wassname/options_backtester
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Moved Order enum to signal module. Created Signal (ENTRY | EXIT) enum.

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This commit is contained in:
Juan Pablo Amoroso
2019-06-04 16:39:30 -03:00
parent 1a27d150db
commit d790c8e6ff
2 changed files with 21 additions and 7 deletions
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backtester/option.py
-7
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@@ -3,10 +3,3 @@ from enum import Enum
Type = Enum("Type", {"CALL": "call", "PUT": "put"})
Direction = Enum("Direction", {"BUY": "ask", "SELL": "bid"})
# Orders:
# BTO: Buy to Open
# BTC: Buy to Close
# STO: Sell to Open
# STC: Sell to Close
Order = Enum("Order", "BTO BTC STO STC")