Merge branch 'asset-backtester' of github.com:lambdaclass/options_backtester into asset-backtester

asset_backtester/backtester.py

@@ -1,14 +1,14 @@
 import pandas as pd
 import pyprind
-import numpy as np
 from .portfolio import Portfolio
 
 
 class Backtest:
-    def __init__(self, schema):
+    def __init__(self, schema, initial_capital=1_000_000):
         self.schema = schema
         self._portfolio = None
         self._data = None
+        self.initial_capital = initial_capital
 
     @property
     def portfolio(self):
@@ -27,13 +27,13 @@ class Backtest:
     def data(self, data):
         self._data = data
 
-    def run(self, initial_capital=1_000_000, periods=1, sma_days=None):
+    def run(self, periods=1, sma_days=None):
         """Runs a backtest and returns a dataframe with the daily balance"""
         assert self._data is not None
         assert self._portfolio is not None
 
         self.current_capital = 0
-        self.current_cash = initial_capital
+        self.current_cash = self.initial_capital
         self.inventory = pd.DataFrame(columns=['symbol', 'cost', 'qty'])
         self.balance = pd.DataFrame()
         if sma_days:

backtester/datahandler/schema.py

@@ -4,8 +4,8 @@ class Schema:
     """
 
     columns = [
-        "underlying", "underlying_last", "date", "contract", "type",
-        "expiration", "strike", "bid", "ask", "volume", "open_interest"
+        "underlying", "underlying_last", "date", "contract", "type", "expiration", "strike", "bid", "ask", "volume",
+        "open_interest"
     ]
 
     def canonical():
@@ -42,8 +42,7 @@ class Schema:
         return iter(self._mappings.items())
 
     def __repr__(self):
-        return "Schema({})".format(
-            [Field(k, m) for k, m in self._mappings.items()])
+        return "Schema({})".format([Field(k, m) for k, m in self._mappings.items()])
 
     def __eq__(self, other):
         return self._mappings == other._mappings
@@ -60,6 +59,7 @@ class Field:
 
     def _create_filter(self, op, other):
         if isinstance(other, Field):
+
             query = Field._format_query(self.mapping, op, other.mapping)
         else:
             query = Field._format_query(self.mapping, op, other)
@@ -68,8 +68,7 @@ class Field:
     def _combine_fields(self, op, other, invert=False):
         if isinstance(other, Field):
             name = Field._format_query(self.name, op, other.name, invert)
-            mapping = Field._format_query(self.mapping, op, other.mapping,
-                                          invert)
+            mapping = Field._format_query(self.mapping, op, other.mapping, invert)
         elif isinstance(other, (int, float)):
             name = Field._format_query(self.name, op, other, invert)
             mapping = Field._format_query(self.mapping, op, other, invert)