 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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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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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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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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