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Barevent #19

Merged
merged 2 commits into from
May 16, 2016
Merged

Barevent #19

merged 2 commits into from
May 16, 2016

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mhallsmoore
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  • Adds the BarEvent object. [No unit tests yet]
  • Modifies the remainder of the QSTrader codebase to work with both BarEvent and TickEvent objects, depending upon the PriceHandler selected [No additional unit tests added]
  • Adds a basic MovingAverageCrossoverStrategy object as a first non-trivial test of QSTrader backtesting behaviour [No unit tests yet]

The latter change requires a download of AAPL data from Yahoo Finance in order to function.

…od resolutions. Modified the PriceHandler base class hierarchy such that subsequent PriceHandler objects can now have a TICK_HANDLER or BAR_HANDLER type. Modified remainder of code to work with TickEvent and BarEvent objects.
…rt vectorised backtest examples. This is the first non-trivial test of the entire QSTrader system, working on BarEvent data from Yahoo Finance.
@mhallsmoore mhallsmoore merged commit de780ca into master May 16, 2016
@mhallsmoore mhallsmoore deleted the barevent branch October 31, 2019 12:35
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