trade/testData/testData.tsv

A JavaScript backtesting library to validate trading strategies for stocks, futures, crypto currencies etc. based on historical data.

// ER: Exchange Rate
// PV: Point Value
// Only set margin and PV for open as they will most likely not be used for close (margin is only
// relevant when opening positions; PV does basically never ever change)
symbol      date          open     openER    openPV    openMargin    close   closeER   settleDiff
AAPL        2020-01-01    12.5     1.2       10        6.25          12.5    1.3       0
AAPL        2020-01-02    12.4     1.3       10        6.2           12.4    1.3       0
AMZN        2020-01-02    22.1     2         20        11.05         22.1    2.1       1
AAPL        2020-01-03    12.3     1.2       10        6.15          12.8    1.4       0
AMZN        2020-01-03    22.2     2.1       20        11.1          22.1    2.2       1