2 Commits

Author	SHA1	Message	Date
Michael Halls-Moore	458f263722	Multi-day backtesting now supported.	2015-06-03 09:23:40 +01:00
Michael Halls-Moore	4380200de7	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.	2015-05-15 13:50:34 +01:00