exogenous support for portfolio transactions
amor71 opened this issue · comments
Is your feature request related to a problem? Please describe.
Currently, people who implement strategies, and wish to record their transactions in a portfolio object, need to do it per-transaction inside buy/sell callbacks. This is error-prone and can be generalized to simplify strategy development.
Describe the solution you'd like
- Extend the strategy base class to support
properties. If a strategy declares that it uses a portfolio, the underlying platform will handle the portfolio management. - Extend the trader, miner, and back-tester to support the change.
- Add unit tests to cover the change (probably the majority of the work..).
- Update the documentation accordingly.
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