Boutquin.Trading.Domain 0.1.1-beta09

.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.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-beta09
NuGet\Install-Package Boutquin.Trading.Domain -Version 0.1.1-beta09
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-beta09" />
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-beta09
#r "nuget: Boutquin.Trading.Domain, 0.1.1-beta09"
#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-beta09&prerelease

// Install Boutquin.Trading.Domain as a Cake Tool
#tool nuget:?package=Boutquin.Trading.Domain&version=0.1.1-beta09&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
0.5.0.1-beta01 51 5/15/2024
0.4.0-beta01 64 4/20/2024
0.3.0-beta01 49 4/16/2024
0.1.1-beta09 50 4/5/2024
0.1.1-beta08 59 4/3/2024
0.1.1-beta05 70 3/16/2024
0.1.1-beta02 113 1/5/2024
0.1.1-beta01 68 1/5/2024
0.1.0-beta33 90 5/27/2023
0.1.0-beta30 77 5/23/2023
0.1.0-beta29 74 5/15/2023
0.1.0-beta28 80 5/14/2023
0.1.0-beta27 81 5/8/2023
0.1.0-beta25 78 5/1/2023
0.1.0-beta23 81 4/23/2023
0.1.0-beta22 80 4/22/2023
0.1.0-beta21 77 4/21/2023
0.1.0-beta19 82 4/17/2023
0.1.0-beta18 83 4/16/2023
0.1.0-beta17 74 4/16/2023
0.1.0-beta16 76 4/14/2023
0.1.0-beta14 84 4/10/2023
0.1.0-beta12 86 4/4/2023
0.1.0-beta11 87 4/4/2023
0.1.0-beta10 88 4/4/2023
0.1.0-beta09 100 4/2/2023
0.1.0-beta07 97 3/28/2023
0.1.0-beta06 90 3/28/2023
0.1.0-beta04 101 3/25/2023
0.1.0-beta03 92 3/25/2023

Initial version.