 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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