0223074d24
For example in the paper-eng, if you have a backend that doesn't fully support a symcache (yet) it's handy to be able to ignore processing other paper-eng txns when all you care about at the moment is the simulated symbol. NOTE, that currently this will still result in a key-error when you load more then one mkt with the paper engine (for which the backend does not have the symcache implemented) since no fqme ad-hoc query was made for the 2nd symbol (and i'm not sure we should support that kinda hackery over just encouraging the sym-cache being added?). Def needs a little more thought depending on how many backends are never going to be able to (easily) support caching.. |
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| .. | ||
| README.rst | ||
| __init__.py | ||
| _allocate.py | ||
| _ledger.py | ||
| _mktinfo.py | ||
| _pos.py | ||
| calc.py | ||
| cli.py | ||
README.rst
.accounting
A subsystem for transaction processing, storage and historical measurement.
.pnl
BEP, the break even price: the price at which liquidating a remaining position results in a zero PnL since the position was "opened" in the destination asset.
PPU: price-per-unit: the "average cost" (in cumulative mean terms) of the "entry" transactions which "make a position larger"; taking a profit relative to this price means that you will "make more profit then made prior" since the position was opened.