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We need some basic feature in the lib to estimate the "sanity" of the user's orders (closed and opened).
The aim is to have an easy set of metrics to validate/invalidate a strategy.
Design Idea:
The aiokraken.Orders class allows access to all the orders of the current user. Only long term "Invest" kind of order are allowed via the class (no tracking)
Each instance of that class allows to pass an order (and receive callback when filled), while tracking them (using some instance uuid).
Each instance provide analysis features of this list of orders : historical P&L for closed orders, expected returns of open orders, etc.
The aiokraken.Orders class provide an overall P&L analysis.
We need some basic feature in the lib to estimate the "sanity" of the user's orders (closed and opened).
The aim is to have an easy set of metrics to validate/invalidate a strategy.
Design Idea:
For inspiration, refer to https://github.com/ranaroussi/quantstats https://github.com/quantopian/pyfolio
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