/strategy

Simulations for Futures and Equities

Primary LanguagePythonMIT LicenseMIT

strategy

Build Status Coverage Status

Description

strategy is a package for simulating backtests and generating trades for futures and equities. The main features include:

  • simulations for trading in notional or discrete instrument size
  • user defined roll rules
  • managing instrument holiday calendars

Install

You can pip install this package from github, i.e.

pip install git+git://github.com/matthewgilbert/strategy.git@master