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Author SHA1 Message Date
Louis Szeto c1db23250e Update enum values in comments (#6460)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
 2022-07-05 10:29:28 -03:00
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