Write tests for results from sample trading strategies about tradinglogic.jl

[milktrader]

#4

[milktrader]

The datasets saved for this future comparison are the AAPL, BA and CAT objects found in MarketData. Their xts counterparts are found in MarketData/bin/R/along with a file named R.txt that has instructions to duplicate the process. The pandas counterparts are in MarketData/bin/pandas along with a file named pandas.txt that also has the code snippets needed to duplicate the objects.

[multidis]

Now that the reactive order handling seems to be operational and unit-tested, 2 strategies are ready for backtest verification: golden cross and luxor.

[milktrader]

Looks great, I can get results for quantstrat pretty soon, the zipline will require a little more research, but I don't see it as too much work.

[milktrader]

I'm currently working on this on a branch, but having some trouble getting quantstrat to work.