Added Yahoo Finance as data provider #309
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…sion entirely. Begins with small broker fee model class hierarchy.
…h, with simple fixed/equal weight 'optimisers'. Moved dollar-weighting of orders into its own class.
Added final development modules and static universe example backtests.
…cks for correct transaction history, rebalance orders and final market values.
Added end-to-end integration test for the BacktestTradingSession. Che…
…ate params, instead utilising yesterday's date as the final date.
Modified static allocation backtest script to allow unspecified end-d…
…onal-tearsheet Allows optional tearsheet display in the static allocations script.
Partial addition of backtest returns-based statistics.
Added yearly returns statistics.
Added returns quantiles calculation to JSONStatistics.
… directory, rather than a specified subset.
Fixing an issue where the CSV data source converts all CSV files in a…
…forward output (for now). Added optimisations to daily_bar_csv to improve speed of Pandas get_loc calls when asking for bid/ask data. Added LRU cache to get_bid and get_ask. Removed pre/post market events (for now) to speed up daily backtests.
Removed logging calls and replaced with print statements for straight…
…ates Updated static allocation helper script to work with supplied Backtes…
…ktests subsequent to the start date.
Added the DynamicUniverse class to allow assets to be included in bac…
…verse Modified static allocation script to work with new Universe approach.
Fixed Buy & Hold and 60/40 Monthly Rebalance examples to work with ne…
Simple costs model
Added DailyRebalance business day rebalancer capability with tests.
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Hello,
The new data source automatically requests the ticker candles from Yahoo Finance without need of CSV files.
It uses the popular library yfinance from @ranaroussi
The new file follows the same structure as daily_bar_csv.py
Let me know! :)