Michael Halls-Moore 458f263722 Multi-day backtesting now supported.

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

..

__init__.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

performance.py

Multi-day backtesting now supported.

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