Pre-Pre-Pre-Alpha
This is the first functional (unofficial) release of this package. Not stable, needs testing.
New Functionality
1) Asset abstract base class
2) Portfolios
3) Standard asset classes including...
- Stocks
- Currency
- Options (Calls and Puts)
4) Asset Collections including...
- Environments
- Universes
5) AlphaGradient Algorithm abstract base class (algo framework)
6) Performance tracking for algorithm backtesting...
- Stats module
- Runs (backtest results)
- Performances (backtest results for a specific portfolio)
7) The beginning of the AlgoLibrary
- IndexHold
- ThetaGang