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Releases: devonindustries/trading_algorithm_framework

First stable release

24 Mar 13:25
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Version 0.1

The first stable release of my trading algorithm framework. So far not much is included, however I have included a few useful tools for writing and testing trading algorithms. Here's what's included:

Portfolio Tools:

  • A Portfolio class that behaves like a trading portfolio that calculates the users statistics based on trading history.
  • An Asset class that stores information based on each stock.
  • A Share class to store long and short positions in any stock.
  • A ShareRecord class which stores historic trade data for long and short positions.
  • An Option class to store call and put positions in a stock. Inherits from the Share class.
  • An OptionRecord class to store historic trade data for call and put positions. Inherits from the ShareRecord class.

Stock Tools:

  • A Point class to store each individual point on the stock market.
  • A Stock class to store all of the data associated with a given stock asset. In future, this feature will be deprecated, and instead referred to as the StockAsset class in line with plans to add the CurrencyAsset class definition.

Other files:

See the README file and repository for more information.

Version 0.1.1

  • Fixed a calculation error for the portfolio holdings.