195 Commits

Author SHA1 Message Date
wassname 16394d5c3e fixed 2022-07-08 22:43:37 +08:00
wassname 6764b03b04 make it a package, get it working with my data 2022-07-04 13:19:01 +08:00
Federico Carrone 46efd30e40 Merge pull request #81 from lambdaclass/readme-fix
Readme fix
2020-10-13 11:58:10 -03:00
Javier Rodríguez Chatruc 10f963ad7c Fix other table 2020-10-13 11:36:23 -03:00
Javier Rodríguez Chatruc 436ad502c1 Fix html showing up in README 2020-10-13 11:35:17 -03:00
Juan Pablo Amoroso b2fd11142b Merge pull request #80 from lambdaclass/readme-example
Add README toy example that can be run
2020-10-05 13:43:45 -03:00
Javier Rodríguez Chatruc edddd89543 Simplified README code 2020-10-05 13:35:36 -03:00
Javier Rodríguez Chatruc 43944447d9 Added README toy example that can be run 2020-10-05 13:07:46 -03:00
Juan Pablo Amoroso 45eadb2cd5 Merge pull request #78 from lambdaclass/bleach-dependabot
Updated Pipfile.lock and added .python-version file for dependabot
2020-04-02 14:13:07 -03:00
Javier Rodríguez Chatruc 32d8ca8dce Updated Pipfile.lock and added .python-version file for dependabot 2020-04-02 10:53:10 -03:00
Javier Rodríguez Chatruc c6e5b768e3 Merge pull request #76 from lambdaclass/selling-options-fix
fixed sell 1 entry case and test added
2020-03-26 15:58:13 -03:00
Camilo1704 aa266c0638 fixed sell 1 entry case and test added 2020-03-26 15:50:28 -03:00
Juan Pablo Amoroso 1f63da74b2 Merge pull request #72 from lambdaclass/notebook-update
Updated example notebooks
2020-03-25 17:33:55 -03:00
Juan Pablo Amoroso 7ed9c11f82 Merge pull request #74 from lambdaclass/options-test
options test branch cleaned up
2020-03-25 17:31:34 -03:00
Camilo1704 a726063637 data settings moved to conftest 2020-03-25 17:28:23 -03:00
Camilo1704 feb426876e linter error fixed 2020-03-25 16:43:41 -03:00
Camilo1704 899b0ff340 test branch cleaned up 2020-03-25 16:10:05 -03:00
Javier Rodríguez Chatruc 799c3b6f3f Merge pull request #73 from lambdaclass/fixing-cash-calculation
Fixing cash calculation
2020-03-25 14:09:21 -03:00
Camilo1704 f063ffc983 sign of qty changed in trade_log 2020-03-25 14:04:23 -03:00
Camilo1704 53af4c0464 cash calculations modified 2020-03-25 13:11:45 -03:00
Juan Pablo Amoroso d8899f4879 Merge pull request #71 from lambdaclass/sell-some-options-bugfix
Fixed a bug caused by using integer position instead of index in sell…
2020-03-25 11:28:51 -03:00
Javier Rodríguez Chatruc 1bda04d30b Updated example notebooks 2020-03-25 10:54:25 -03:00
Javier Rodríguez Chatruc dfefb79198 Fixed a bug caused by using integer position instead of index in sell_some_options 2020-03-20 18:54:15 -03:00
Juan Pablo Amoroso f504e1b5ed Merge pull request #70 from lambdaclass/organize-repo
Organized repo
2020-03-20 17:05:07 -03:00
Juan Pablo Amoroso 61bcce5a67 Merge pull request #69 from lambdaclass/disaggregated-stock-qty
Disaggregated stock qty
2020-03-20 16:40:00 -03:00
Javier Rodríguez Chatruc 97c0ebe6cc Removed old run_benchmark file 2020-03-20 16:38:08 -03:00
Juan Pablo Amoroso 3696e8219b Added Travis badge 2020-03-20 16:31:12 -03:00
Juan Pablo Amoroso 9c357496c6 Updated README 2020-03-20 16:26:36 -03:00
Juan Pablo Amoroso 2677eedccc Added jupyter notebook target 2020-03-20 16:26:17 -03:00
Juan Pablo Amoroso 59def63d6a Removed asset backtester 2020-03-20 15:48:08 -03:00
Juan Pablo Amoroso 562e43bd63 Removed data_scraper 2020-03-20 15:47:25 -03:00
Juan Pablo Amoroso be20c56478 Moved alert system to new repo: lambdaclass/alert 2020-03-20 15:44:09 -03:00
Javier Rodríguez Chatruc de0fed75cd Modified test_backtest to keep only the balance columns used for the test 2020-03-20 15:04:58 -03:00
Camilo Plata 7586609a08 Merge pull request #68 from lambdaclass/ci-notebook-test
Ci notebook test
2020-03-20 14:58:57 -03:00
Juan Pablo Amoroso 5ca3b05402 Moved lint step to before_script. 2020-03-20 14:23:49 -03:00
Juan Pablo Amoroso a6c8a3f58d Removed obsolete test file. 2020-03-20 14:18:04 -03:00
Juan Pablo Amoroso 99d39c5bdc make install now installs dev dependencies aswell. 2020-03-20 13:51:44 -03:00
Juan Pablo Amoroso 0e55dd51e5 Refactored pyfolio notebook 2020-03-20 13:35:30 -03:00
Juan Pablo Amoroso 3d1575b2da Added travis config. 2020-03-20 13:33:21 -03:00
Juan Pablo Amoroso 501e64cc39 Updated Makefile. Removed old targets. 2020-03-20 13:33:08 -03:00
Juan Pablo Amoroso 32548530ca Updated Pipfile. Removed unused dependencies. 2020-03-20 13:28:03 -03:00
Juan Pablo Amoroso 82b6fc6b7b Flake8 changes:
- Ignore error W504 (break line on operator)
	- Ignore unused import in stats.py (used for pandas query)
2020-03-20 13:24:47 -03:00
Javier Rodríguez Chatruc 8adde5bac6 Merge pull request #65 from lambdaclass/sell-options-fix
sell_some_options fixed
2020-03-20 12:36:15 -03:00
Javier Rodríguez Chatruc 3124aa8a56 Changed variable names to improve readability 2020-03-20 12:33:52 -03:00
Camilo1704 636b807be1 fixed exit cost in trade_log when exiting options 2020-03-20 11:58:23 -03:00
Javier Rodríguez Chatruc 0569f34e1f Balance now has stock qty disaggregated by symbol 2020-03-20 11:53:14 -03:00
Juan Pablo Amoroso 2789c206c9 Sample backtest notebook. 2020-03-20 11:20:45 -03:00
Juan Pablo Amoroso 5cc0aabf7c Removed unused imports 2020-03-20 11:20:45 -03:00
Juan Pablo Amoroso a743a506b4 Merge pull request #66 from lambdaclass/better-example
merged_bt_example now has a more thorough explanation of the backtester
2020-03-20 11:18:41 -03:00
Camilo1704 5b87075c22 order and costs in trade_log modified in sell_some_options exits 2020-03-19 18:48:41 -03:00