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Commits on Oct 14, 2016

• Added start/end date handling for YahooDailyCsvPriceHandler.

  mhallsmoore

  committed
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• Modified default ticker symbol in monthly_liquidate_rebalance.py.

  mhallsmoore

  committed
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Commits on Oct 13, 2016

• Added a MonthlyLiquidateRebalanceStrategy class along with appropriate PositionSizer subclass to allow monthly rebalancing for long portfolios.

  mhallsmoore

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Commits on Aug 11, 2016

• Merge pull request mhallsmoore#129 from nwillemse/tearsheet-statistics

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  mhallsmoore

  authored
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Commits on Aug 8, 2016

• Merge branch 'master' into tearsheet-statistics

  

  Nick Willemse

  committed
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Commits on Aug 6, 2016

• Fix tearsheet to save figure output to png file

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  Nick Willemse

  committed
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Commits on Aug 5, 2016

• Fix PEP8 issue

  

  Nick Willemse

  committed
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• Add mac_backtest_tearsheet to show example of how to use the Tearsheet Statistics

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  Nick Willemse

  committed
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Commits on Aug 2, 2016

• Rename IGPriceHandler IGTickPriceHandler

  femtotrader

  committed
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• IG price handler

  femtotrader

  committed
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• Avoid pandas shadowing

  femtotrader

  committed
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Commits on Jul 23, 2016

• Rename GenericHandler to GenericPriceHandler

  femtotrader

  committed
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• PEP8

  femtotrader

  committed
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• Add tests for Pandas (and to improve code coverage)

  femtotrader

  committed
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• Pandas Bar Price Iterator (for DataFrame and Panel) and Generic Price Handler

  femtotrader

  committed
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Commits on Jul 21, 2016

• Fix statistics when no trades

  femtotrader

  committed
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Commits on Jul 19, 2016

• Update test_examples with new sharpe, as we've initialized equity_returns to 0 at the 0th step

  ryankennedyio

  committed
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Commits on Jul 17, 2016

• Delint

  ryankennedyio

  committed
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Commits on Jul 16, 2016

• Update historic tick CSV to use price parsing, also fix strategy backtest parameters passed to Backtest()

  ryankennedyio

  committed
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• Round to cents for display, skip one test for now, initialize with drawdown of 0

  ryankennedyio

  committed
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• Use the priceparser, remove a lot of config links

  ryankennedyio

  committed
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• Merged upstream master updates

  ryankennedyio

  committed
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• Add the print strategy to MAC Backtest

  ryankennedyio

  committed
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Commits on Jul 5, 2016

• Statistics can be saved using pickle

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  femtotrader

  committed
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Commits on Jul 3, 2016

• Moved much of the decimal removal & statistics module optimisation code over to the new setup. Still need to redo tests and properly implement multiple dispatch

  ryankennedyio

  committed
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• Merged upstream master back in

  ryankennedyio

  committed
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• Remove cruft

  ryankennedyio

  committed
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• Support several strategies and display (tick, bar) strategy

  femtotrader

  committed
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• Examples have tickers as CLI parameter input - close mhallsmoore#76

  femtotrader

  committed
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Commits on Jul 2, 2016

• Change CSV compliance name due to Python 2.7 issue

  femtotrader

  committed
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• Relative imports

  femtotrader

  committed
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• Merge conflicts

  ryankennedyio

  committed
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Commits on Jun 25, 2016

• Enums (except for Position.action), move tests, write test on strategies results

  femtotrader

  committed
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Commits on Jun 24, 2016

• Using a YAML configuration file

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  femtotrader

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Commits on Jun 23, 2016

• PEP8 in examples and tests

  femtotrader

  committed
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