Oanda bar price handler

mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.

https://www.quantstart.com/qstrader/

MIT License

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Oanda bar price handler #174

Open tomhunter-gh opened 7 years ago

coveralls commented 7 years ago

Coverage increased (+0.8%) to 64.8% when pulling cf4a081ae629fa48d82d05d640a192b54fc4a68a on tomhunter-gh:master into 2714ae4b95b362e31a450cda1f0a711777659fce on mhallsmoore:master.

coveralls commented 7 years ago

Coverage increased (+0.8%) to 64.8% when pulling cf4a081ae629fa48d82d05d640a192b54fc4a68a on tomhunter-gh:master into 2714ae4b95b362e31a450cda1f0a711777659fce on mhallsmoore:master.

tomhunter-gh commented 7 years ago

Hi @mhallsmoore, please let me know if you have any thoughts or comments on the above pull request.

A strategy I'm currently trying to code relies upon bar returns that are calculated based on the difference in opening prices. In other words (in live trading) the calculate_signals method should only produce a signal when it has seen the open_price on a new incomplete candle. I'm thinking this means that the price handler has to effectively supply every candle twice, once as an incomplete candle with no close price, and a second time with a close price. I will work on this next.

mhallsmoore commented 7 years ago

Hi Tom,

Thanks for making this pull request I'll be taking a good look through it and I'll provide some feedback.

By the way - do you currently have access to the Slack development chat/channel? If not, you can email me at mike@quantstart.com and I'll send you a Slack invite...

Cheers,

Mike.