14 Commits

Include renames

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	8a26e32d0f	Working on Strategy implementation. Added Historical Options Data handler.	2019-05-30 15:36:53 -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
Juan Pablo Amoroso	5ae3b91424	Added first draft of backtester	2019-05-13 15:35:59 -03:00