From 87d34df2849810438f39eac7a15ae6bcd43c6b8f Mon Sep 17 00:00:00 2001 From: Camilo1704 Date: Thu, 19 Mar 2020 14:39:58 -0300 Subject: [PATCH] sell_some_options fixed --- backtester/backtester.py | 18 ++++++++++++------ 1 file changed, 12 insertions(+), 6 deletions(-) diff --git a/backtester/backtester.py b/backtester/backtester.py index dd39223..e437907 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -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.