mirror of
https://github.com/wassname/options_backtester.git
synced 2026-09-12 12:40:22 +08:00
Added straddle class, monthly iteration example in demo and progress bar
This commit is contained in:
Javier Rodríguez Chatruc
@@ -14,6 +14,7 @@ pandas-market-calendars = "*"
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boto3 = "*"
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pytest = "*"
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tables = "*"
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pyprind = "*"
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[dev-packages]
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yapf = "*"
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Generated
+327
-317
@@ -1,7 +1,7 @@
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{
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"_meta": {
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"hash": {
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"sha256": "7b09cc37f374eee5b79631af94b559b8e84d381c942a0dbfd3e784de0282b841"
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"sha256": "8d928abb634b04adac0b236b5512a55e50b2ef86af3fd767083394d7877ce335"
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},
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"pipfile-spec": 6,
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"requires": {},
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@@ -16,33 +16,26 @@
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"default": {
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"altair": {
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"hashes": [
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"sha256:63934563a7a7b7186335858206a0b9be6043163b8b54a26cd3b3299a9e5e391f",
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"sha256:65e243afa6da5b746c411890fd7dfd0f187c0f8e581cf3c34b07339712cf6627"
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"sha256:92dcd7b84c715f8e02bbdf37e36193a4af8138b5b064c05f237e6ed41573880a",
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"sha256:9947ae1e5f99b55c3ffaaf376494cd504bcdbfd33b8326061500c86ec0d89d93"
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],
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"index": "pypi",
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"version": "==3.0.1"
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"version": "==4.0.0"
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},
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"appnope": {
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"hashes": [
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"sha256:5b26757dc6f79a3b7dc9fab95359328d5747fcb2409d331ea66d0272b90ab2a0",
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"sha256:8b995ffe925347a2138d7ac0fe77155e4311a0ea6d6da4f5128fe4b3cbe5ed71"
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],
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"markers": "sys_platform == 'darwin'",
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"markers": "platform_system == 'Darwin'",
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"version": "==0.1.0"
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},
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"atomicwrites": {
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"hashes": [
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"sha256:03472c30eb2c5d1ba9227e4c2ca66ab8287fbfbbda3888aa93dc2e28fc6811b4",
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"sha256:75a9445bac02d8d058d5e1fe689654ba5a6556a1dfd8ce6ec55a0ed79866cfa6"
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],
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"version": "==1.3.0"
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},
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"attrs": {
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"hashes": [
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"sha256:69c0dbf2ed392de1cb5ec704444b08a5ef81680a61cb899dc08127123af36a79",
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"sha256:f0b870f674851ecbfbbbd364d6b5cbdff9dcedbc7f3f5e18a6891057f21fe399"
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"sha256:08a96c641c3a74e44eb59afb61a24f2cb9f4d7188748e76ba4bb5edfa3cb7d1c",
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"sha256:f7b7ce16570fe9965acd6d30101a28f62fb4a7f9e926b3bbc9b61f8b04247e72"
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],
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"version": "==19.1.0"
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"version": "==19.3.0"
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},
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"backcall": {
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"hashes": [
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@@ -53,12 +46,12 @@
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},
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"beautifulsoup4": {
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"hashes": [
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"sha256:034740f6cb549b4e932ae1ab975581e6103ac8f942200a0e9759065984391858",
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"sha256:945065979fb8529dd2f37dbb58f00b661bdbcbebf954f93b32fdf5263ef35348",
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"sha256:ba6d5c59906a85ac23dadfe5c88deaf3e179ef565f4898671253e50a78680718"
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"sha256:05fd825eb01c290877657a56df4c6e4c311b3965bda790c613a3d6fb01a5462a",
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"sha256:9fbb4d6e48ecd30bcacc5b63b94088192dcda178513b2ae3c394229f8911b887",
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"sha256:e1505eeed31b0f4ce2dbb3bc8eb256c04cc2b3b72af7d551a4ab6efd5cbe5dae"
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],
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"index": "pypi",
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"version": "==4.7.1"
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"version": "==4.8.2"
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},
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"bleach": {
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"hashes": [
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@@ -69,25 +62,25 @@
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},
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"boto3": {
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"hashes": [
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"sha256:c42d6e09f314da9ddd5742f864073a5623d8f54ff94ba2d9aa6c90321a9a92aa",
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"sha256:c939b576327e962af65d083b75e122f7e3d69166f4951238726121d60216aee8"
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"sha256:982823e7c992d27e5954c81db93238ffc42c7a1210d863b4f5e048fdc088040e",
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"sha256:f05ee90a738c2f1ec8088121030229f26ef6a809fb9a1338de2118fd088dd99a"
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],
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"index": "pypi",
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"version": "==1.9.158"
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"version": "==1.10.45"
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},
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"botocore": {
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"hashes": [
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"sha256:20ab7eeb3e82f1d8a3bc12a286ce073a0ba1a0d189e7c6dd9d1140a213161692",
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"sha256:ed3e79cb3d271e5e58d87fba3bd90549b97c5aba26a9de2228212ccb8ef9f11b"
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"sha256:88ee646f7a0fe6a418681c6f119a590fae23d8439c48c2aec6878f7f89430b1f",
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"sha256:f48ba1ef04b25323c1d27fa6399795baa0ca9d316911b87be4d33acda5cef07c"
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],
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"version": "==1.12.158"
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"version": "==1.13.45"
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},
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"certifi": {
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"hashes": [
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"sha256:59b7658e26ca9c7339e00f8f4636cdfe59d34fa37b9b04f6f9e9926b3cece1a5",
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"sha256:b26104d6835d1f5e49452a26eb2ff87fe7090b89dfcaee5ea2212697e1e1d7ae"
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"sha256:017c25db2a153ce562900032d5bc68e9f191e44e9a0f762f373977de9df1fbb3",
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"sha256:25b64c7da4cd7479594d035c08c2d809eb4aab3a26e5a990ea98cc450c320f1f"
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],
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"version": "==2019.3.9"
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"version": "==2019.11.28"
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},
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"chardet": {
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"hashes": [
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@@ -98,10 +91,10 @@
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},
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"decorator": {
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"hashes": [
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"sha256:86156361c50488b84a3f148056ea716ca587df2f0de1d34750d35c21312725de",
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"sha256:f069f3a01830ca754ba5258fde2278454a0b5b79e0d7f5c13b3b97e57d4acff6"
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"sha256:54c38050039232e1db4ad7375cfce6748d7b41c29e95a081c8a6d2c30364a2ce",
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"sha256:5d19b92a3c8f7f101c8dd86afd86b0f061a8ce4540ab8cd401fa2542756bce6d"
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],
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"version": "==4.4.0"
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"version": "==4.4.1"
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},
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"defusedxml": {
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"hashes": [
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@@ -112,11 +105,11 @@
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},
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"docutils": {
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"hashes": [
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"sha256:02aec4bd92ab067f6ff27a38a38a41173bf01bed8f89157768c1573f53e474a6",
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"sha256:51e64ef2ebfb29cae1faa133b3710143496eca21c530f3f71424d77687764274",
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"sha256:7a4bd47eaf6596e1295ecb11361139febe29b084a87bf005bf899f9a42edc3c6"
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"sha256:6c4f696463b79f1fb8ba0c594b63840ebd41f059e92b31957c46b74a4599b6d0",
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"sha256:9e4d7ecfc600058e07ba661411a2b7de2fd0fafa17d1a7f7361cd47b1175c827",
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"sha256:a2aeea129088da402665e92e0b25b04b073c04b2dce4ab65caaa38b7ce2e1a99"
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],
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"version": "==0.14"
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"version": "==0.15.2"
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},
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"entrypoints": {
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"hashes": [
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@@ -134,25 +127,26 @@
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},
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"importlib-metadata": {
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"hashes": [
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"sha256:a9f185022cfa69e9ca5f7eabfd5a58b689894cb78a11e3c8c89398a8ccbb8e7f",
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"sha256:df1403cd3aebeb2b1dcd3515ca062eecb5bd3ea7611f18cba81130c68707e879"
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"sha256:073a852570f92da5f744a3472af1b61e28e9f78ccf0c9117658dc32b15de7b45",
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"sha256:d95141fbfa7ef2ec65cfd945e2af7e5a6ddbd7c8d9a25e66ff3be8e3daf9f60f"
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],
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"version": "==0.17"
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"markers": "python_version < '3.8'",
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"version": "==1.3.0"
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},
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"ipykernel": {
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"hashes": [
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"sha256:346189536b88859937b5f4848a6fd85d1ad0729f01724a411de5cae9b618819c",
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"sha256:f0e962052718068ad3b1d8bcc703794660858f58803c3798628817f492a8769c"
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"sha256:1a7def9c986f1ee018c1138d16951932d4c9d4da01dad45f9d34e9899565a22f",
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"sha256:b368ad13edb71fa2db367a01e755a925d7f75ed5e09fbd3f06c85e7a8ef108a8"
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],
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"version": "==5.1.1"
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"version": "==5.1.3"
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},
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"ipython": {
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"hashes": [
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"sha256:54c5a8aa1eadd269ac210b96923688ccf01ebb2d0f21c18c3c717909583579a8",
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"sha256:e840810029224b56cd0d9e7719dc3b39cf84d577f8ac686547c8ba7a06eeab26"
|
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"sha256:0b67031a659fd7046cbf8c4efc2a0d514ee050434dfede76f540cfa6f806f65e",
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"sha256:cc70e2111d1629e31ef9ff445529f8bb2b4fc4f93bfe140c33fe18cf36fde072"
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],
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"markers": "python_version >= '3.3'",
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"version": "==7.5.0"
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"version": "==7.11.0"
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},
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"ipython-genutils": {
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"hashes": [
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@@ -163,24 +157,24 @@
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},
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"ipywidgets": {
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"hashes": [
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"sha256:0f2b5cde9f272cb49d52f3f0889fdd1a7ae1e74f37b48dac35a83152780d2b7b",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
"version": "==7.4.2"
|
||||
"version": "==7.5.1"
|
||||
},
|
||||
"jedi": {
|
||||
"hashes": [
|
||||
"sha256:2bb0603e3506f708e792c7f4ad8fc2a7a9d9c2d292a358fbbd58da531695595b",
|
||||
"sha256:2c6bcd9545c7d6440951b12b44d373479bf18123a401a52025cf98563fbd826c"
|
||||
"sha256:1349c1e8c107095a55386628bb3b2a79422f3a2cab8381e34ce19909e0cf5064",
|
||||
"sha256:e909527104a903606dd63bea6e8e888833f0ef087057829b89a18364a856f807"
|
||||
],
|
||||
"version": "==0.13.3"
|
||||
"version": "==0.15.2"
|
||||
},
|
||||
"jinja2": {
|
||||
"hashes": [
|
||||
"sha256:065c4f02ebe7f7cf559e49ee5a95fb800a9e4528727aec6f24402a5374c65013",
|
||||
"sha256:14dd6caf1527abb21f08f86c784eac40853ba93edb79552aa1e4b8aef1b61c7b"
|
||||
"sha256:74320bb91f31270f9551d46522e33af46a80c3d619f4a4bf42b3164d30b5911f",
|
||||
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|
||||
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|
||||
"version": "==2.10.1"
|
||||
"version": "==2.10.3"
|
||||
},
|
||||
"jmespath": {
|
||||
"hashes": [
|
||||
@@ -191,10 +185,10 @@
|
||||
},
|
||||
"jsonschema": {
|
||||
"hashes": [
|
||||
"sha256:0c0a81564f181de3212efa2d17de1910f8732fa1b71c42266d983cd74304e20d",
|
||||
"sha256:a5f6559964a3851f59040d3b961de5e68e70971afb88ba519d27e6a039efff1a"
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||||
"sha256:4e5b3cf8216f577bee9ce139cbe72eca3ea4f292ec60928ff24758ce626cd163",
|
||||
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|
||||
],
|
||||
"version": "==3.0.1"
|
||||
"version": "==3.2.0"
|
||||
},
|
||||
"jupyter": {
|
||||
"hashes": [
|
||||
@@ -207,10 +201,10 @@
|
||||
},
|
||||
"jupyter-client": {
|
||||
"hashes": [
|
||||
"sha256:b5f9cb06105c1d2d30719db5ffb3ea67da60919fb68deaefa583deccd8813551",
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||||
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|
||||
"sha256:60e6faec1031d63df57f1cc671ed673dced0ed420f4377ea33db37b1c188b910",
|
||||
"sha256:d0c077c9aaa4432ad485e7733e4d91e48f87b4f4bab7d283d42bb24cbbba0a0f"
|
||||
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|
||||
"version": "==5.2.4"
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||||
"version": "==5.3.4"
|
||||
},
|
||||
"jupyter-console": {
|
||||
"hashes": [
|
||||
@@ -221,41 +215,41 @@
|
||||
},
|
||||
"jupyter-core": {
|
||||
"hashes": [
|
||||
"sha256:927d713ffa616ea11972534411544589976b2493fc7e09ad946e010aa7eb9970",
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||||
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||||
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||||
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||||
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||||
"version": "==4.4.0"
|
||||
"version": "==4.6.1"
|
||||
},
|
||||
"lxml": {
|
||||
"hashes": [
|
||||
"sha256:03984196d00670b2ab14ae0ea83d5cc0cfa4f5a42558afa9ab5fa745995328f5",
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
"sha256:00ac0d64949fef6b3693813fe636a2d56d97a5a49b5bbb86e4cc4cc50ebc9ea2",
|
||||
"sha256:0571e607558665ed42e450d7bf0e2941d542c18e117b1ebbf0ba72f287ad841c",
|
||||
"sha256:0e3f04a7615fdac0be5e18b2406529521d6dbdb0167d2a690ee328bef7807487",
|
||||
"sha256:13cf89be53348d1c17b453867da68704802966c433b2bb4fa1f970daadd2ef70",
|
||||
"sha256:217262fcf6a4c2e1c7cb1efa08bd9ebc432502abc6c255c4abab611e8be0d14d",
|
||||
"sha256:223e544828f1955daaf4cefbb4853bc416b2ec3fd56d4f4204a8b17007c21250",
|
||||
"sha256:277cb61fede2f95b9c61912fefb3d43fbd5f18bf18a14fae4911b67984486f5d",
|
||||
"sha256:3213f753e8ae86c396e0e066866e64c6b04618e85c723b32ecb0909885211f74",
|
||||
"sha256:4690984a4dee1033da0af6df0b7a6bde83f74e1c0c870623797cec77964de34d",
|
||||
"sha256:4fcc472ef87f45c429d3b923b925704aa581f875d65bac80f8ab0c3296a63f78",
|
||||
"sha256:61409bd745a265a742f2693e4600e4dbd45cc1daebe1d5fad6fcb22912d44145",
|
||||
"sha256:678f1963f755c5d9f5f6968dded7b245dd1ece8cf53c1aa9d80e6734a8c7f41d",
|
||||
"sha256:6c6d03549d4e2734133badb9ab1c05d9f0ef4bcd31d83e5d2b4747c85cfa21da",
|
||||
"sha256:6e74d5f4d6ecd6942375c52ffcd35f4318a61a02328f6f1bd79fcb4ffedf969e",
|
||||
"sha256:7b4fc7b1ecc987ca7aaf3f4f0e71bbfbd81aaabf87002558f5bc95da3a865bcd",
|
||||
"sha256:7ed386a40e172ddf44c061ad74881d8622f791d9af0b6f5be20023029129bc85",
|
||||
"sha256:8f54f0924d12c47a382c600c880770b5ebfc96c9fd94cf6f6bdc21caf6163ea7",
|
||||
"sha256:ad9b81351fdc236bda538efa6879315448411a81186c836d4b80d6ca8217cdb9",
|
||||
"sha256:bbd00e21ea17f7bcc58dccd13869d68441b32899e89cf6cfa90d624a9198ce85",
|
||||
"sha256:c3c289762cc09735e2a8f8a49571d0e8b4f57ea831ea11558247b5bdea0ac4db",
|
||||
"sha256:cf4650942de5e5685ad308e22bcafbccfe37c54aa7c0e30cd620c2ee5c93d336",
|
||||
"sha256:cfcbc33c9c59c93776aa41ab02e55c288a042211708b72fdb518221cc803abc8",
|
||||
"sha256:e301055deadfedbd80cf94f2f65ff23126b232b0d1fea28f332ce58137bcdb18",
|
||||
"sha256:ebbfe24df7f7b5c6c7620702496b6419f6a9aa2fd7f005eb731cc80d7b4692b9",
|
||||
"sha256:eff69ddbf3ad86375c344339371168640951c302450c5d3e9936e98d6459db06",
|
||||
"sha256:f6ed60a62c5f1c44e789d2cf14009423cb1646b44a43e40a9cf6a21f077678a1"
|
||||
],
|
||||
"version": "==4.3.3"
|
||||
"version": "==4.4.2"
|
||||
},
|
||||
"markupsafe": {
|
||||
"hashes": [
|
||||
@@ -297,27 +291,19 @@
|
||||
],
|
||||
"version": "==0.8.4"
|
||||
},
|
||||
"mock": {
|
||||
"hashes": [
|
||||
"sha256:83657d894c90d5681d62155c82bda9c1187827525880eda8ff5df4ec813437c3",
|
||||
"sha256:d157e52d4e5b938c550f39eb2fd15610db062441a9c2747d3dbfa9298211d0f8"
|
||||
],
|
||||
"version": "==3.0.5"
|
||||
},
|
||||
"more-itertools": {
|
||||
"hashes": [
|
||||
"sha256:2112d2ca570bb7c3e53ea1a35cd5df42bb0fd10c45f0fb97178679c3c03d64c7",
|
||||
"sha256:c3e4748ba1aad8dba30a4886b0b1a2004f9a863837b8654e7059eebf727afa5a"
|
||||
"sha256:b84b238cce0d9adad5ed87e745778d20a3f8487d0f0cb8b8a586816c7496458d",
|
||||
"sha256:c833ef592a0324bcc6a60e48440da07645063c453880c9477ceb22490aec1564"
|
||||
],
|
||||
"markers": "python_version > '2.7'",
|
||||
"version": "==7.0.0"
|
||||
"version": "==8.0.2"
|
||||
},
|
||||
"nbconvert": {
|
||||
"hashes": [
|
||||
"sha256:138381baa41d83584459b5cfecfc38c800ccf1f37d9ddd0bd440783346a4c39c",
|
||||
"sha256:4a978548d8383f6b2cfca4a3b0543afb77bc7cb5a96e8b424337ab58c12da9bc"
|
||||
"sha256:21fb48e700b43e82ba0e3142421a659d7739b65568cc832a13976a77be16b523",
|
||||
"sha256:f0d6ec03875f96df45aa13e21fd9b8450c42d7e1830418cccc008c0df725fcee"
|
||||
],
|
||||
"version": "==5.5.0"
|
||||
"version": "==5.6.1"
|
||||
},
|
||||
"nbformat": {
|
||||
"hashes": [
|
||||
@@ -328,113 +314,126 @@
|
||||
},
|
||||
"notebook": {
|
||||
"hashes": [
|
||||
"sha256:573e0ae650c5d76b18b6e564ba6d21bf321d00847de1d215b418acb64f056eb8",
|
||||
"sha256:f64fa6624d2323fbef6210a621817d6505a45d0d4a9367f1843b20a38a4666ee"
|
||||
"sha256:399a4411e171170173344761e7fd4491a3625659881f76ce47c50231ed714d9b",
|
||||
"sha256:f67d76a68b1074a91693e95dea903ea01fd02be7c9fac5a4b870b8475caed805"
|
||||
],
|
||||
"version": "==5.7.8"
|
||||
"version": "==6.0.2"
|
||||
},
|
||||
"numexpr": {
|
||||
"hashes": [
|
||||
"sha256:066d7202d3374d42203ce8ba2b007f14397fd083946abafebbc962215ead1759",
|
||||
"sha256:08196ac987324dc02147abcf1883b192aa5cd1a56a07c725310f1d0d703d5301",
|
||||
"sha256:37b04292cbb1e20bfb3428d5aeebe2bdd13368d458e508998087e40b68d8cc95",
|
||||
"sha256:426053be016a3584a10cae13f18692938ff7314988f69edd367b4ff60b370b5b",
|
||||
"sha256:47c205a2bca8477eaaa766ca2b86001ca0df4b61ae407196a3ba2420932b5dca",
|
||||
"sha256:4b65fe1b4565ccaab7a3617da1bd046987fb7dbc0bbe34e56aa08b05857259d1",
|
||||
"sha256:5839cd5f95b4088659cc5f6d25936c6a03a75c23be37f94a2885db0f6f234531",
|
||||
"sha256:5fe05f123e00170370c759734c395e5a4ae0ad4e6a3d370fd73e0dcd6669e665",
|
||||
"sha256:62d2853df0233fc04374679de20f39b93fdb7a664a0ee403fdb8e722328c5d4d",
|
||||
"sha256:688a25cfcd7be6fcce3f6d59fffca6105541e7a1598144b545b633a266e94113",
|
||||
"sha256:6a0470a6c07eaa6aa27affb9ee89ce91070747e44172870b020fd3ebe318950a",
|
||||
"sha256:6b70a0c372bb567ddb3039d046cccede284cee2a43688010a4110f6b2fe59421",
|
||||
"sha256:7f4e121bd59f3b5f7bbd9ca8873c815277c4994b22cfff8a7d57bdef9d00e939",
|
||||
"sha256:8213a3e84f3afadc0a4ab1fc0dab383482297f36dbf84b690bbe698b9b8c2ece",
|
||||
"sha256:97920e6c37553571ce55f951080d9e2b28589c1337c3788b5ae66dae3a0131d2",
|
||||
"sha256:9992ef8b9598a62364d46d4cb2f0f6285f4c77115f023dca821a50550044d8fc",
|
||||
"sha256:9c6b4dfcc978ad50a72f83fbaf0fe4706088f3b2623e365bc05036db4948e15d",
|
||||
"sha256:9ef58b5f8debcf0c573968f44709866210696aa476b0d22d9afe88da2bd70add",
|
||||
"sha256:a64bfd49359df8f87c34ed601ce857213d8678e314d8c99b972b36e35ff8f98f",
|
||||
"sha256:aa5b238af8f2915b39374d764ec0daa3d0a975a798f162c3ca30f1cd9fa9a274",
|
||||
"sha256:ae5c73f7412b7e70c88f6b384ad61e123d909b0c81a8d5edd33239eb9b5b3111",
|
||||
"sha256:c3850466765b9b374ff2ff40974a7b4b278b875f94314e038043f534aff8e139",
|
||||
"sha256:e99213c7fa5ffd5572afe065bab7a8507d750221e3fbba43fc15151056d108a1",
|
||||
"sha256:eac513cd2424c5f1b2c75bcb06402da407d74bb6f72584d599218228060c2468",
|
||||
"sha256:ecb0d0a1ac843f2b8c7afdc0c3ec4fcfcc275bbd0750065cc4112fcd14904c90",
|
||||
"sha256:ed96bc38a37fc34406ef76595235e5966d7d3a4123018e9a91d1b7307b4af425",
|
||||
"sha256:ee4c526517d89f92c9b9f9c1937ab15c9e3d33864213b4488e1dd30fbc43c87f",
|
||||
"sha256:fc218b777cdbb14fa8cff8f28175ee631bacabbdd41ca34e061325b6c44a6fa6"
|
||||
"sha256:08bdae334855b19c55137b5a3c0d1bb1b05f23f7e6df24e47dfc8d5b3de4e10a",
|
||||
"sha256:0a7c9bdac56ced9d8d8e8f7b2114d5c7bb0b78373f81e6be3a1d147455b5fb5c",
|
||||
"sha256:0fbae343da0b8246feb2347696669ab2110d6ef36806f2a94eecf98ce9b717d0",
|
||||
"sha256:158f92c466d6d6d80354672c3825076f5726df19cbff3c12d7fc700902f0539e",
|
||||
"sha256:16a92b61e6fc3fc351c36def2bce34d5fc1a519deb9320d1112fec443c0e0b04",
|
||||
"sha256:16bf19e001000860acf81ada3b9392b39d9986abf30c507537fa417c9ee7b7b8",
|
||||
"sha256:201056cdf4b769148097f90929b7b31f8e638212cfebc8524e6ad3220cdcaf1a",
|
||||
"sha256:37324b5981b8962102bdc8640c4f05f5589da5d1df2702418783085cb78ca217",
|
||||
"sha256:39e9a2feb85778f2085dd771f92853949120b135bca4ae195e4767bcf54ad379",
|
||||
"sha256:49f97366ed8e0e970ae7f96d569d4aee6372dfe61951cd08b142edada2c459d7",
|
||||
"sha256:4ed81428c9dd1cfb4e491ea61a2789d6e1c65262ca904a42577fc0bbee91520d",
|
||||
"sha256:5179cc43e9ec1194ce00918eff989d38b3f8ff50f041ec6d1cd868004f524a06",
|
||||
"sha256:5e1b771425e172b3d021c7304605e49a578bb7553ee00adda2f3ca12a7f0831c",
|
||||
"sha256:70344db42a1e0f185b636729f6e4ad16510abc8d23a42557e9480254ba9b1d1a",
|
||||
"sha256:71ea260b9b57679b5d4fdefc985d709a651961b207b92eee605fb6972d22d97f",
|
||||
"sha256:78b38ae1cc7a521e1565d85e4c659a586040267615a9333b8b6922b206c67831",
|
||||
"sha256:7a776daffd1780b034f3bc52f9d21ec9346574d0ad038553421b9f43ad4d4ac9",
|
||||
"sha256:8026b7e9b506f2257ddd9b8f2532a9a90682be6c63f20807c493290160e28b4e",
|
||||
"sha256:809746109eb55e79e356f71c0a38784e7dc30bc6b51fdeaad4f3bce10a62dc39",
|
||||
"sha256:81e4bf39c466392b30d11ef80f88a656a6021ce6db3ca0c18d07c1bf75b0ab09",
|
||||
"sha256:85a743544be9eff5734060451da9da7eb5b49ec75e596020aad385b6af98f064",
|
||||
"sha256:8798b65e5d96fce2c595bdec43377b6154fe67e89ba04718402d66f03124f8cc",
|
||||
"sha256:893fc0414e28dc83e73df5870feb5c8e03ea212c8c67aca1b8460d17902f9b2d",
|
||||
"sha256:9372fc2ccd7bf03ed1113860cc4a9e06bb4622ef1d52a523187316f8440ad47e",
|
||||
"sha256:9d2b645319a826f1901728761b3474f426d5b2ea208ff29bd4c44669b2802199",
|
||||
"sha256:aac593ee3b7fde6cd7aca956cd084a4ad5783326e563f05340427d934c7aca6f",
|
||||
"sha256:aff55bcfa9590f039c0ed454b3b757a65f43fb9a8af6d2bcac3dca6a6b8491b1",
|
||||
"sha256:b2ed14711790b8506d914c3e1e31a855d89316bc332ac3208632772edf73580d",
|
||||
"sha256:b6805fc38c743c81bdc8d9de7887f055f96205a79db97f613c061b375e64d299",
|
||||
"sha256:bacc2229201af53ea9c27e439b3507394c0bc6ab18cc776868be2c5150442644",
|
||||
"sha256:bae34759be74476cc7b8746b86eb19e7a5a8e3964df73f4096b539fcadd51f52",
|
||||
"sha256:cae704f0bcb6bbb22a0bdfd0e44c92b02f79e3396a7846f2f94b39cde1c1865c",
|
||||
"sha256:d1f91b98c4e525467b5c26759135bf30413c671a58dd729babc89d4b37619a72",
|
||||
"sha256:d2a2544416d64690e6679cc359bb0fe34ef4143600394bfc4c8e4c9248ccf087",
|
||||
"sha256:ec1329069312deed2161525be2492d13aee48df94cf406fd1d613e6250d9579e",
|
||||
"sha256:f5bdb526341292bc312136fa4662b0cd5cd07b6f3055ac0a5c60350228d0a0f1",
|
||||
"sha256:f9c5ca97e4cd84fe55579c3d764ddff08cefbb9318888d3be6d0455c5c2297bc"
|
||||
],
|
||||
"version": "==2.6.9"
|
||||
"version": "==2.7.0"
|
||||
},
|
||||
"numpy": {
|
||||
"hashes": [
|
||||
"sha256:0778076e764e146d3078b17c24c4d89e0ecd4ac5401beff8e1c87879043a0633",
|
||||
"sha256:141c7102f20abe6cf0d54c4ced8d565b86df4d3077ba2343b61a6db996cefec7",
|
||||
"sha256:14270a1ee8917d11e7753fb54fc7ffd1934f4d529235beec0b275e2ccf00333b",
|
||||
"sha256:27e11c7a8ec9d5838bc59f809bfa86efc8a4fd02e58960fa9c49d998e14332d5",
|
||||
"sha256:2a04dda79606f3d2f760384c38ccd3d5b9bb79d4c8126b67aff5eb09a253763e",
|
||||
"sha256:3c26010c1b51e1224a3ca6b8df807de6e95128b0908c7e34f190e7775455b0ca",
|
||||
"sha256:52c40f1a4262c896420c6ea1c6fda62cf67070e3947e3307f5562bd783a90336",
|
||||
"sha256:6e4f8d9e8aa79321657079b9ac03f3cf3fd067bf31c1cca4f56d49543f4356a5",
|
||||
"sha256:7242be12a58fec245ee9734e625964b97cf7e3f2f7d016603f9e56660ce479c7",
|
||||
"sha256:7dc253b542bfd4b4eb88d9dbae4ca079e7bf2e2afd819ee18891a43db66c60c7",
|
||||
"sha256:94f5bd885f67bbb25c82d80184abbf7ce4f6c3c3a41fbaa4182f034bba803e69",
|
||||
"sha256:a89e188daa119ffa0d03ce5123dee3f8ffd5115c896c2a9d4f0dbb3d8b95bfa3",
|
||||
"sha256:ad3399da9b0ca36e2f24de72f67ab2854a62e623274607e37e0ce5f5d5fa9166",
|
||||
"sha256:b0348be89275fd1d4c44ffa39530c41a21062f52299b1e3ee7d1c61f060044b8",
|
||||
"sha256:b5554368e4ede1856121b0dfa35ce71768102e4aa55e526cb8de7f374ff78722",
|
||||
"sha256:cbddc56b2502d3f87fda4f98d948eb5b11f36ff3902e17cb6cc44727f2200525",
|
||||
"sha256:d79f18f41751725c56eceab2a886f021d70fd70a6188fd386e29a045945ffc10",
|
||||
"sha256:dc2ca26a19ab32dc475dbad9dfe723d3a64c835f4c23f625c2b6566ca32b9f29",
|
||||
"sha256:dd9bcd4f294eb0633bb33d1a74febdd2b9018b8b8ed325f861fffcd2c7660bb8",
|
||||
"sha256:e8baab1bc7c9152715844f1faca6744f2416929de10d7639ed49555a85549f52",
|
||||
"sha256:ec31fe12668af687b99acf1567399632a7c47b0e17cfb9ae47c098644ef36797",
|
||||
"sha256:f12b4f7e2d8f9da3141564e6737d79016fe5336cc92de6814eba579744f65b0a",
|
||||
"sha256:f58ac38d5ca045a377b3b377c84df8175ab992c970a53332fa8ac2373df44ff7"
|
||||
"sha256:03bbde29ac8fba860bb2c53a1525b3604a9b60417855ac3119d89868ec6041c3",
|
||||
"sha256:1baefd1fb4695e7f2e305467dbd876d765e6edd30c522894df76f8301efaee36",
|
||||
"sha256:1c35fb1131362e6090d30286cfda52ddd42e69d3e2bf1fea190a0fad83ea3a18",
|
||||
"sha256:3c68c827689ca0ca713dba598335073ce0966850ec0b30715527dce4ecd84055",
|
||||
"sha256:443ab93fc35b31f01db8704681eb2fd82f3a1b2fa08eed2dd0e71f1f57423d4a",
|
||||
"sha256:56710a756c5009af9f35b91a22790701420406d9ac24cf6b652b0e22cfbbb7ff",
|
||||
"sha256:62506e9e4d2a39c87984f081a2651d4282a1d706b1a82fe9d50a559bb58e705a",
|
||||
"sha256:6f8113c8dbfc192b58996ee77333696469ea121d1c44ea429d8fd266e4c6be51",
|
||||
"sha256:712f0c32555132f4b641b918bdb1fd3c692909ae916a233ce7f50eac2de87e37",
|
||||
"sha256:854f6ed4fa91fa6da5d764558804ba5b0f43a51e5fe9fc4fdc93270b052f188a",
|
||||
"sha256:88c5ccbc4cadf39f32193a5ef22e3f84674418a9fd877c63322917ae8f295a56",
|
||||
"sha256:905cd6fa6ac14654a6a32b21fad34670e97881d832e24a3ca32e19b455edb4a8",
|
||||
"sha256:9d6de2ad782aae68f7ed0e0e616477fbf693d6d7cc5f0f1505833ff12f84a673",
|
||||
"sha256:a30f5c3e1b1b5d16ec1f03f4df28e08b8a7529d8c920bbed657f4fde61f1fbcd",
|
||||
"sha256:a9d72d9abaf65628f0f31bbb573b7d9304e43b1e6bbae43149c17737a42764c4",
|
||||
"sha256:ac3cf835c334fcc6b74dc4e630f9b5ff7b4c43f7fb2a7813208d95d4e10b5623",
|
||||
"sha256:b091e5d4cbbe79f0e8b6b6b522346e54a282eadb06e3fd761e9b6fafc2ca91ad",
|
||||
"sha256:cc070fc43a494e42732d6ae2f6621db040611c1dde64762a40c8418023af56d7",
|
||||
"sha256:e1080e37c090534adb2dd7ae1c59ee883e5d8c3e63d2a4d43c20ee348d0459c5",
|
||||
"sha256:f084d513de729ff10cd72a1f80db468cff464fedb1ef2fea030221a0f62d7ff4",
|
||||
"sha256:f6a7421da632fc01e8a3ecd19c3f7350258d82501a646747664bae9c6a87c731"
|
||||
],
|
||||
"version": "==1.16.4"
|
||||
"version": "==1.18.0"
|
||||
},
|
||||
"packaging": {
|
||||
"hashes": [
|
||||
"sha256:28b924174df7a2fa32c1953825ff29c61e2f5e082343165438812f00d3a7fc47",
|
||||
"sha256:d9551545c6d761f3def1677baf08ab2a3ca17c56879e70fecba2fc4dde4ed108"
|
||||
],
|
||||
"version": "==19.2"
|
||||
},
|
||||
"pandas": {
|
||||
"hashes": [
|
||||
"sha256:071e42b89b57baa17031af8c6b6bbd2e9a5c68c595bc6bf9adabd7a9ed125d3b",
|
||||
"sha256:17450e25ae69e2e6b303817bdf26b2cd57f69595d8550a77c308be0cd0fd58fa",
|
||||
"sha256:17916d818592c9ec891cbef2e90f98cc85e0f1e89ed0924c9b5220dc3209c846",
|
||||
"sha256:2538f099ab0e9f9c9d09bbcd94b47fd889bad06dc7ae96b1ed583f1dc1a7a822",
|
||||
"sha256:366f30710172cb45a6b4f43b66c220653b1ea50303fbbd94e50571637ffb9167",
|
||||
"sha256:42e5ad741a0d09232efbc7fc648226ed93306551772fc8aecc6dce9f0e676794",
|
||||
"sha256:4e718e7f395ba5bfe8b6f6aaf2ff1c65a09bb77a36af6394621434e7cc813204",
|
||||
"sha256:4f919f409c433577a501e023943e582c57355d50a724c589e78bc1d551a535a2",
|
||||
"sha256:4fe0d7e6438212e839fc5010c78b822664f1a824c0d263fd858f44131d9166e2",
|
||||
"sha256:5149a6db3e74f23dc3f5a216c2c9ae2e12920aa2d4a5b77e44e5b804a5f93248",
|
||||
"sha256:627594338d6dd995cfc0bacd8e654cd9e1252d2a7c959449228df6740d737eb8",
|
||||
"sha256:83c702615052f2a0a7fb1dd289726e29ec87a27272d775cb77affe749cca28f8",
|
||||
"sha256:8c872f7fdf3018b7891e1e3e86c55b190e6c5cee70cab771e8f246c855001296",
|
||||
"sha256:90f116086063934afd51e61a802a943826d2aac572b2f7d55caaac51c13db5b5",
|
||||
"sha256:a3352bacac12e1fc646213b998bce586f965c9d431773d9e91db27c7c48a1f7d",
|
||||
"sha256:bcdd06007cca02d51350f96debe51331dec429ac8f93930a43eb8fb5639e3eb5",
|
||||
"sha256:c1bd07ebc15285535f61ddd8c0c75d0d6293e80e1ee6d9a8d73f3f36954342d0",
|
||||
"sha256:c9a4b7c55115eb278c19aa14b34fcf5920c8fe7797a09b7b053ddd6195ea89b3",
|
||||
"sha256:cc8fc0c7a8d5951dc738f1c1447f71c43734244453616f32b8aa0ef6013a5dfb",
|
||||
"sha256:d7b460bc316064540ce0c41c1438c416a40746fd8a4fb2999668bf18f3c4acf1"
|
||||
"sha256:00dff3a8e337f5ed7ad295d98a31821d3d0fe7792da82d78d7fd79b89c03ea9d",
|
||||
"sha256:22361b1597c8c2ffd697aa9bf85423afa9e1fcfa6b1ea821054a244d5f24d75e",
|
||||
"sha256:255920e63850dc512ce356233081098554d641ba99c3767dde9e9f35630f994b",
|
||||
"sha256:26382aab9c119735908d94d2c5c08020a4a0a82969b7e5eefb92f902b3b30ad7",
|
||||
"sha256:33970f4cacdd9a0ddb8f21e151bfb9f178afb7c36eb7c25b9094c02876f385c2",
|
||||
"sha256:4545467a637e0e1393f7d05d61dace89689ad6d6f66f267f86fff737b702cce9",
|
||||
"sha256:52da74df8a9c9a103af0a72c9d5fdc8e0183a90884278db7f386b5692a2220a4",
|
||||
"sha256:61741f5aeb252f39c3031d11405305b6d10ce663c53bc3112705d7ad66c013d0",
|
||||
"sha256:6a3ac2c87e4e32a969921d1428525f09462770c349147aa8e9ab95f88c71ec71",
|
||||
"sha256:7458c48e3d15b8aaa7d575be60e1e4dd70348efcd9376656b72fecd55c59a4c3",
|
||||
"sha256:78bf638993219311377ce9836b3dc05f627a666d0dbc8cec37c0ff3c9ada673b",
|
||||
"sha256:8153705d6545fd9eb6dd2bc79301bff08825d2e2f716d5dced48daafc2d0b81f",
|
||||
"sha256:975c461accd14e89d71772e89108a050fa824c0b87a67d34cedf245f6681fc17",
|
||||
"sha256:9962957a27bfb70ab64103d0a7b42fa59c642fb4ed4cb75d0227b7bb9228535d",
|
||||
"sha256:adc3d3a3f9e59a38d923e90e20c4922fc62d1e5a03d083440468c6d8f3f1ae0a",
|
||||
"sha256:bbe3eb765a0b1e578833d243e2814b60c825b7fdbf4cdfe8e8aae8a08ed56ecf",
|
||||
"sha256:df8864824b1fe488cf778c3650ee59c3a0d8f42e53707de167ba6b4f7d35f133",
|
||||
"sha256:e45055c30a608076e31a9fcd780a956ed3b1fa20db61561b8d88b79259f526f7",
|
||||
"sha256:ee50c2142cdcf41995655d499a157d0a812fce55c97d9aad13bc1eef837ed36c"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==0.24.2"
|
||||
"version": "==0.25.3"
|
||||
},
|
||||
"pandas-datareader": {
|
||||
"hashes": [
|
||||
"sha256:6a5ad8c9ca27af148d06ac8eb526914cc12d04ae1d93af423d173279e2226c46",
|
||||
"sha256:7dee3fe6fa483c8c2ee4f1af91a65b542c5446d75a6fc25c832cad1ffca8ef0b"
|
||||
"sha256:7001a7cdeee1153e15881701bf03a3bd68931bec806e252eb6babe0ae042ec60",
|
||||
"sha256:b8766b166c84b5e103e1ac57677e8c48084b66c4e477c1d0d437ec4b759c7a92"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==0.7.0"
|
||||
"version": "==0.8.1"
|
||||
},
|
||||
"pandas-market-calendars": {
|
||||
"hashes": [
|
||||
"sha256:828178d434173f439553fa33ed3b9d40d70202f2cbf4247bb3fd42e5fcbb5acd",
|
||||
"sha256:f8fb120654314bb8f2ac447ec5a2702926409df47876cd0b8983285ee9217088"
|
||||
"sha256:7625e030dc0c522b76841378b7c72e4299fcbd1315c34ab6f3ed4243bec4eb22",
|
||||
"sha256:d661ef9f723b817b2e9dead72bc37ca03909d5087a9f6704d77645e9b1dd4db7"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==1.1"
|
||||
"version": "==1.2"
|
||||
},
|
||||
"pandocfilters": {
|
||||
"hashes": [
|
||||
@@ -444,10 +443,10 @@
|
||||
},
|
||||
"parso": {
|
||||
"hashes": [
|
||||
"sha256:17cc2d7a945eb42c3569d4564cdf49bde221bc2b552af3eca9c1aad517dcdd33",
|
||||
"sha256:2e9574cb12e7112a87253e14e2c380ce312060269d04bd018478a3c92ea9a376"
|
||||
"sha256:55cf25df1a35fd88b878715874d2c4dc1ad3f0eebd1e0266a67e1f55efccfbe1",
|
||||
"sha256:5c1f7791de6bd5dbbeac8db0ef5594b36799de198b3f7f7014643b0c5536b9d3"
|
||||
],
|
||||
"version": "==0.4.0"
|
||||
"version": "==0.5.2"
|
||||
},
|
||||
"pexpect": {
|
||||
"hashes": [
|
||||
@@ -466,24 +465,24 @@
|
||||
},
|
||||
"pluggy": {
|
||||
"hashes": [
|
||||
"sha256:0825a152ac059776623854c1543d65a4ad408eb3d33ee114dff91e57ec6ae6fc",
|
||||
"sha256:b9817417e95936bf75d85d3f8767f7df6cdde751fc40aed3bb3074cbcb77757c"
|
||||
"sha256:15b2acde666561e1298d71b523007ed7364de07029219b604cf808bfa1c765b0",
|
||||
"sha256:966c145cd83c96502c3c3868f50408687b38434af77734af1e9ca461a4081d2d"
|
||||
],
|
||||
"version": "==0.12.0"
|
||||
"version": "==0.13.1"
|
||||
},
|
||||
"prometheus-client": {
|
||||
"hashes": [
|
||||
"sha256:1b38b958750f66f208bcd9ab92a633c0c994d8859c831f7abc1f46724fcee490"
|
||||
"sha256:71cd24a2b3eb335cb800c7159f423df1bd4dcd5171b234be15e3f31ec9f622da"
|
||||
],
|
||||
"version": "==0.6.0"
|
||||
"version": "==0.7.1"
|
||||
},
|
||||
"prompt-toolkit": {
|
||||
"hashes": [
|
||||
"sha256:11adf3389a996a6d45cc277580d0d53e8a5afd281d0c9ec71b28e6f121463780",
|
||||
"sha256:2519ad1d8038fd5fc8e770362237ad0364d16a7650fb5724af6997ed5515e3c1",
|
||||
"sha256:977c6583ae813a37dc1c2e1b715892461fcbdaa57f6fc62f33a528c4886c8f55"
|
||||
"sha256:46642344ce457641f28fc9d1c9ca939b63dadf8df128b86f1b9860e59c73a5e4",
|
||||
"sha256:e7f8af9e3d70f514373bf41aa51bc33af12a6db3f71461ea47fea985defb2c31",
|
||||
"sha256:f15af68f66e664eaa559d4ac8a928111eebd5feda0c11738b5998045224829db"
|
||||
],
|
||||
"version": "==2.0.9"
|
||||
"version": "==2.0.10"
|
||||
},
|
||||
"ptyprocess": {
|
||||
"hashes": [
|
||||
@@ -495,83 +494,101 @@
|
||||
},
|
||||
"py": {
|
||||
"hashes": [
|
||||
"sha256:64f65755aee5b381cea27766a3a147c3f15b9b6b9ac88676de66ba2ae36793fa",
|
||||
"sha256:dc639b046a6e2cff5bbe40194ad65936d6ba360b52b3c3fe1d08a82dd50b5e53"
|
||||
"sha256:5e27081401262157467ad6e7f851b7aa402c5852dbcb3dae06768434de5752aa",
|
||||
"sha256:c20fdd83a5dbc0af9efd622bee9a5564e278f6380fffcacc43ba6f43db2813b0"
|
||||
],
|
||||
"version": "==1.8.0"
|
||||
"version": "==1.8.1"
|
||||
},
|
||||
"pygments": {
|
||||
"hashes": [
|
||||
"sha256:71e430bc85c88a430f000ac1d9b331d2407f681d6f6aec95e8bcfbc3df5b0127",
|
||||
"sha256:881c4c157e45f30af185c1ffe8d549d48ac9127433f2c380c24b84572ad66297"
|
||||
"sha256:2a3fe295e54a20164a9df49c75fa58526d3be48e14aceba6d6b1e8ac0bfd6f1b",
|
||||
"sha256:98c8aa5a9f778fcd1026a17361ddaf7330d1b7c62ae97c3bb0ae73e0b9b6b0fe"
|
||||
],
|
||||
"version": "==2.4.2"
|
||||
"version": "==2.5.2"
|
||||
},
|
||||
"pyparsing": {
|
||||
"hashes": [
|
||||
"sha256:4c830582a84fb022400b85429791bc551f1f4871c33f23e44f353119e92f969f",
|
||||
"sha256:c342dccb5250c08d45fd6f8b4a559613ca603b57498511740e65cd11a2e7dcec"
|
||||
],
|
||||
"version": "==2.4.6"
|
||||
},
|
||||
"pyprind": {
|
||||
"hashes": [
|
||||
"sha256:20b64d7a6ff3039e1563e41b0658fd57a4499328419f6178899c83396c985c10",
|
||||
"sha256:c46cab453b805852853dfe29fd933aa88a2a516153909c695b098e9161a9e675"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==2.11.2"
|
||||
},
|
||||
"pyrsistent": {
|
||||
"hashes": [
|
||||
"sha256:16692ee739d42cf5e39cef8d27649a8c1fdb7aa99887098f1460057c5eb75c3a"
|
||||
"sha256:f3b280d030afb652f79d67c5586157c5c1355c9a58dfc7940566e28d28f3df1b"
|
||||
],
|
||||
"version": "==0.15.2"
|
||||
"version": "==0.15.6"
|
||||
},
|
||||
"pytest": {
|
||||
"hashes": [
|
||||
"sha256:1a8aa4fa958f8f451ac5441f3ac130d9fc86ea38780dd2715e6d5c5882700b24",
|
||||
"sha256:b8bf138592384bd4e87338cb0f256bf5f615398a649d4bd83915f0e4047a5ca6"
|
||||
"sha256:6b571215b5a790f9b41f19f3531c53a45cf6bb8ef2988bc1ff9afb38270b25fa",
|
||||
"sha256:e41d489ff43948babd0fad7ad5e49b8735d5d55e26628a58673c39ff61d95de4"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==4.5.0"
|
||||
"version": "==5.3.2"
|
||||
},
|
||||
"python-dateutil": {
|
||||
"hashes": [
|
||||
"sha256:7e6584c74aeed623791615e26efd690f29817a27c73085b78e4bad02493df2fb",
|
||||
"sha256:c89805f6f4d64db21ed966fda138f8a5ed7a4fdbc1a8ee329ce1b74e3c74da9e"
|
||||
"sha256:73ebfe9dbf22e832286dafa60473e4cd239f8592f699aa5adaf10050e6e1823c",
|
||||
"sha256:75bb3f31ea686f1197762692a9ee6a7550b59fc6ca3a1f4b5d7e32fb98e2da2a"
|
||||
],
|
||||
"markers": "python_version >= '2.7'",
|
||||
"version": "==2.8.0"
|
||||
"version": "==2.8.1"
|
||||
},
|
||||
"pytz": {
|
||||
"hashes": [
|
||||
"sha256:303879e36b721603cc54604edcac9d20401bdbe31e1e4fdee5b9f98d5d31dfda",
|
||||
"sha256:d747dd3d23d77ef44c6a3526e274af6efeb0a6f1afd5a69ba4d5be4098c8e141"
|
||||
"sha256:1c557d7d0e871de1f5ccd5833f60fb2550652da6be2693c1e02300743d21500d",
|
||||
"sha256:b02c06db6cf09c12dd25137e563b31700d3b80fcc4ad23abb7a315f2789819be"
|
||||
],
|
||||
"version": "==2019.1"
|
||||
"version": "==2019.3"
|
||||
},
|
||||
"pyzmq": {
|
||||
"hashes": [
|
||||
"sha256:1651e52ed91f0736afd6d94ef9f3259b5534ce8beddb054f3d5ca989c4ef7c4f",
|
||||
"sha256:5ccb9b3d4cd20c000a9b75689d5add8cd3bce67fcbd0f8ae1b59345247d803af",
|
||||
"sha256:5e120c4cd3872e332fb35d255ad5998ebcee32ace4387b1b337416b6b90436c7",
|
||||
"sha256:5e2a3707c69a7281a9957f83718815fd74698cba31f6d69f9ed359921f662221",
|
||||
"sha256:63d51add9af8d0442dc90f916baf98fdc04e3b0a32afec4bfc83f8d85e72959f",
|
||||
"sha256:65c5a0bdc49e20f7d6b03a661f71e2fda7a99c51270cafe71598146d09810d0d",
|
||||
"sha256:66828fabe911aa545d919028441a585edb7c9c77969a5fea6722ef6e6ece38ab",
|
||||
"sha256:7d79427e82d9dad6e9b47c0b3e7ae5f9d489b1601e3a36ea629bb49501a4daf3",
|
||||
"sha256:824ee5d3078c4eae737ffc500fbf32f2b14e6ec89b26b435b7834febd70120cf",
|
||||
"sha256:89dc0a83cccec19ff3c62c091e43e66e0183d1e6b4658c16ee4e659518131494",
|
||||
"sha256:8b319805f6f7c907b101c864c3ca6cefc9db8ce0791356f180b1b644c7347e4c",
|
||||
"sha256:90facfb379ab47f94b19519c1ecc8ec8d10813b69d9c163117944948bdec5d15",
|
||||
"sha256:a0a178c7420021fc0730180a914a4b4b3092ce9696ceb8e72d0f60f8ce1655dd",
|
||||
"sha256:a7a89591ae315baccb8072f216614b3e59aed7385aef4393a6c741783d6ee9cf",
|
||||
"sha256:ba2578f0ae582452c02ed9fac2dc477b08e80ce05d2c0885becf5fff6651ccb0",
|
||||
"sha256:c69b0055c55702f5b0b6b354133e8325b9a56dbc80e1be2d240bead253fb9825",
|
||||
"sha256:ca434e1858fe222380221ddeb81e86f45522773344c9da63c311d17161df5e06",
|
||||
"sha256:d4b8ecfc3d92f114f04d5c40f60a65e5196198b827503341521dda12d8b14939",
|
||||
"sha256:d706025c47b09a54f005953ebe206f6d07a22516776faa4f509aaff681cc5468",
|
||||
"sha256:d8f27e958f8a2c0c8ffd4d8855c3ce8ac3fa1e105f0491ce31729aa2b3229740",
|
||||
"sha256:dbd264298f76b9060ce537008eb989317ca787c857e23cbd1b3ddf89f190a9b1",
|
||||
"sha256:e926d66f0df8fdbf03ba20583af0f215e475c667fb033d45fd031c66c63e34c9",
|
||||
"sha256:efc3bd48237f973a749f7312f68062f1b4ca5c2032a0673ca3ea8e46aa77187b",
|
||||
"sha256:f59bc782228777cbfe04555707a9c56d269c787ed25d6d28ed9d0fbb41cb1ad2",
|
||||
"sha256:f8da5322f4ff5f667a0d5a27e871b560c6637153c81e318b35cb012b2a98835c"
|
||||
"sha256:01b588911714a6696283de3904f564c550c9e12e8b4995e173f1011755e01086",
|
||||
"sha256:0573b9790aa26faff33fba40f25763657271d26f64bffb55a957a3d4165d6098",
|
||||
"sha256:0fa82b9fc3334478be95a5566f35f23109f763d1669bb762e3871a8fa2a4a037",
|
||||
"sha256:1e59b7b19396f26e360f41411a5d4603356d18871049cd7790f1a7d18f65fb2c",
|
||||
"sha256:2a294b4f44201bb21acc2c1a17ff87fbe57b82060b10ddb00ac03e57f3d7fcfa",
|
||||
"sha256:355b38d7dd6f884b8ee9771f59036bcd178d98539680c4f87e7ceb2c6fd057b6",
|
||||
"sha256:4b73d20aec63933bbda7957e30add233289d86d92a0bb9feb3f4746376f33527",
|
||||
"sha256:4ec47f2b50bdb97df58f1697470e5c58c3c5109289a623e30baf293481ff0166",
|
||||
"sha256:5541dc8cad3a8486d58bbed076cb113b65b5dd6b91eb94fb3e38a3d1d3022f20",
|
||||
"sha256:6fca7d11310430e751f9832257866a122edf9d7b635305c5d8c51f74a5174d3d",
|
||||
"sha256:7369656f89878455a5bcd5d56ca961884f5d096268f71c0750fc33d6732a25e5",
|
||||
"sha256:75d73ee7ca4b289a2a2dfe0e6bd8f854979fc13b3fe4ebc19381be3b04e37a4a",
|
||||
"sha256:80c928d5adcfa12346b08d31360988d843b54b94154575cccd628f1fe91446bc",
|
||||
"sha256:83ce18b133dc7e6789f64cb994e7376c5aa6b4aeced993048bf1d7f9a0fe6d3a",
|
||||
"sha256:8b8498ceee33a7023deb2f3db907ca41d6940321e282297327a9be41e3983792",
|
||||
"sha256:8c69a6cbfa94da29a34f6b16193e7c15f5d3220cb772d6d17425ff3faa063a6d",
|
||||
"sha256:8ff946b20d13a99dc5c21cb76f4b8b253eeddf3eceab4218df8825b0c65ab23d",
|
||||
"sha256:972d723a36ab6a60b7806faa5c18aa3c080b7d046c407e816a1d8673989e2485",
|
||||
"sha256:a6c9c42bbdba3f9c73aedbb7671815af1943ae8073e532c2b66efb72f39f4165",
|
||||
"sha256:aa3872f2ebfc5f9692ef8957fe69abe92d905a029c0608e45ebfcd451ad30ab5",
|
||||
"sha256:cf08435b14684f7f2ca2df32c9df38a79cdc17c20dc461927789216cb43d8363",
|
||||
"sha256:d30db4566177a6205ed1badb8dbbac3c043e91b12a2db5ef9171b318c5641b75",
|
||||
"sha256:d5ac84f38575a601ab20c1878818ffe0d09eb51d6cb8511b636da46d0fd8949a",
|
||||
"sha256:e37f22eb4bfbf69cd462c7000616e03b0cdc1b65f2d99334acad36ea0e4ddf6b",
|
||||
"sha256:e6549dd80de7b23b637f586217a4280facd14ac01e9410a037a13854a6977299",
|
||||
"sha256:ed6205ca0de035f252baa0fd26fdd2bc8a8f633f92f89ca866fd423ff26c6f25",
|
||||
"sha256:efdde21febb9b5d7a8e0b87ea2549d7e00fda1936459cfb27fb6fca0c36af6c1",
|
||||
"sha256:f4e72646bfe79ff3adbf1314906bbd2d67ef9ccc71a3a98b8b2ccbcca0ab7bec"
|
||||
],
|
||||
"version": "==18.0.1"
|
||||
"version": "==18.1.1"
|
||||
},
|
||||
"qtconsole": {
|
||||
"hashes": [
|
||||
"sha256:4af84facdd6f00a6b9b2927255f717bb23ae4b7a20ba1d9ef0a5a5a8dbe01ae2",
|
||||
"sha256:60d61d93f7d67ba2b265c6d599d413ffec21202fec999a952f658ff3a73d252b"
|
||||
"sha256:4de25b8895957d23ceacf2526b6f0a76da4e60e60115611930d387c853f3cb08",
|
||||
"sha256:654f423662e7dfe6a9b26fac8ec76aedcf742c339909ac49f1f0c1a1b744bcd1"
|
||||
],
|
||||
"version": "==4.5.1"
|
||||
"version": "==4.6.0"
|
||||
},
|
||||
"requests": {
|
||||
"hashes": [
|
||||
@@ -583,10 +600,10 @@
|
||||
},
|
||||
"s3transfer": {
|
||||
"hashes": [
|
||||
"sha256:7b9ad3213bff7d357f888e0fab5101b56fa1a0548ee77d121c3a3dbfbef4cb2e",
|
||||
"sha256:f23d5cb7d862b104401d9021fc82e5fa0e0cf57b7660a1331425aab0c691d021"
|
||||
"sha256:6efc926738a3cd576c2a79725fed9afde92378aa5c6a957e3af010cb019fac9d",
|
||||
"sha256:b780f2411b824cb541dbcd2c713d0cb61c7d1bcadae204cdddda2b35cef493ba"
|
||||
],
|
||||
"version": "==0.2.0"
|
||||
"version": "==0.2.1"
|
||||
},
|
||||
"send2trash": {
|
||||
"hashes": [
|
||||
@@ -597,93 +614,92 @@
|
||||
},
|
||||
"six": {
|
||||
"hashes": [
|
||||
"sha256:3350809f0555b11f552448330d0b52d5f24c91a322ea4a15ef22629740f3761c",
|
||||
"sha256:d16a0141ec1a18405cd4ce8b4613101da75da0e9a7aec5bdd4fa804d0e0eba73"
|
||||
"sha256:1f1b7d42e254082a9db6279deae68afb421ceba6158efa6131de7b3003ee93fd",
|
||||
"sha256:30f610279e8b2578cab6db20741130331735c781b56053c59c4076da27f06b66"
|
||||
],
|
||||
"version": "==1.12.0"
|
||||
"version": "==1.13.0"
|
||||
},
|
||||
"soupsieve": {
|
||||
"hashes": [
|
||||
"sha256:6898e82ecb03772a0d82bd0d0a10c0d6dcc342f77e0701d0ec4a8271be465ece",
|
||||
"sha256:b20eff5e564529711544066d7dc0f7661df41232ae263619dede5059799cdfca"
|
||||
"sha256:bdb0d917b03a1369ce964056fc195cfdff8819c40de04695a80bc813c3cfa1f5",
|
||||
"sha256:e2c1c5dee4a1c36bcb790e0fabd5492d874b8ebd4617622c4f6a731701060dda"
|
||||
],
|
||||
"version": "==1.9.1"
|
||||
"version": "==1.9.5"
|
||||
},
|
||||
"tables": {
|
||||
"hashes": [
|
||||
"sha256:08ebb38c46a3833acb297f4d9fbb256ed28e0671cb0edef7e4ab6b29134d2f9d",
|
||||
"sha256:102e55c6c85790ae58a202d3e1e82b78c8f3bf2ab38490f2b01d7ec9010165de",
|
||||
"sha256:1fcf8802f8715731424277ffdd1faf4428371f40aefee1f8b1a14ef8d775ded0",
|
||||
"sha256:221f1734ce6318cbf95994c574d78a3f56d57635effd474911116af20d9158cb",
|
||||
"sha256:2fcfd88df0a081e7624d80dd991f25ba23f9300950289aa5766b8625db70ec3a",
|
||||
"sha256:3354d8d7e9638b6afc8e86b8858576314abac7e8479081c55f43907532866f37",
|
||||
"sha256:39c9a942cf1179504d9fe73d00d07c3ae7b434bab822b1ad07dc345442eeb39e",
|
||||
"sha256:3f744c006dfc105a0e4674ba4bdad68c2cb9ea2dfd2bb5cb4eb43d87602e8a28",
|
||||
"sha256:45987da933b549ae5592a4da9b5bb4e6519eaeada01f2838c301c0ee5b0bc774",
|
||||
"sha256:51032a5976f65fcb076b29cd7337b272539bf034aeb1dc3e9c0d28df7d94e2e1",
|
||||
"sha256:56967b8497b1aa898b43525e95e2e8b3085f20c30f2f6638af3e59e8cdf340ac",
|
||||
"sha256:5b6035ecfff22deb7b82c35e34caa21a92134704af9b60ab006e562061f119f1",
|
||||
"sha256:5fc2813c1ef24c88483e0accfd3ce971cfa6e47bbc00538c6d5b06c9ec2675e9",
|
||||
"sha256:66880416323b9e00c88f372f57210bc716d14c63eec8afc5dbeed7701955e754",
|
||||
"sha256:6aced515f538c2c45afb3c7951df3cea3e9f37df5ef7743e233b35905b7a1d58",
|
||||
"sha256:779d51bf969626b92738847686a44aeb9d48a92af9f38b94ad7b9f455fd65f58",
|
||||
"sha256:81d036e5c1f3912698507f176499a820e0c6f1f5bf7fa135acd5dc331de95204",
|
||||
"sha256:88e2f3be1f143febc8bf8a7fe49ad51fc12518d6a1ac4eb641778d93e5dc2039",
|
||||
"sha256:9d65f20af462e1e735414937225d50e126ba4cdca91d5908b0994a3f7d457666",
|
||||
"sha256:b17af3f07c9b1afc723742c9f067fa8b3bd034676ca4eefaca8d251f22693342",
|
||||
"sha256:b22284e1d9fd4bd3ea4d357ce939078c44af4b23b9a2a3f1189a54a67a93f57a",
|
||||
"sha256:d8f4091ca8f521ddea0e7702269b87a721443439981f9ab06544e3dcd6ed314b",
|
||||
"sha256:fb7a873a86dfc801256cd295547d7fae2632a09cf37a349f9951a593a178bdc3"
|
||||
"sha256:169450bd11959c0e1c43137e768cf8b60b2a4f3b2ebf9a620e21865dc0c2d059",
|
||||
"sha256:361da30289ecdcb39b7648c786d8185f9ab08879c0a58a3fc56dab026e122d8e",
|
||||
"sha256:4628e762a8aacfa038cdae118d2d1df9a9ddd9b4a82d6993f4bcbfa7744a9f8a",
|
||||
"sha256:49a972b8a7c27a8a173aeb05f67acb45fe608b64cd8e9fa667c0962a60b71b49",
|
||||
"sha256:6055dd1d3ec03fd25c60bb93a4be396464f0640fd5845884230dae1deb7e6cc6",
|
||||
"sha256:6e13a3eaf86f9eba582a04b44929ee1585a05dd539d207a10a22374b7e4552ca",
|
||||
"sha256:7acbf0e2fb7132a40f441ebb53b53c97cee05fb88ce743afdd97c681d1d377d7",
|
||||
"sha256:8c96c5d4a9ebe34b72b918b3189954e2d5b6f87cb211d4244b7c001661d8a861",
|
||||
"sha256:8ea87231788cfd5773ffbe33f149f778f9ef4ab681149dec00cb88e1681bd299",
|
||||
"sha256:94d7ccac04277089e3bb466bf5c8f7038dd53bb8f19ea9679b7fea62c5c3ae8f",
|
||||
"sha256:950167d56b45ece117f79d839d5d55f0cb45bfca20290fa9dcd70255282f969e",
|
||||
"sha256:9d06c5fda6657698bae4fbe841204625b501ddf2e2a77131c23f3d3ac072db82",
|
||||
"sha256:acb3f905c63e437023071833744b3e5a83376dc457f413f0840d8d50dd5d402b",
|
||||
"sha256:bfdbcacffec122ce8d1b0dd6ffc3c6051bedd6081e20264fa96165d43fc78f52",
|
||||
"sha256:c0b97a7363941d9518573c217cb5bfe4b2b456748aac1e9420d3979f7d5e82d2",
|
||||
"sha256:d95faa1174653a738ac8183a95f050a29a3f69efac6e71f70cde8d717e31af17",
|
||||
"sha256:db163df08ded7804d596dee14d88397f6c55cdf4671b3992cb885c0b3890a54d",
|
||||
"sha256:ea4b41ed95953ad588bcd6e557577414e50754011430c27934daf5dbd2d52251",
|
||||
"sha256:eed1e030bb077476d585697e37f2b8e37db4157ff93b485b43f374254cff8698",
|
||||
"sha256:f1327aeef8b6c0fec5aae9f5f5a57b2d8ec98c08495fd09471b749ea46de9eb0",
|
||||
"sha256:f9c88511483c8fd39e7841fc60bc7038c96eeb87fe776092439172e1e6330f49",
|
||||
"sha256:fd63c94960f8208cb13d41033a3114c0242e7737cb578f2454c6a087c5d246ec"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==3.5.1"
|
||||
"version": "==3.6.1"
|
||||
},
|
||||
"terminado": {
|
||||
"hashes": [
|
||||
"sha256:d9d012de63acb8223ac969c17c3043337c2fcfd28f3aea1ee429b345d01ef460",
|
||||
"sha256:de08e141f83c3a0798b050ecb097ab6259c3f0331b2f7b7750c9075ced2c20c2"
|
||||
"sha256:4804a774f802306a7d9af7322193c5390f1da0abb429e082a10ef1d46e6fb2c2",
|
||||
"sha256:a43dcb3e353bc680dd0783b1d9c3fc28d529f190bc54ba9a229f72fe6e7a54d7"
|
||||
],
|
||||
"version": "==0.8.2"
|
||||
"version": "==0.8.3"
|
||||
},
|
||||
"testpath": {
|
||||
"hashes": [
|
||||
"sha256:46c89ebb683f473ffe2aab0ed9f12581d4d078308a3cb3765d79c6b2317b0109",
|
||||
"sha256:b694b3d9288dbd81685c5d2e7140b81365d46c29f5db4bc659de5aa6b98780f8"
|
||||
"sha256:60e0a3261c149755f4399a1fff7d37523179a70fdc3abdf78de9fc2604aeec7e",
|
||||
"sha256:bfcf9411ef4bf3db7579063e0546938b1edda3d69f4e1fb8756991f5951f85d4"
|
||||
],
|
||||
"version": "==0.4.2"
|
||||
"version": "==0.4.4"
|
||||
},
|
||||
"toolz": {
|
||||
"hashes": [
|
||||
"sha256:929f0a7ea7f61c178bd951bdae93920515d3fbdbafc8e6caf82d752b9b3b31c9"
|
||||
"sha256:08fdd5ef7c96480ad11c12d472de21acd32359996f69a5259299b540feba4560"
|
||||
],
|
||||
"version": "==0.9.0"
|
||||
"version": "==0.10.0"
|
||||
},
|
||||
"tornado": {
|
||||
"hashes": [
|
||||
"sha256:1174dcb84d08887b55defb2cda1986faeeea715fff189ef3dc44cce99f5fca6b",
|
||||
"sha256:2613fab506bd2aedb3722c8c64c17f8f74f4070afed6eea17f20b2115e445aec",
|
||||
"sha256:44b82bc1146a24e5b9853d04c142576b4e8fa7a92f2e30bc364a85d1f75c4de2",
|
||||
"sha256:457fcbee4df737d2defc181b9073758d73f54a6cfc1f280533ff48831b39f4a8",
|
||||
"sha256:49603e1a6e24104961497ad0c07c799aec1caac7400a6762b687e74c8206677d",
|
||||
"sha256:8c2f40b99a8153893793559919a355d7b74649a11e59f411b0b0a1793e160bc0",
|
||||
"sha256:e1d897889c3b5a829426b7d52828fb37b28bc181cd598624e65c8be40ee3f7fa"
|
||||
"sha256:349884248c36801afa19e342a77cc4458caca694b0eda633f5878e458a44cb2c",
|
||||
"sha256:398e0d35e086ba38a0427c3b37f4337327231942e731edaa6e9fd1865bbd6f60",
|
||||
"sha256:4e73ef678b1a859f0cb29e1d895526a20ea64b5ffd510a2307b5998c7df24281",
|
||||
"sha256:559bce3d31484b665259f50cd94c5c28b961b09315ccd838f284687245f416e5",
|
||||
"sha256:abbe53a39734ef4aba061fca54e30c6b4639d3e1f59653f0da37a0003de148c7",
|
||||
"sha256:c845db36ba616912074c5b1ee897f8e0124df269468f25e4fe21fe72f6edd7a9",
|
||||
"sha256:c9399267c926a4e7c418baa5cbe91c7d1cf362d505a1ef898fde44a07c9dd8a5"
|
||||
],
|
||||
"version": "==6.0.2"
|
||||
"version": "==6.0.3"
|
||||
},
|
||||
"traitlets": {
|
||||
"hashes": [
|
||||
"sha256:9c4bd2d267b7153df9152698efb1050a5d84982d3384a37b2c1f7723ba3e7835",
|
||||
"sha256:c6cb5e6f57c5a9bdaa40fa71ce7b4af30298fbab9ece9815b5d995ab6217c7d9"
|
||||
"sha256:70b4c6a1d9019d7b4f6846832288f86998aa3b9207c6821f3578a6a6a467fe44",
|
||||
"sha256:d023ee369ddd2763310e4c3eae1ff649689440d4ae59d7485eb4cfbbe3e359f7"
|
||||
],
|
||||
"version": "==4.3.2"
|
||||
"version": "==4.3.3"
|
||||
},
|
||||
"urllib3": {
|
||||
"hashes": [
|
||||
"sha256:b246607a25ac80bedac05c6f282e3cdaf3afb65420fd024ac94435cabe6e18d1",
|
||||
"sha256:dbe59173209418ae49d485b87d1681aefa36252ee85884c31346debd19463232"
|
||||
"sha256:a8a318824cc77d1fd4b2bec2ded92646630d7fe8619497b142c84a9e6f5a7293",
|
||||
"sha256:f3c5fd51747d450d4dcf6f923c81f78f811aab8205fda64b0aba34a4e48b0745"
|
||||
],
|
||||
"markers": "python_version >= '3.4'",
|
||||
"version": "==1.25.3"
|
||||
"version": "==1.25.7"
|
||||
},
|
||||
"wcwidth": {
|
||||
"hashes": [
|
||||
@@ -701,23 +717,17 @@
|
||||
},
|
||||
"widgetsnbextension": {
|
||||
"hashes": [
|
||||
"sha256:14b2c65f9940c9a7d3b70adbe713dbd38b5ec69724eebaba034d1036cf3d4740",
|
||||
"sha256:fa618be8435447a017fd1bf2c7ae922d0428056cfc7449f7a8641edf76b48265"
|
||||
"sha256:079f87d87270bce047512400efd70238820751a11d2d8cb137a5a5bdbaf255c7",
|
||||
"sha256:bd314f8ceb488571a5ffea6cc5b9fc6cba0adaf88a9d2386b93a489751938bcd"
|
||||
],
|
||||
"version": "==3.4.2"
|
||||
},
|
||||
"wrapt": {
|
||||
"hashes": [
|
||||
"sha256:4aea003270831cceb8a90ff27c4031da6ead7ec1886023b80ce0dfe0adf61533"
|
||||
],
|
||||
"version": "==1.11.1"
|
||||
"version": "==3.5.1"
|
||||
},
|
||||
"zipp": {
|
||||
"hashes": [
|
||||
"sha256:8c1019c6aad13642199fbe458275ad6a84907634cc9f0989877ccc4a2840139d",
|
||||
"sha256:ca943a7e809cc12257001ccfb99e3563da9af99d52f261725e96dfe0f9275bc3"
|
||||
"sha256:3718b1cbcd963c7d4c5511a8240812904164b7f381b647143a89d3b98f9bcd8e",
|
||||
"sha256:f06903e9f1f43b12d371004b4ac7b06ab39a44adc747266928ae6debfa7b3335"
|
||||
],
|
||||
"version": "==0.5.1"
|
||||
"version": "==0.6.0"
|
||||
}
|
||||
},
|
||||
"develop": {
|
||||
@@ -730,11 +740,11 @@
|
||||
},
|
||||
"flake8": {
|
||||
"hashes": [
|
||||
"sha256:859996073f341f2670741b51ec1e67a01da142831aa1fdc6242dbf88dffbe661",
|
||||
"sha256:a796a115208f5c03b18f332f7c11729812c8c3ded6c46319c59b53efd3819da8"
|
||||
"sha256:45681a117ecc81e870cbf1262835ae4af5e7a8b08e40b944a8a6e6b895914cfb",
|
||||
"sha256:49356e766643ad15072a789a20915d3c91dc89fd313ccd71802303fd67e4deca"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==3.7.7"
|
||||
"version": "==3.7.9"
|
||||
},
|
||||
"mccabe": {
|
||||
"hashes": [
|
||||
@@ -759,11 +769,11 @@
|
||||
},
|
||||
"yapf": {
|
||||
"hashes": [
|
||||
"sha256:34f6f80c446dcb2c44bd644c4037a2024b6645e293a4c9c4521983dd0bb247a1",
|
||||
"sha256:613deba14233623ff3432d9d5032631b5f600be97b39f66932cbe67648bfa8ea"
|
||||
"sha256:712e23c468506bf12cadd10169f852572ecc61b266258422d45aaf4ad7ef43de",
|
||||
"sha256:cad8a272c6001b3401de3278238fdc54997b6c2e56baa751788915f879a52fca"
|
||||
],
|
||||
"index": "pypi",
|
||||
"version": "==0.27.0"
|
||||
"version": "==0.29.0"
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
+11
-13
@@ -1,4 +1,5 @@
|
||||
import pandas as pd
|
||||
import pyprind
|
||||
|
||||
from .strategy import Strategy
|
||||
from .datahandler import HistoricalOptionsData
|
||||
@@ -48,25 +49,23 @@ class Backtest:
|
||||
|
||||
index = pd.MultiIndex.from_product(
|
||||
[[l.name for l in self._strategy.legs],
|
||||
[
|
||||
'contract', 'underlying', 'expiration', 'type', 'strike',
|
||||
'cost', 'date', 'order'
|
||||
]])
|
||||
['contract', 'underlying', 'expiration', 'type', 'strike', 'cost', 'date', 'order']])
|
||||
index_totals = pd.MultiIndex.from_product([['totals'], ['cost']])
|
||||
self.inventory = pd.DataFrame(columns=index.append(index_totals))
|
||||
self.trade_log = pd.DataFrame()
|
||||
|
||||
data_iterator = self._data.iter_months(
|
||||
) if monthly else self._data.iter_dates()
|
||||
data_iterator = self._data.iter_months() if monthly else self._data.iter_dates()
|
||||
bar = pyprind.ProgBar(data_iterator.ngroups, bar_char='█')
|
||||
|
||||
for _date, options in data_iterator:
|
||||
entry_signals = self._strategy.filter_entries(
|
||||
options, self.inventory)
|
||||
entry_signals = self._strategy.filter_entries(options, self.inventory)
|
||||
exit_signals = self._strategy.filter_exits(options, self.inventory)
|
||||
|
||||
self._execute_exit(exit_signals)
|
||||
self._execute_entry(entry_signals)
|
||||
|
||||
bar.update()
|
||||
|
||||
return self.trade_log
|
||||
|
||||
def _execute_entry(self, entry_signals):
|
||||
@@ -92,12 +91,11 @@ class Backtest:
|
||||
"""Returns a dictionary containing the orders to execute."""
|
||||
|
||||
if not entry_signals.empty:
|
||||
costs = entry_signals['totals']['cost']
|
||||
return entry_signals.loc[costs.idxmin():costs.idxmin()], costs.min(
|
||||
)
|
||||
# costs = entry_signals['totals']['cost']
|
||||
# return entry_signals.loc[costs.idxmin():costs.idxmin()], costs.min()
|
||||
return entry_signals.iloc[0], entry_signals.iloc[0]['totals']['cost']
|
||||
else:
|
||||
return entry_signals, 0
|
||||
|
||||
def __repr__(self):
|
||||
return "Backtest(capital={}, strategy={})".format(
|
||||
self.capital, self._strategy)
|
||||
return "Backtest(capital={}, strategy={})".format(self.capital, self._strategy)
|
||||
|
||||
@@ -1,4 +1,3 @@
|
||||
from .strategy import Strategy, Condition
|
||||
from .strategy_leg import StrategyLeg
|
||||
# from .straddle import Straddle
|
||||
from .strangle import Strangle
|
||||
from .straddle import Straddle
|
||||
|
||||
@@ -0,0 +1,41 @@
|
||||
from .strategy_leg import StrategyLeg
|
||||
from .strategy import Strategy
|
||||
from backtester.option import Direction, Type
|
||||
|
||||
|
||||
class Straddle(Strategy):
|
||||
def __init__(self,
|
||||
schema,
|
||||
name,
|
||||
underlying,
|
||||
dte_entry_range,
|
||||
dte_exit,
|
||||
atm_pct=(0.05, 0.05),
|
||||
exit_thresholds=(float('inf'), float('inf')),
|
||||
qty=1,
|
||||
shares_per_contract=100):
|
||||
assert (name.lower() == 'short' or name.lower() == 'long')
|
||||
super().__init__(schema, qty, shares_per_contract)
|
||||
direction = Direction.SELL if name.lower() == 'short' else Direction.BUY
|
||||
|
||||
leg1 = StrategyLeg(
|
||||
"leg_1",
|
||||
schema,
|
||||
option_type=Type.CALL,
|
||||
direction=direction,
|
||||
)
|
||||
leg1.entry_filter = (schema.underlying == underlying) & (schema.dte >= dte_entry_range[0]) & (
|
||||
schema.dte <= dte_entry_range[1]) & (schema.strike >= schema.underlying_last *
|
||||
(1 - atm_pct[0])) & (schema.strike <= schema.underlying_last *
|
||||
(1 + atm_pct[1]))
|
||||
leg1.exit_filter = (schema.dte <= dte_exit)
|
||||
|
||||
leg2 = StrategyLeg("leg_2", schema, option_type=Type.PUT, direction=direction)
|
||||
leg2.entry_filter = (schema.underlying == underlying) & (schema.dte >= dte_entry_range[0]) & (
|
||||
schema.dte <= dte_entry_range[1]) & (schema.strike >= schema.underlying_last *
|
||||
(1 - atm_pct[0])) & (schema.strike <= schema.underlying_last *
|
||||
(1 + atm_pct[1]))
|
||||
leg2.exit_filter = (schema.dte <= dte_exit)
|
||||
|
||||
self.add_legs([leg1, leg2])
|
||||
self.add_exit_thresholds(exit_thresholds[0], exit_thresholds[1])
|
||||
@@ -18,6 +18,7 @@ class Strategy:
|
||||
Takes in a number of `StrategyLeg`'s (option contracts), and filters that determine
|
||||
entry and exit conditions.
|
||||
"""
|
||||
|
||||
def __init__(self, schema, qty=1, shares_per_contract=100):
|
||||
assert isinstance(schema, Schema)
|
||||
self.schema = schema
|
||||
|
||||
+1209
-374
File diff suppressed because one or more lines are too long
+1
-1
@@ -2,7 +2,7 @@
|
||||
"cells": [
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 77,
|
||||
"execution_count": 1,
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
|
||||
Reference in New Issue
Block a user