wassname/options_backtester
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Commit Graph
12 Commits
Author SHA1 Message Date
Juan Pablo Amoroso a846c7af54 Fix strategy's __init__ imports 2020-03-04 17:12:21 -03:00
Juan Pablo Amoroso 65a8ca1d76 Refactored Strategy and Backtest classes. Moved entry and exit signal filters to Backtest. 2020-03-04 14:20:58 -03:00
Juan Pablo Amoroso 65740b5fcc Fixed imports 2020-02-11 15:34:10 -03:00
Juan Pablo Amoroso dd667440f4 Fixed backtester's method 2020-01-07 14:42:15 -03:00
Javier Rodríguez Chatruc 7cf17ec307 Removed straddle from __init__ file 2020-01-07 11:00:43 -03:00
Javier Rodríguez Chatruc b7576e87c7 Replaced straddle class with the more general strangle and moved 'date' column to 'totals' index 2020-01-07 10:58:42 -03:00
Javier Rodríguez Chatruc 3f39b36005 Added straddle class, monthly iteration example in demo and progress bar 2019-12-27 18:28:37 -03:00
Juan Pablo Amoroso b1a0596afb Added conditions checking to Strategy 2019-11-26 17:18:26 -03:00
Javier Rodríguez Chatruc 5fa8ae97c8 Added strangle and option for reading csv 2019-11-08 10:53:48 -03:00
Juan Pablo Amoroso f953826b80 Created StrategyLeg class from previous OptionContract. Option enums moved to separate module 2019-05-31 16:14:51 -03:00
Juan Pablo Amoroso 8a26e32d0f Working on Strategy implementation. Added Historical Options Data handler. 2019-05-30 15:36:53 -03:00
Juan Pablo Amoroso 5ae3b91424 Added first draft of backtester 2019-05-13 15:35:59 -03:00