Code

Currencies in backtest#164

Code

Merged

myrmarachne merged 42 commits intomasterquarkfin/qf-lib:masterfrom backtest-currencyquarkfin/qf-lib:backtest-currencyCopy head branch name to clipboardNov 29, 2024

+429-79

Commits

Commits on Jun 3, 2024

• First draft of currency parameter in backtest

  eirik-thorp

  committed
  2538007

• Fix trailing whitespace

  eirik-thorp

  committed
  e4cd1a5

Commits on Jun 4, 2024

• Update currency implementation for backtest

  eirik-thorp

  committed
  9a8e7a4

• Add exchange rate ticker class

  eirik-thorp

  committed
  c4365b3

• Fix Binance ticker

  eirik-thorp

  committed
  b33ffe7

Commits on Jul 8, 2024

• Merge branch 'master' of github.com:quarkfin/qf-lib into backtest-currency

  eirik-thorp

  committed
  b2a67db

Commits on Jul 9, 2024

• Removed ColorBar and ValueAnnotations from HeatmapChart. Added default parameters instead

  

  Karolina Cynk

  committed
  5c7c500

Commits on Jul 10, 2024

• Updated heatmap chart

  

  Karolina Cynk

  committed
  0bab80d

• Merge branch 'heatmap_fix' of github.com:quarkfin/qf-lib into backtest-currency

  eirik-thorp

  committed
  066818f

Commits on Jul 12, 2024

• Remove currency enum and refactor currencies in backtest

  eirik-thorp

  committed
  76cb301

• Merge branch 'master' of github.com:quarkfin/qf-lib into backtest-currency

  eirik-thorp

  committed
  67a7416

• Remove currency enum file

  eirik-thorp

  committed
  2557623

• Fix target division error causing tests to fail

  eirik-thorp

  committed
  9652658

Commits on Aug 16, 2024

• Merge branch 'master' of github.com:quarkfin/qf-lib into backtest-currency

  eirik-thorp

  committed
  e99779d

Commits on Sep 3, 2024

• Add tests for portfolio with currency

  eirik-thorp

  committed
  a0c6b45

• Add dummy tickers for currency exchange

  eirik-thorp

  committed
  0fa4238

• Remove unused import

  eirik-thorp

  committed
  8bee4d9

• Reformat tests

  eirik-thorp

  committed
  a6e40e9

Commits on Sep 10, 2024

• Add tests for portfolio with currency

  eirik-thorp

  committed
  280db2d

Commits on Nov 5, 2024

• change naming in currency ticker

  eirik-thorp

  committed
  f5c7bae

• Fix tests and remove dummy exchange ticker

  eirik-thorp

  committed
  8e9cda2

• Fix trailing whitespace

  eirik-thorp

  committed
  b0c3e21

Commits on Nov 6, 2024

• Refactor currency exhanges

  eirik-thorp

  committed
  35c6cb6

• Remove abstract method from base data provider class

  eirik-thorp

  committed
  16d827a

Commits on Nov 7, 2024

• Add currencies to data handler

  eirik-thorp

  committed
  127bc4a

• Fix exchange rate ticker in backtest trading session

  eirik-thorp

  committed
  a8ba3b8

Commits on Nov 11, 2024

• Add support for currencies in prefetching dataprovider

  eirik-thorp

  committed
  4ac00d2

• Remove unused import

  eirik-thorp

  committed
  4079b20

• Avoid currency conversion between identical currencies

  eirik-thorp

  committed
  18104ea

Commits on Nov 14, 2024

• Refactor currency exchange

  eirik-thorp

  committed
  7edfdb5

• Add default frequency to mock dataprovider in portfolio tests

  eirik-thorp

  committed
  c36c2c2

• Change default currency in backtest trading session builder to None

  eirik-thorp

  committed
  3af8400

Commits on Nov 15, 2024

• Add pass to abstract class method

  eirik-thorp

  committed
  1ca67e6

Commits on Nov 26, 2024

• Refactor data handler

  eirik-thorp

  committed
  2fa4b7c

• Fix portfolio.py

  eirik-thorp

  committed
  4031aad

• Remove data handler from tests

  eirik-thorp

  committed
  4b2fc72

Commits on Nov 28, 2024

• Refactor data_handler

  eirik-thorp

  committed
  bb53f48

• Fix flake8

  eirik-thorp

  committed
  d783714

Commits on Nov 29, 2024

• Add info in NotImplementedError

  eirik-thorp

  committed
  aa04e56

• Add test to assert NotImplementedError

  eirik-thorp

  committed
  5f56d97

• Remove hardcoded values

  eirik-thorp

  committed
  3367253

• Minor changes

  eirik-thorp

  committed
  6626c0d