Boutquin.Trading.Application 0.1.1-beta02

.NET 8.0 This package targets .NET 8.0. The package is compatible with this framework or higher.
This is a prerelease version of Boutquin.Trading.Application.
There is a newer prerelease version of this package available.
See the version list below for details. 
dotnet add package Boutquin.Trading.Application --version 0.1.1-beta02                

                    
                

            
NuGet\Install-Package Boutquin.Trading.Application -Version 0.1.1-beta02
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="Boutquin.Trading.Application" Version="0.1.1-beta02" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add Boutquin.Trading.Application --version 0.1.1-beta02                

                    
                

            
#r "nuget: Boutquin.Trading.Application, 0.1.1-beta02"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
// Install Boutquin.Trading.Application as a Cake Addin
#addin nuget:?package=Boutquin.Trading.Application&version=0.1.1-beta02&prerelease

// Install Boutquin.Trading.Application as a Cake Tool
#tool nuget:?package=Boutquin.Trading.Application&version=0.1.1-beta02&prerelease

Boutquin.Trading.Application

Nuget License

*** Very much a work in progress ***

Application Layer

This project contains the application layer for a multi-asset, multi-currency, multi-strategy, event-driven trading platform for back testing strategies with portfolio-based risk management and %-per-strategy capital allocation..

Here are few key details:

IPortfolio Interface: The interface defines the properties and methods that a portfolio should have. It includes properties like IsLive, EventProcessor, Broker, Strategies, AssetCurrencies, HistoricalMarketData, HistoricalFxConversionRates, and EquityCurve which give essential data about the portfolio.

Portfolio Class: This class is an implementation of the IPortfolio interface. It provides the concrete implementation of the properties and methods defined in the interface. Note that few properties throw a NotImplementedException which signifies that those properties' implementation is not yet done in this class.

The methods are mainly focused on portfolio management in an automated trading system:

  1. HandleEventAsync: Asynchronously handle an event using the EventProcessor.
  2. UpdateHistoricalData: Update the historical market data and foreign exchange conversion rates based on the new market event.
  3. UpdateCashForDividend: Update the cash of each strategy holding a particular asset when a dividend event occurs.
  4. SubmitOrderAsync: Submit an order to the brokerage.
  5. GenerateSignals: Generate trading signals based on the market data.
  6. UpdatePosition and UpdateCash: Update the asset quantity in a strategy's position and the cash balance respectively.
  7. UpdateEquityCurve: Update the equity curve based on the total portfolio value.
  8. AdjustPositionForSplit and AdjustHistoricalDataForSplit: Adjust the positions and the historical market data respectively when a stock split occurs.
  9. etStrategy and GetAssetCurrency: Get the strategy or asset currency based on the name.
  10. CalculateTotalPortfolioValue: Calculate the total value of the portfolio.

Contributing

If you'd like to contribute to the development of the Security Master Data Access Layer, please feel free to submit a pull request or open an issue with your suggestions or improvements.

License

This project is licensed under the Apache 2.0 License. See the LICENSE file for more information.

Product Compatible and additional computed target framework versions.
.NET net8.0 is compatible.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last updated
0.5.0.1-beta01 59 5/15/2024
0.4.0-beta01 65 4/20/2024
0.3.0-beta01 60 4/16/2024
0.1.1-beta09 54 4/5/2024
0.1.1-beta05 73 3/16/2024
0.1.1-beta02 117 1/5/2024
0.1.1-beta01 67 1/5/2024
0.1.0-beta33 99 5/27/2023
0.1.0-beta30 87 5/23/2023
0.1.0-beta29 78 5/15/2023
0.1.0-beta28 81 5/14/2023

Initial version.