Boutquin.Trading.Domain 0.1.1-beta05

.NET 8.0
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-beta05
NuGet\Install-Package Boutquin.Trading.Domain -Version 0.1.1-beta05
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-beta05" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add Boutquin.Trading.Domain --version 0.1.1-beta05
#r "nuget: Boutquin.Trading.Domain, 0.1.1-beta05"
#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.Domain as a Cake Addin
#addin nuget:?package=Boutquin.Trading.Domain&version=0.1.1-beta05&prerelease

// Install Boutquin.Trading.Domain as a Cake Tool
#tool nuget:?package=Boutquin.Trading.Domain&version=0.1.1-beta05&prerelease

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. 
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
0.4.0-beta01 59 4/20/2024
0.3.0-beta01 43 4/16/2024
0.1.1-beta09 43 4/5/2024
0.1.1-beta08 53 4/3/2024
0.1.1-beta05 67 3/16/2024
0.1.1-beta02 105 1/5/2024
0.1.1-beta01 61 1/5/2024
0.1.0-beta33 88 5/27/2023
0.1.0-beta30 76 5/23/2023
0.1.0-beta29 73 5/15/2023
0.1.0-beta28 78 5/14/2023
0.1.0-beta27 80 5/8/2023
0.1.0-beta25 77 5/1/2023
0.1.0-beta23 79 4/23/2023
0.1.0-beta22 78 4/22/2023
0.1.0-beta21 70 4/21/2023
0.1.0-beta19 81 4/17/2023
0.1.0-beta18 81 4/16/2023
0.1.0-beta17 72 4/16/2023
0.1.0-beta16 74 4/14/2023
0.1.0-beta14 82 4/10/2023
0.1.0-beta12 84 4/4/2023
0.1.0-beta11 85 4/4/2023
0.1.0-beta10 86 4/4/2023
0.1.0-beta09 98 4/2/2023
0.1.0-beta07 94 3/28/2023
0.1.0-beta06 88 3/28/2023
0.1.0-beta04 99 3/25/2023
0.1.0-beta03 90 3/25/2023

Initial version.