This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | pragma solidity ^0.4.24; | |
| // ---------------------------------------------------------------------------- | |
| // Sample token contract | |
| // | |
| // Symbol : LCST | |
| // Name : LCS Token | |
| // Total supply : 100000 | |
| // Decimals : 2 | |
| // Owner Account : 0xde0B295669a9FD93d5F28D9Ec85E40f4cb697BAe | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | # Gist example of IB wrapper ... | |
| # | |
| # Download API from http://interactivebrokers.github.io/# | |
| # | |
| # Install python API code /IBJts/source/pythonclient $ python3 setup.py install | |
| # | |
| # Note: The test cases, and the documentation refer to a python package called IBApi, | |
| # but the actual package is called ibapi. Go figure. | |
| # | |
| # Get the latest version of the gateway: | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | from syslogdiag.ourlogging import logger | |
| from math import copysign | |
| def contracts_trade(total_trades, pos_priced, pos_forward, rolling=False): | |
| """ | |
| Given actual contracts decide what to trade | |
| Note at this stage contracts are identified in as PRICE, FORWARD | |
| Any rogue contracts not in that space would have been signalled / weeded out by now | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | # Gist example of IB wrapper ... | |
| # | |
| # Download API from http://interactivebrokers.github.io/# | |
| # | |
| # Install python API code /IBJts/source/pythonclient $ python3 setup.py install | |
| # | |
| # Note: The test cases, and the documentation refer to a python package called IBApi, | |
| # but the actual package is called ibapi. Go figure. | |
| # | |
| # Get the latest version of the gateway: | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | # Gist example of IB wrapper ... | |
| # | |
| # Download API from http://interactivebrokers.github.io/# | |
| # | |
| # Install python API code /IBJts/source/pythonclient $ python3 setup.py install | |
| # | |
| # Note: The test cases, and the documentation refer to a python package called IBApi, | |
| # but the actual package is called ibapi. Go figure. | |
| # | |
| # Get the latest version of the gateway: | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | # Gist example of IB wrapper ... | |
| # | |
| # Download API from http://interactivebrokers.github.io/# | |
| # | |
| # Install python API code /IBJts/source/pythonclient $ python3 setup.py install | |
| # | |
| # Note: The test cases, and the documentation refer to a python package called IBApi, | |
| # but the actual package is called ibapi. Go figure. | |
| # | |
| # Get the latest version of the gateway: | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | # Gist example of IB wrapper ... | |
| # | |
| # Download API from http://interactivebrokers.github.io/# | |
| # | |
| # Install python API code /IBJts/source/pythonclient $ python3 setup.py install | |
| # | |
| # Note: The test cases, and the documentation refer to a python package called IBApi, | |
| # but the actual package is called ibapi. Go figure. | |
| # | |
| # Get the latest version of the gateway: | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | This Shiny application is designed to help analysing trading strategies. It is an ongoing project that I improve when time allows. Feel free to get in touch should you have any suggestion. | |
| *How to use the App as it is? | |
| The App uses as input several csv files (one for each strategy). Each file has two columns: date and daily return. There is an example of such a file in the Github repository. The code is essentially made of 3 files. | |
| -ui.R: controls the layout and appearance of the app | |
| -server.R: contains the instructions needed to build the app. You can load as much strategies as you want as long as the corresponding csv file has the right format (see below). | |
| -shinyStrategyGeneral.R: loads the required packages and launches the app | |
| put ui.R and server.R file in a separate directory | |
| In the server.R file change the inputPath, inputFile and keepColumns parameters to match your setting. The first two are self explanatory the third one is a list of column names within the csv file. Keep only date and daily return | 
  
    
      This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
      Learn more about bidirectional Unicode characters
    
  
  
    
  | ############################################################################### | |
| # This program is free software: you can redistribute it and/or modify | |
| # it under the terms of the GNU General Public License as published by | |
| # the Free Software Foundation, either version 3 of the License, or | |
| # (at your option) any later version. | |
| # | |
| # This program is distributed in the hope that it will be useful, | |
| # but WITHOUT ANY WARRANTY; without even the implied warranty of | |
| # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | |
| # GNU General Public License for more details. |