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JuliaQuant / TradingLogic.jl

Backtesting and trading with Julia reactive programming.
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0.4 compat with typealiases and relative paths for loading test data #18

Closed tmlbl closed 9 years ago

tmlbl commented 9 years ago

I know there is another pull request addressing this but I wanted to show my approach. By creating typealiases for Blotter, OHLC and Targ I was able to increase code clarity and cut down on the number of @compats.

I also made the paths to the test data relative, so that Pkg.test("TradingLogic") can be run from any directory.

multidis commented 9 years ago

I was postponing the issues related to Julia v0.4 syntax but since this is already a second PR on that it is probably the time to do it. Profiling shows no performance degradation due to Compat.jl macros.

Thank you @tmlbl , having typealias in one place makes the code cleaner. It should also help if we modify the blotter associative collection structure in the future as @milktrader mentioned.