JuDO-dev / AirBorne.jl

AirBorne a complete algorithmic trading framework in Julia.
http://judo.dev/AirBorne.jl/
MIT License
1 stars 1 forks source link

Add support for Currencies as in - JuliaFinance #46

Closed brunocastroibarburu94 closed 1 year ago

brunocastroibarburu94 commented 1 year ago

This ticket is critical. In order to be able to valuate assets I need an intrinsic value of currencies, the earlier this gets done the less rewriting will need to be done once implemented.

Assets can be valued in different currencies i.e. Tokyo Stock Exchange may value their stocks in JPY whilst NYSE may value them in USD.

Unless a conversion between the currencies is specified each portfolio metric should be split per currency.