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s-leroux / fin

Set of tools for personal investment
MIT License
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Review and document the strategy simulator #40

Closed s-leroux closed 4 months ago

s-leroux commented 5 months ago

A strategy simulator was written for the pre-0.1.0 version. Review, check, and document the simulator to work with the current version.

s-leroux commented 5 months ago

The most recent version of the simulator-related functions can be found https://github.com/s-leroux/fin/blob/0705a4c3d640fb313df8f7d6c5c0a21dba5cfc12/fin/seq/signal.py and https://github.com/s-leroux/fin/blob/0705a4c3d640fb313df8f7d6c5c0a21dba5cfc12/fin/seq/algo.py.

Especially: https://github.com/s-leroux/fin/blob/0705a4c3d640fb313df8f7d6c5c0a21dba5cfc12/fin/seq/algo.py#L46-L93

s-leroux commented 5 months ago

Basic backtester/simulator added in 5f976bd52517aa48cfbc8c275e171747c2ea62de