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jminahan / backtest_framework

Backtest framework on the ropes
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No portfolio history #1

Open jminahan opened 1 year ago

jminahan commented 1 year ago

basically, the portfolio exclusively exists as the current ticket distribution as of the time the portfolioengine/sim thinks it is right now. It overwrites pre-existing portfolios (or, at least it theoretically does. I think there might be an error right now in that process).

We want to create a new PortfolioDocument, which links to a previous portfolio document. That way, you create basically a linked list of portfolio objects which can be used to reconstruct your portfolio over time.

this would be good for post-sim analysis.

jminahan commented 1 year ago

branch for this off master called "PORT-1"