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An engine for algorithmic forex trading
everything breaks when using multiple markets, since streamprices only tracks one market and portfolio tracks multiple markets
solutions are:
-> having mutiple streaming objects for each market
-> saving the current bid/ask for each market in an associative array in streamobject
... should perhaps be a separate file with some unittests. Later this could include orderbooks.
...which is in portfolio but does nothing up to now.
Also do not forget the unittests.
Search for a python package which can control granularity of debugmessages and import it.
having the backtest in the same file as the trade sucks.
separate backtesting to be singlethreaded
test_execute_signal needs to be written
to accomplish this, we can have an abstract class "broker" and some stuff in settings.py
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