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mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.
https://www.quantstart.com/qstrader/
MIT License
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what's the difference for master and advanced algorithm branch? #329

Closed chloe-wang closed 4 years ago

chloe-wang commented 4 years ago

hi there,

Just want to know why we are maintaining master and advanced algorithm branches at the same time? I guess they are developed for different purposes?

mhallsmoore commented 4 years ago

Hi @chloe-wang,

Thanks for your question.

This is because the new version of QSTrader does not support asset short sales yet, while the version in Advanced Algorithmic Trading does. We are planning to include a more realistic approach to margin and asset shorting for the new version.

We have created the branch so that it is straightforward for readers of the book to be able to replicate the results in the book as well as to fix any issues that might arise (e.g. due to Python version changes) in a self-contained manner.

Kind regards,

Mike.

chloe-wang commented 4 years ago

Hi @mhallsmoore,

Thanks for your clarifications.