Michael Halls-Moore 675412c125 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

..

__init__.py

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.

2015-04-17 12:34:31 +01:00

price.py

Multi-day backtesting now supported.

2015-06-03 09:23:40 +01:00

streaming.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