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forked from jacktang/blotter

Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and strategy simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development. (github mirror)

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Transaction infrastructure for de ning instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios.

Key features

  • supports portfolios of multiple assets
  • supports accounts of multiple portfolios
  • supports P&L calculation and roll-up

Authors

  • Peter Carl
  • Brian Peterson

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Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and strategy simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development. (github mirror)

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