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Pull requests: mhallsmoore/qstrader

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Pull requests list

Removed logging calls and replaced with print statements for straight…
#301 by mhallsmoore was merged Feb 12, 2020 Loading…
Fixing an issue where the CSV data source converts all CSV files in a…
#300 by mhallsmoore was merged Feb 6, 2020 Loading…
Added returns quantiles calculation to JSONStatistics.
#299 by mhallsmoore was merged Jan 30, 2020 Loading…
Added yearly returns statistics.
#298 by mhallsmoore was merged Jan 28, 2020 Loading…
Partial addition of backtest returns-based statistics.
#297 by mhallsmoore was merged Jan 28, 2020 Loading…
Allows optional tearsheet display in the static allocations script.
#296 by mhallsmoore was merged Jan 16, 2020 Loading…
Modified static allocation backtest script to allow unspecified end-d…
#295 by mhallsmoore was merged Jan 16, 2020 Loading…
Added SMA-based trend component analagous to momentum component.
#294 by mhallsmoore was merged Jan 16, 2020 Loading…
Price buffers
#293 by mhallsmoore was merged Dec 16, 2019 Loading…
Added helper script to allow straightforward generation of static ass…
#292 by mhallsmoore was merged Dec 10, 2019 Loading…
1
Added target allocations output via JSONStatistics.
#291 by mhallsmoore was merged Dec 10, 2019 Loading…
1
Added 'burn in' capability to plot statistics subsequent to optional …
#290 by mhallsmoore was merged Dec 10, 2019 Loading…
1
Added benchmark capability to JSONStatistics.
#289 by mhallsmoore was merged Dec 6, 2019 Loading…
1
Added standalone JSON statistics class for JSON file output of backte…
#288 by mhallsmoore was merged Dec 4, 2019 Loading…
1
Added a benchmark capability to the tearsheet.
#287 by mhallsmoore was merged Nov 20, 2019 Loading…
1
Eliminated certain 'forced' defaults in BacktestTradingSession. Added…
#286 by mhallsmoore was merged Nov 20, 2019 Loading…
1
Added end-to-end integration test for the BacktestTradingSession. Che…
#285 by mhallsmoore was merged Nov 19, 2019 Loading…
1
Added final development modules and static universe example backtests.
#283 by mhallsmoore was merged Nov 6, 2019 Loading…
1
Rebalance
#257 by mhallsmoore was merged Mar 4, 2018 Loading…
1
Sim exchange
#255 by mhallsmoore was merged Feb 7, 2018 Loading…
2
First end-to-end backtest capability, albeit with mocked SimulatedExchange
#248 by mhallsmoore was merged Nov 9, 2017 Loading…
1
Fixed PEP8 issue.
#246 by mhallsmoore was merged Nov 6, 2017 Loading…
Modified README.md to provide update on development.
#245 by mhallsmoore was merged Nov 6, 2017 Loading…
Added SimulatedBroker class and related machinery.
#243 by mhallsmoore was merged Nov 1, 2017 Loading…
1
Broker refactor
#238 by mhallsmoore was merged Oct 24, 2017 Loading…
4
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