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Added todos.
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johnbywater committed Oct 20, 2017
1 parent 0645c0e commit 2393945
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4 changes: 3 additions & 1 deletion quantdsl/__init__.py
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__version__ = '1.3.6dev0'

# Todo: Write test for import module that doesn't exist (currently fails with AttributeError cos spec is None).
# Todo: Support things like "third Wednesday of contract month" e.g. for settlement of futures.
# Todo: Multiprocessing of repeat simulations and valuations, with combination of results, to increase accuracy.
# Todo: Something to show estimated memory usage.
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# Todo: More price processes (jumps, heston).
# Todo: Better report object: separate out the delta hedging.
# Todo: Better interface objects: separate out the print() statements.
# Todo: Better deltas (dx sometimes uses average of prices in month, when not all prices may be used in expression).
# Todo: Better deltas (dx sometimes uses average of prices in month, when not all prices may be used in expression,
# so identify which are involved and just use those).
# Todo: Tidy up how args are passed into evaluate(), it seems correct, but also a bit ad hoc.
# Todo: Support names in expressions being resolved by evaluation args (e.g. like 'observation_date' but more general).
# Todo: StockMarket element.
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