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Commits on Jul 15, 2015

• Merge pull request #28 from mhallsmoore/position_fix

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Commits on Jul 13, 2015

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

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

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Commits on Jun 30, 2015

• Merge pull request #24 from mhallsmoore/backtest_class

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• Modified README to detail new backtest interface.

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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.

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Commits on Jun 3, 2015

• Modified README to include better installation instructions.

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• Multi-day backtesting now supported.

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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.

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Commits on May 15, 2015

• Merge pull request #12 from mhallsmoore/unrealised_pnl

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• 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…

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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.

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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.

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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…

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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…

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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.

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Commits on Mar 6, 2015

• Decimalised the trading engine to be more realistic

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Commits on Feb 3, 2015

• Reverted strategy to random buy/sell

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

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Commits on Feb 2, 2015

• Fixed conflict

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• Added two extra unit tests to Portfolio

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Commits on Jan 28, 2015

• Modified portfolio_test to have extra assertions around adding a position

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Commits on Jan 27, 2015

• First commit

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