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AlphaGradient v0.0.1

Pre-release
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@nathanheidacker nathanheidacker released this 18 Apr 11:11
· 34 commits to main since this release

Pre-Pre-Pre-Alpha

This is the first functional (unofficial) release of this package. Not stable, needs testing.

New Functionality

  1. Asset abstract base class
  2. Portfolios
  3. Standard asset classes including...
  • Stocks
  • Currency
  • Options (Calls and Puts)
  1. Asset Collections including...
  • Environments
  • Universes
  1. AlphaGradient Algorithm abstract base class (algo framework)
  2. Performance tracking for algorithm backtesting...
  • Stats module
  • Runs (backtest results)
  • Performances (backtest results for a specific portfolio)
  1. The beginning of the AlgoLibrary
  • IndexHold
  • ThetaGang