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Commits on Jul 15, 2015

• Merge pull request #28 from mhallsmoore/position_fix

  mhallsmoore

  committedJul 15, 2015
  2c53efb

Commits on Jul 13, 2015

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

  mhallsmoore

  committedJul 13, 2015
  553edab

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

  mhallsmoore

  committedJul 13, 2015
  675412c

Commits on Jun 30, 2015

• Merge pull request #24 from mhallsmoore/backtest_class

  mhallsmoore

  committedJun 30, 2015
  be9ef2b

• Modified README to detail new backtest interface.

  mhallsmoore

  committedJun 30, 2015
  c273962

Commits on Jun 23, 2015

• Added a Backtest class, which replaces the script in backtest.py. Also added an examples directory, to make strategy testing straightforward.

  mhallsmoore

  committedJun 23, 2015
  784cfd2

Commits on Jun 3, 2015

• Modified README to include better installation instructions.

  mhallsmoore

  committedJun 3, 2015
  d191aad

• Multi-day backtesting now supported.

  mhallsmoore

  committedJun 3, 2015
  458f263

Commits on May 27, 2015

• Modified heartbeat comment in trading.py. Also added a script in the /scripts directory that generates simulated forex tick data in the style of Dukascopy.

  mhallsmoore

  committedMay 27, 2015
  17b36c5

Commits on May 15, 2015

• Merge pull request #12 from mhallsmoore/unrealised_pnl

  mhallsmoore

  committedMay 15, 2015
  40eeecf

• 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. Mod…

  mhallsmoore

  committedMay 15, 2015
  4380200

Commits on May 11, 2015

• Added Python 2.7.x and 3.4.x compatibility to the code. Disabled HTTPS security warning in urllib3 package of 'requests' package.

  mhallsmoore

  committedMay 11, 2015
  a03bc7a

Commits on Apr 23, 2015

• Moved streaming.py into data directory. Modified how trading.py and backtest.py behave so that the price streaming is fixed.

  mhallsmoore

  committedApr 23, 2015
  8e74edb

Commits on Apr 21, 2015

• Lots of changes. Modified the Position object to handle more of the actual position calculations instead of the Portfolio. Added more unit tests for both Position and Portfolio. Allowed Positions t…

  mhallsmoore

  committedApr 21, 2015
  e84512e

Commits on Apr 17, 2015

• 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 his…

  mhallsmoore

  committedApr 17, 2015
  e747778

Commits on Mar 17, 2015

• 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.

  mhallsmoore

  committedMar 17, 2015
  d9a7444

Commits on Mar 6, 2015

• Decimalised the trading engine to be more realistic

  mhallsmoore

  committedMar 6, 2015
  6c77cc1

Commits on Feb 3, 2015

• Reverted strategy to random buy/sell

  mhallsmoore

  committedFeb 3, 2015
  30dbcc7

• Added remaining trading system around portfolio in order to compare with OANDA.

  mhallsmoore

  committedFeb 3, 2015
  b0b19d6

Commits on Feb 2, 2015

• Fixed conflict

  mhallsmoore

  committedFeb 2, 2015
  dbc9735

• Added two extra unit tests to Portfolio

  mhallsmoore

  committedFeb 2, 2015
  30c995f

Commits on Jan 28, 2015

• Modified portfolio_test to have extra assertions around adding a position

  mhallsmoore

  committedJan 28, 2015
  7274c53

Commits on Jan 27, 2015

• First commit

  mhallsmoore

  committedJan 27, 2015
  e223aa5