localized version

[zillionare]

Hi all,

I'm writing my quant framework for Chinese A-share market, and planned to use this great project as backtesting framework. However, there're several major differences backtesting should take care of when work on Chinese stock market:

1. T + 1 trade mode. That means, if you're backtesting on a minute-level candles, sell signal might be fired hours/minutes after buy signal is triggerred. However, sell is not allowed if the buy action happends as same day.
2. price limit on both buy and sell. There's 10% adv/dec price limit against previouse close. Once price limit is hit, chances are buy/sell can not really be executed due to low liquidity (very less people want to sell on advance price limit).
3. sell-on-short is not allowed for all stocks (does backtesting already support this?)
4. localize datetime, bull/bear color ( In chinese, red means go bull, green means go bear).
5. min unit limit: you have to buy at least 100 shares per each stock. This impose a little impact on evaluation of a strategy though.

Is a localization release on the roadmap? @kernc If not, what's your sugestion on made such localization package on my own?