Trading.Backtest.Portfolio (trading v0.1.0)
Portfolio management for backtesting.
Summary
Functions
Gets available capital for trading.
Gets the current position for a symbol.
Gets all trades.
Gets initial capital.
Creates a new portfolio.
Records equity curve point.
Calculates total portfolio value.
Updates market values of positions.
Updates a position based on a fill.
Types
Functions
Gets available capital for trading.
Gets the current position for a symbol.
Gets all trades.
Gets initial capital.
Creates a new portfolio.
Records equity curve point.
Calculates total portfolio value.
Updates market values of positions.
Updates a position based on a fill.