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feature-notebook-engine
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Author SHA1 Message Date
Stefano Raggi 84555a80ad Fix AlgorithmPerformance property setters for JSON deserialization 
AlgorithmPerformance, PortfolioStatistics and TradeStatistics had private setters, so JSON deserialization could not populate their properties.
 2017-06-26 17:21:48 +02:00
Stefano Raggi fac6f46a9a New Statistics implementation 
Added Trade and TradeBuilder classes
Added UtcTime and OrderFee property to OrderEvent class
Added AlgorithmPerformance class with a few metrics + tests
Added portfolio statistics + rolling statistics

Closes #30 via PR #164

Thanks @SteffanoRaggi!
 2015-09-16 20:48:02 -04:00