wassname/options_backtester
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sign added in current_cash calculation

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Camilo1704
2020-03-13 11:52:17 -03:00
parent 53687030e9
commit 240fab3d25
1 changed files with 1 additions and 4 deletions
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backtester/backtester.py
+1 -4
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@@ -202,10 +202,7 @@ class Backtest:
options_value = self._get_current_option_quotes(options)
self._sell_some_options(date, to_sell, options_value)
options_value = self._current_options_capital(options)
value = self._get_current_option_quotes(options)
# current cash due to options added _execute_option_entries or _options_to_sell
def _sell_options(self, options, date):
# This method essentially recycles most of the code in the filter_exits method in Strategy.
# The whole thing needs a refactor.
@@ -257,7 +254,7 @@ class Backtest:
self._options_inventory.at[i, ('totals', 'qty')] += qty_to_sell
sold -= (qty_to_sell * contract_per_row)
self.current_cash = to_sell - sold
self.current_cash += to_sell - sold
def _current_stock_capital(self, stocks):
"""Return the current value of the stocks inventory.