wassname/options_backtester
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d790c8e6ffbc3763a4fefeee3cf17dbfca690b17
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5 Commits
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 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 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