Commit Graph

2 Commits

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