Commit ecdc10ae authored by denis's avatar denis

project rename

parent a1a43e6c
Pipeline #126465472 passed with stage
in 1 minute and 19 seconds
......@@ -6,4 +6,4 @@ build:
- make
- ichinscratchy
- otrasys
# ichinscratchy v0.4.1 "notsofastyoungman", released on ???
# OTraSys- The Open Trading System v0.5 "notsofastyoungman", released on ???
An open source framework to create trading systems
changes from v0.4.0
## Description
Originally intended as maintenance release, during a single week 2 new features were
implemented: the incorporation of trading costs and the addition of performance records
in database (which enhance the already existing performance reports using --reports/-r
in terminal). Please note that the system is currently working only for stocks correctly.
We hereby proudly present version 0.5 of OTraSys, the Open Trading System Framework.
This release marks a huge milestone for the software, for several reasons. The most
obvious one being the new name. Since the software is now mature enough for
productive testing, we changed the name to avoid possible problems due to the name
conflict with another IP. Additionally, the old name was more of a joke that somehow
stuck through development.
This release is a continuation from the complete under-the-hood overhaul that v0.4
brought. But aside some bug fixes and improved stability, also a couple of important
features made it into the release:
* The incorporation of trading costs: For backtests the system now considers the
trading costs for each transaction. There are 2 new configfile options
the cost structure of your broker. As trading costs overtime can render a system
unprofitable over time, this is an important aspect for reliable backtests.
* The performance of the system can now be evaluated in more detail, as the system
keeps track of your cash, equity, risk-free-equity (the value of all current
positions valued at their current stop loss) for each trading day. Additionally
to the still-present statistics summary (invoke the software with `--report` or `-r`
at the command line) this allows more detailed insights in the performance. For
convienence, a shell script under /tools will extract the data
from the database and plot a performance graph.
* The way how stoplosses are tracked was completely redone. If you configure the
system (`SL_SAVE_DB = true`) to save SL to database, it will generate a stop loss
record for each active position for each trading day and write that to the database
at the end. The default is `SL_SAVE_DB = false`, as this generates a huge amount of
data which is often not neccessary (with the exception if you are currently
developing a new system and want to test the effect of different stop loss strategies).
Please note that the system is currently working only for stocks correctly.
For FOREX, Futures and CFD the P/L calculation is broken, but will be redone in future
The database record for all stoplosses was redone and is working again.
......@@ -2,7 +2,7 @@
# little bash script to extract performance data and plot it
echo "SELECT date, daynr, cash, equity, total, total_high FROM performance_record ORDER BY DATE;" > performance.sql
sh -c ichinscratchy -i performance -o performance
sh -c otrasys -i performance -o performance
rm performance.sql
echo "set key font \",20\"" > performance.plot
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