wassname/options_backtester
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sell_some_options fixed

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Camilo1704
2020-03-19 14:39:58 -03:00
parent 87ada8c0cb
commit 87d34df284
1 changed files with 12 additions and 6 deletions
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backtester/backtester.py
+12 -6
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@@ -195,13 +195,19 @@ class Backtest:
sold = 0
total_costs = sum([options_value[i]['cost'] for i in range(len(options_value))])
for i, (contract_per_row, inventory_row) in enumerate(zip(total_costs, self._options_inventory.iterrows())):
if to_sell - sold < -contract_per_row * inventory_row[1]['totals']['qty']:
qty_to_sell = to_sell // contract_per_row
self._options_inventory.at[i, ('totals', 'date')] = date
self._options_inventory.at[i, ('totals', 'qty')] += qty_to_sell
sold -= (qty_to_sell * contract_per_row)
if (to_sell - sold < -contract_per_row * inventory_row[1]['totals']['qty']) and (to_sell - sold) > 0:
qty_to_sell = (to_sell - sold) // contract_per_row
if qty_to_sell != 0:
trade_log_append = self._options_inventory.iloc[i].copy()
trade_log_append['totals', 'qty'] = qty_to_sell
trade_log_append['totals', 'date'] = date
self.trade_log = self.trade_log.append(trade_log_append, ignore_index=True)
self._options_inventory.at[i, ('totals', 'date')] = date
self._options_inventory.at[i, ('totals', 'qty')] += qty_to_sell
self.current_cash -= sold
sold += (qty_to_sell * contract_per_row)
self.current_cash += sold - to_sell
def _current_stock_capital(self, stocks):
"""Return the current value of the stocks inventory.