Boutquin.Trading.Domain 0.1.1-beta01

This is a prerelease version of Boutquin.Trading.Domain.
There is a newer prerelease version of this package available.
See the version list below for details.
dotnet add package Boutquin.Trading.Domain --version 0.1.1-beta01
                    
NuGet\Install-Package Boutquin.Trading.Domain -Version 0.1.1-beta01
                    
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.Domain" Version="0.1.1-beta01" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="Boutquin.Trading.Domain" Version="0.1.1-beta01" />
                    
Directory.Packages.props
<PackageReference Include="Boutquin.Trading.Domain" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add Boutquin.Trading.Domain --version 0.1.1-beta01
                    
#r "nuget: Boutquin.Trading.Domain, 0.1.1-beta01"
                    
#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.
#:package Boutquin.Trading.Domain@0.1.1-beta01
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=Boutquin.Trading.Domain&version=0.1.1-beta01&prerelease
                    
Install as a Cake Addin
#tool nuget:?package=Boutquin.Trading.Domain&version=0.1.1-beta01&prerelease
                    
Install as a Cake Tool

Boutquin.Trading

Nuget License

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

A multi-asset, multi-strategy, event-driven trading platform for back testing strategies with portfolio-based risk management and %-per-strategy capital allocation.

Overview

Domain

This will contain all entities, enums, exceptions, interfaces, types and logic specific to the domain layer.

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.

The implementation of the IPortfolio Interface is in the application layer.

At the lower level, a key extension class here is the DecimalArrayExtensions class, a static class that provides extension methods for working with arrays of decimal values. It includes methods for calculating the Sharpe Ratio and Annualized Sharpe Ratio of daily returns for a given array of decimal values.

Contributing

If you'd like to contribute to the development of Boutquin.Trading, 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.  net9.0 was computed.  net9.0-android was computed.  net9.0-browser was computed.  net9.0-ios was computed.  net9.0-maccatalyst was computed.  net9.0-macos was computed.  net9.0-tvos was computed.  net9.0-windows was computed.  net10.0 was computed.  net10.0-android was computed.  net10.0-browser was computed.  net10.0-ios was computed.  net10.0-maccatalyst was computed.  net10.0-macos was computed.  net10.0-tvos was computed.  net10.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages (2)

Showing the top 2 NuGet packages that depend on Boutquin.Trading.Domain:

Package Downloads
Boutquin.Trading.DataAccess

Common abstractions (DbContext, Entity Configurations) specific to a Trading Data Access layer.

Boutquin.Trading.Application

Common abstractions (Strategy, Portfolio, BackTest) specific to a Trading Application layer.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
0.5.0.1-beta01 99 5/15/2024
0.4.0-beta01 107 4/20/2024
0.3.0-beta01 90 4/16/2024
0.1.1-beta09 90 4/5/2024
0.1.1-beta08 101 4/3/2024
0.1.1-beta05 101 3/16/2024
0.1.1-beta02 149 1/5/2024
0.1.1-beta01 99 1/5/2024
0.1.0-beta33 152 5/27/2023
0.1.0-beta30 147 5/23/2023
0.1.0-beta29 135 5/15/2023
0.1.0-beta28 144 5/14/2023
0.1.0-beta27 148 5/8/2023
0.1.0-beta25 139 5/1/2023
0.1.0-beta23 145 4/23/2023
0.1.0-beta22 143 4/22/2023
0.1.0-beta21 139 4/21/2023
0.1.0-beta19 147 4/17/2023
0.1.0-beta18 144 4/16/2023
0.1.0-beta17 135 4/16/2023
0.1.0-beta16 135 4/14/2023
0.1.0-beta14 144 4/10/2023
0.1.0-beta12 147 4/4/2023
0.1.0-beta11 146 4/4/2023
0.1.0-beta10 143 4/4/2023
0.1.0-beta09 155 4/2/2023
0.1.0-beta07 158 3/28/2023
0.1.0-beta06 154 3/28/2023
0.1.0-beta04 159 3/25/2023
0.1.0-beta03 161 3/25/2023

Initial version.