All notable changes to this project will be documented in this file.
- Tree structure for strategies and assets
- Algos and AlgoStack for simple algo chaining
- basic time period algos
- ta - technical analysis calculation functions
- Metrics for data events
- internal Orderbook to track opne orders
- Package structure
- rename DataEventHandler interface to DataEvent
- for soon-to-be removed features
- shopspring/decimal dependency
- for any bug fixes
- Commission and Exchange Fee Handler
- New() with sensible defaults
- Statistic: Sharp Ratio, Sortino Ratio
- Statistic: Max Draw Down, Max Draw Down Duration
- Statistic: total equity return
- make backtest resetable
- SMA and SMA Cross strategy
- Tests
- package structure
- promote internal structs
First relaese with basic functionality of the event loop.