Roadmap - Githubissues

JuliaQuant / FinancialBlotter.jl

Trade and Portfolio Accounting in Julia

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Roadmap #21

Closed milktrader closed 9 years ago

milktrader commented 10 years ago

Implement the following

~~Create metadata types:~~ moved to FinancialSeries package

[ ] Trading instrument types
[x] Stock
[ ] Future
[ ] Option
[x] Currency
[x] CurrencyPair
[ ] Bond

~~Time series type specific to financial time series~~ moved to FinancialSeries

[x] FinancialTimeSeries type

~~Function that accepts a discrete signal array (TimeArray) and processes rules~~ Function that accepts a MarketSignal and processes rules

[ ] Trading Algorithm

A type that accepts orders from a trading algorithm

[ ] OrderBook type

Function that simulates real trading environments

[ ] Fill simulator engine

An accounting framework and statistics

[x] Blotter type
[ ] trade statistics methods based on Blotter
[ ] portfolio statistics methods based on Blotter

milktrader commented 9 years ago

This issue belongs in the Roadmap repository. Closing it here with a reference for posterity.