 Juan Pablo Amoroso
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7ed9c11f82
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Merge pull request #74 from lambdaclass/options-test
options test branch cleaned up
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2020-03-25 17:31:34 -03:00 |
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Camilo1704
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a726063637
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data settings moved to conftest
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2020-03-25 17:28:23 -03:00 |
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Camilo1704
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feb426876e
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linter error fixed
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2020-03-25 16:43:41 -03:00 |
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Camilo1704
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899b0ff340
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test branch cleaned up
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2020-03-25 16:10:05 -03:00 |
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Javier Rodríguez Chatruc
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799c3b6f3f
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Merge pull request #73 from lambdaclass/fixing-cash-calculation
Fixing cash calculation
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2020-03-25 14:09:21 -03:00 |
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Camilo1704
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f063ffc983
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sign of qty changed in trade_log
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2020-03-25 14:04:23 -03:00 |
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Camilo1704
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53af4c0464
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cash calculations modified
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2020-03-25 13:11:45 -03:00 |
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Juan Pablo Amoroso
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d8899f4879
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Merge pull request #71 from lambdaclass/sell-some-options-bugfix
Fixed a bug caused by using integer position instead of index in sell…
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2020-03-25 11:28:51 -03:00 |
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Javier Rodríguez Chatruc
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dfefb79198
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Fixed a bug caused by using integer position instead of index in sell_some_options
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2020-03-20 18:54:15 -03:00 |
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Juan Pablo Amoroso
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f504e1b5ed
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Merge pull request #70 from lambdaclass/organize-repo
Organized repo
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2020-03-20 17:05:07 -03:00 |
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Juan Pablo Amoroso
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61bcce5a67
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Merge pull request #69 from lambdaclass/disaggregated-stock-qty
Disaggregated stock qty
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2020-03-20 16:40:00 -03:00 |
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Javier Rodríguez Chatruc
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97c0ebe6cc
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Removed old run_benchmark file
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2020-03-20 16:38:08 -03:00 |
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Juan Pablo Amoroso
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3696e8219b
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Added Travis badge
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2020-03-20 16:31:12 -03:00 |
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Juan Pablo Amoroso
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9c357496c6
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Updated README
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2020-03-20 16:26:36 -03:00 |
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Juan Pablo Amoroso
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2677eedccc
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Added jupyter notebook target
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2020-03-20 16:26:17 -03:00 |
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Juan Pablo Amoroso
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59def63d6a
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Removed asset backtester
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2020-03-20 15:48:08 -03:00 |
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Juan Pablo Amoroso
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562e43bd63
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Removed data_scraper
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2020-03-20 15:47:25 -03:00 |
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Juan Pablo Amoroso
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be20c56478
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Moved alert system to new repo: lambdaclass/alert
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2020-03-20 15:44:09 -03:00 |
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Javier Rodríguez Chatruc
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de0fed75cd
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Modified test_backtest to keep only the balance columns used for the test
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2020-03-20 15:04:58 -03:00 |
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Camilo Plata
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7586609a08
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Merge pull request #68 from lambdaclass/ci-notebook-test
Ci notebook test
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2020-03-20 14:58:57 -03:00 |
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Juan Pablo Amoroso
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5ca3b05402
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Moved lint step to before_script.
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2020-03-20 14:23:49 -03:00 |
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Juan Pablo Amoroso
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a6c8a3f58d
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Removed obsolete test file.
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2020-03-20 14:18:04 -03:00 |
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Juan Pablo Amoroso
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99d39c5bdc
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make install now installs dev dependencies aswell.
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2020-03-20 13:51:44 -03:00 |
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Juan Pablo Amoroso
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0e55dd51e5
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Refactored pyfolio notebook
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2020-03-20 13:35:30 -03:00 |
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Juan Pablo Amoroso
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3d1575b2da
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Added travis config.
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2020-03-20 13:33:21 -03:00 |
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Juan Pablo Amoroso
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501e64cc39
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Updated Makefile. Removed old targets.
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2020-03-20 13:33:08 -03:00 |
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Juan Pablo Amoroso
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32548530ca
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Updated Pipfile. Removed unused dependencies.
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2020-03-20 13:28:03 -03:00 |
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Juan Pablo Amoroso
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82b6fc6b7b
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Flake8 changes:
- Ignore error W504 (break line on operator)
- Ignore unused import in stats.py (used for pandas query)
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2020-03-20 13:24:47 -03:00 |
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Javier Rodríguez Chatruc
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8adde5bac6
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Merge pull request #65 from lambdaclass/sell-options-fix
sell_some_options fixed
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2020-03-20 12:36:15 -03:00 |
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Javier Rodríguez Chatruc
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3124aa8a56
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Changed variable names to improve readability
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2020-03-20 12:33:52 -03:00 |
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Camilo1704
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636b807be1
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fixed exit cost in trade_log when exiting options
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2020-03-20 11:58:23 -03:00 |
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Javier Rodríguez Chatruc
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0569f34e1f
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Balance now has stock qty disaggregated by symbol
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2020-03-20 11:53:14 -03:00 |
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Juan Pablo Amoroso
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2789c206c9
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Sample backtest notebook.
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2020-03-20 11:20:45 -03:00 |
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Juan Pablo Amoroso
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5cc0aabf7c
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Removed unused imports
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2020-03-20 11:20:45 -03:00 |
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Juan Pablo Amoroso
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a743a506b4
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Merge pull request #66 from lambdaclass/better-example
merged_bt_example now has a more thorough explanation of the backtester
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2020-03-20 11:18:41 -03:00 |
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Camilo1704
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5b87075c22
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order and costs in trade_log modified in sell_some_options exits
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2020-03-19 18:48:41 -03:00 |
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Javier Rodríguez Chatruc
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2ec5cff32e
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merged_bt_example now has a more thorough explanation of the backtester
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2020-03-19 16:23:10 -03:00 |
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Juan Pablo Amoroso
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63e307b0fa
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Merge pull request #58 from lambdaclass/global-test
Added global test
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2020-03-19 16:14:43 -03:00 |
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Juan Pablo Amoroso
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0f1637fac0
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Renamed test_data.csv to test_data_options.csv
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2020-03-19 16:11:53 -03:00 |
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Juan Pablo Amoroso
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e0272074da
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Added only options test
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2020-03-19 15:11:23 -03:00 |
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Camilo1704
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87d34df284
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sell_some_options fixed
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2020-03-19 14:39:58 -03:00 |
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Juan Pablo Amoroso
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ff70bf12eb
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Add constant price sma test
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2020-03-19 14:36:11 -03:00 |
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Juan Pablo Amoroso
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87ada8c0cb
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Merge pull request #64 from lambdaclass/fill-na-balance
update_balance now fills nan values with zero when computing options …
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2020-03-19 13:43:30 -03:00 |
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Javier Rodríguez Chatruc
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eba533c912
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Merge pull request #62 from lambdaclass/remove-asserts
Removed unnecessary asserts
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2020-03-19 12:27:43 -03:00 |
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Javier Rodríguez Chatruc
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4fdcbbfd63
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update_balance now fills nan values with zero when computing options balance
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2020-03-19 12:10:41 -03:00 |
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Juan Pablo Amoroso
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5eccfcad37
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Removed unnecessary asserts
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2020-03-19 11:52:24 -03:00 |
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Javier Rodríguez Chatruc
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0b73e73b6a
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Merge pull request #59 from lambdaclass/pyfolio_example
Pyfolio example
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2020-03-18 18:06:39 -03:00 |
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Javier Rodríguez Chatruc
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565931c062
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Added tests for buy_stocks, current_stock_capital and sma
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2020-03-18 18:04:06 -03:00 |
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Juan Pablo Amoroso
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bb0a294c86
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Added only cash test
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2020-03-18 17:48:40 -03:00 |
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Juan Pablo Amoroso
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045e15e078
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Merge branch 'master' into global-test
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2020-03-18 17:46:48 -03:00 |
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