Releases: devonindustries/trading_algorithm_framework
Releases · devonindustries/trading_algorithm_framework
First stable release
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 theShare
class. - An
OptionRecord
class to store historic trade data for call and put positions. Inherits from theShareRecord
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 theStockAsset
class in line with plans to add theCurrencyAsset
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.