |
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Michael Halls-Moore
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e84512e1e7
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Lots of changes. Modified the Position object to handle more of the actual position calculations instead of the Portfolio. Added more unit tests for both Position and Portfolio. Allowed Positions to trade in currencies other than GBPUSD and in base/quotes which aren't the home currency. Modified the backtester to be single-threaded and added a basic Moving Average Crossover strategy. Also added a basic equity curve output script.
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2015-04-21 13:01:20 +01:00 |
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Michael Halls-Moore
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e74777802b
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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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2015-04-17 12:34:31 +01:00 |
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Michael Halls-Moore
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d9a7444fc2
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Added some more unit tests for Portfolio and Position. Added a README and a requirements file now that qsforex is open-source under an MIT license.
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2015-03-17 07:48:37 +00:00 |
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Michael Halls-Moore
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6c77cc1deb
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Decimalised the trading engine to be more realistic
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2015-03-06 09:57:15 +00:00 |
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Michael Halls-Moore
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30dbcc7bfa
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Reverted strategy to random buy/sell
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2015-02-03 15:22:03 +00:00 |
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Michael Halls-Moore
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b0b19d603d
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Added remaining trading system around portfolio in order to compare with OANDA.
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2015-02-03 13:33:33 +00:00 |
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Michael Halls-Moore
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dbc973567a
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Fixed conflict
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2015-02-02 19:26:36 +00:00 |
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Michael Halls-Moore
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30c995f76d
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Added two extra unit tests to Portfolio
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2015-02-02 18:57:02 +00:00 |
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Michael Halls-Moore
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7274c5392b
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Modified portfolio_test to have extra assertions around adding a position
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2015-01-28 15:37:40 +00:00 |
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Michael Halls-Moore
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e223aa5751
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First commit
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2015-01-27 18:29:27 +00:00 |
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