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mhallsmoore / qsforex

QuantStart Forex Backtesting and Live Trading
http://www.quantstart.com
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Added the ability for the backtester to use unrealised PnL from the P… #12

Closed mhallsmoore closed 9 years ago

mhallsmoore commented 9 years ago

…osition objects to calculate a tick-by-tick equity curve. Added a performance directory that calculates drawdown statistics. Modified the output.py script to use Seaborn and output the equity curve, returns and drawdown curve.