Removed unused legacy code.

backtester/event.py

@@ -1,34 +0,0 @@
-class Event():
-    """
-    Event is base class providing an interface for all subsequent
-    (inherited) events, that will trigger further events in the
-    trading infrastructure.
-    """
-    pass
-
-
-class MarketEvent(Event):
-    """
-    Handles the event of receiving a new market update with
-    corresponding bars.
-    """
-
-    def __init__(self):
-        self.type = "MARKET"
-
-
-class SignalEvent(Event):
-    """
-    Handles the event of receiving a signal form the Strategy
-    object.
-    Portfolio object processes buy/sell orders.
-    """
-
-    def __init__(self, symbol, direction, strength):
-        """symbol: ticker symbol
-        direction: BUY | SELL
-        strength: (%Win chance, Win/Loss ratio)"""
-        self.type = "SIGNAL"
-        self.symbol = symbol
-        self.direction = direction
-        self.strength = strength

backtester/strategy/balanced.py

@@ -1,29 +0,0 @@
-from .strategy import Strategy
-from ..event import SignalEvent
-
-
-class Balanced(Strategy):
-    """Balanced portfolio strategy.
-    Inspired by Ray Dalio's all weather portfolio.
-    """
-
-    def __init__(self,
-                 data_handler,
-                 events,
-                 symbols=[
-                     "VOO", "GLD", "VNQ", "VNQI", "TLT", "TIP", "BNDX", "EEM",
-                     "RJI"
-                 ]):
-        self.data_handler = data_handler
-        self.symbols = symbols
-        self.events = events
-        self._bought = False
-
-    def generate_signals(self, event):
-        if not self._bought:
-            for symbol in self.symbols:
-                buy_signal = SignalEvent(
-                    symbol=symbol, direction="BUY", strength=(1.0, 100))
-                self.events.put(buy_signal)
-
-            self._bought = True

backtester/strategy/benchmark.py

@@ -1,18 +0,0 @@
-from .strategy import Strategy
-from ..event import SignalEvent
-
-
-class Benchmark(Strategy):
-    """Simple buy and hold SPX strategy"""
-
-    def __init__(self, data_handler, events):
-        self.data_handler = data_handler
-        self.events = events
-        self._bought = False
-
-    def generate_signals(self, event):
-        if not self._bought:
-            buy_signal = SignalEvent(
-                symbol="SPX", direction="BUY", strength=(1.0, 100))
-            self.events.put(buy_signal)
-            self._bought = True

backtester/utils.py

@@ -1,15 +0,0 @@
-import os
-
-
-def get_data_dir():
-    """Reads data path from environment variable $OPTIONS_DATA_PATH.
-    If it is not set, defaults to `data/`
-    """
-
-    if "OPTIONS_DATA_PATH" in os.environ:
-        data_dir = os.path.expanduser(os.environ["OPTIONS_DATA_PATH"])
-    else:
-        data_dir = "data"
-        os.mkdir(data_dir)
-
-    return data_dir