mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.
https://www.quantstart.com/qstrader/
MIT License
2.93k stars 855 forks source link

Added a DTN IQFeed Price Handler. Also modified drawdown and drawdown… #153

Closed mhallsmoore closed 7 years ago

mhallsmoore commented 7 years ago

… duration calculation to use vectorised Python/NumPy to vastly increase execution performance of backtests.

coveralls commented 7 years ago

Coverage Status

Coverage decreased (-3.0%) to 66.561% when pulling 0ade90d6d26eebadd9ff58251d317d4425659d03 on iqfeed_price_handler into 95cbe6d0abdf53bc145daa96d5352c60b5030540 on master.