Michael Halls-Moore 553edab0db Added basic logging capability to trading.py and related classes.

2015-07-13 19:22:27 +01:00

..

__init__.py

First commit

2015-01-27 18:29:27 +00:00

portfolio_test.py

Modified the position handling to fix a pricing bug, so that locally handled Portfolio values match those of OANDA (up to slippage).

2015-07-13 16:30:55 +01:00

portfolio.py

Added basic logging capability to trading.py and related classes.

2015-07-13 19:22:27 +01:00

position_test.py

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

position.py

Modified the position handling to fix a pricing bug, so that locally handled Portfolio values match those of OANDA (up to slippage).

2015-07-13 16:30:55 +01:00