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Author SHA1 Message Date
Juan Pablo Amoroso d790c8e6ff Moved Order enum to signal module. Created Signal (ENTRY | EXIT) enum. 2019-06-04 16:39:30 -03:00
Juan Pablo Amoroso 1a27d150db Improved field composition. 2019-06-04 16:33:46 -03:00
Juan Pablo Amoroso 096878dddb Added ability to combine fields to create complex filters. 2019-06-04 15:49:02 -03:00
Juan Pablo Amoroso 35fc06d723 Added method to allow iteration over dates. Data object passes unimplemented method calls to underlying pd.DataFrame. 2019-06-04 15:46:27 -03:00
Juan Pablo Amoroso a6dd0a1e86 Removed unused legacy code. 2019-06-04 15:43:50 -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 1b4846b652 Added apply_filter method to datahandler. Fixed schema updates for __setitem__ calls 2019-05-31 16:11:08 -03:00
Juan Pablo Amoroso a0eb881d50 Added membership check (*in*) to Schema 2019-05-31 16:08:57 -03:00
Juan Pablo Amoroso 20d45677b6 Now using attribute notation to build filters and brackets to get schema mappings 2019-05-31 11:20:05 -03:00
Juan Pablo Amoroso 7914c72158 Added pytables dependency to handle HDF5 files 2019-05-30 15:37:31 -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 b1e6589ee6 Increased verbosity of pytest 2019-05-30 14:02:31 -03:00
Juan Pablo Amoroso a3b49bfceb Fixed filter composition with or. Now takes account of operator precedence 2019-05-30 12:27:36 -03:00
Juan Pablo Amoroso 16436dc124 Added tests for filter. Added pytest dependency. 2019-05-30 11:42:52 -03:00
Juan Pablo Amoroso 5a4085a816 Working on data handlers. Added Schema class for validation and Filter class to build querys 2019-05-28 18:24:34 -03:00
Federico Carrone 5d1005d26e Merge pull request #18 from lambdaclass/contributing 
Contributing doc
 2019-05-17 21:43:00 +00:00
Juan Pablo Amoroso 36fde6b769 First draft of contribution document 2019-05-16 18:26:47 -03:00
Juan Pablo Amoroso 22011b7cd1 Added flake8 and yapf dependencies 2019-05-16 14:18:12 -03:00
Juan Pablo Amoroso 9af977a031 Added alert system 2019-05-13 17:28:34 -03:00
Juan Pablo Amoroso 5ae3b91424 Added first draft of backtester 2019-05-13 15:35:59 -03:00
Juan Pablo Amoroso 34925b8bee Added data_scraper 2019-05-13 15:28:23 -03:00
Federico Carrone 6b0f7e2d32 Initial commit 2019-05-08 11:48:05 -03:00