Limitations

  • Trade execution model is highly simplified; Assuming no slippage and that prices are executed around closing price of the day and is able to be filled fully at said price.

  • No interest payment is taken into consideration on idle cash balance

  • Only FIFO tax lot tracking for now

  • Allocations must be LONG only.

  • Closing prices are used by default. These are split and dividend adjusted by default and imported directly from our data vendor.

    • For most assets, ADJ_CLOSE is used first. Else, CLOSE price will be used.

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