Write tests for results from sample trading strategies

[milktrader]

List of housekeeping items:

• decide on standardized data set to test against
• store data in TimeArray
• store data in xts
• store data in pandas
• store those datasets in the test directory and MarketData.jl
• write 50/200 strategy results from quantstrat into tests
• write 50/200 strategy results from zipline into tests
• create tests with @pending evaluation

[milktrader]

#4

[milktrader]

The datasets saved for this future comparison are the AAPL, BA and CAT objects found in MarketData. Their xts counterparts are found in MarketData/bin/R/along with a file named R.txt that has instructions to duplicate the process. The pandas counterparts are in MarketData/bin/pandas along with a file named pandas.txt that also has the code snippets needed to duplicate the objects.

[multidis]

Now that the reactive order handling seems to be operational and unit-tested, 2 strategies are ready for backtest verification: golden cross and luxor.

[milktrader]

Looks great, I can get results for quantstrat pretty soon, the zipline will require a little more research, but I don't see it as too much work.

[milktrader]

I'm currently working on this on a branch, but having some trouble getting quantstrat to work.