 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 |
|