Future Features and Open Issues
New Features
In general, the goal of future releases of ndxtest will be to generalise the packages capabilities while at the same time increase code-stability and ease of use. There are 1000 large and small things that could be done. Below is an incomplete list of them with descending importance.
Implementing a scoring mechanism for signals (work in progress).
Working on
ndxtest.Strategyto increase its flexibility. The fact that currently all elementary conditions are chained with the & operator is actually a limitation. It would be nice to be able to have arbitrary independent sets of conditions for e.g. entering long positions.Covering the whole codebase with unit-tests.
Implementing parameter optimization for strategies (work in progress).
Implementing means to evaluate the immediate price movement that follows a signal without actually running the backtest.
Improving performance if the possibility occurs.
Generalizing to other timeframes than daily data. (long term)
Generalizing to other indices and baskets than the S&P 500. (long term)
Creating a web, or desktop based GUI for ndxtest. (long long term)
Open Issues
At the moment I am unaware of critical issues but I am sure the code will raise exceptions under unknown special circumstances. If you use ndxtest and you encounter such a situation, please let me know on XYZ.