 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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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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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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