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dependabot/pip/bleach-3.3.0

dependabot/pip/lxml-4.6.2

dependabot/pip/notebook-6.1.5

dependabot/pip/py-1.10.0

dependabot/pip/pygments-2.7.4

dependabot/pip/urllib3-1.26.5

master

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• 16394d5c3e fixed master wassname 2022-07-08 22:43:37 +08:00
• 6764b03b04 make it a package, get it working with my data wassname 2022-07-04 13:19:01 +08:00
• 2ecf7ceb25 Bump urllib3 from 1.25.8 to 1.26.5 dependabot/pip/urllib3-1.26.5 dependabot[bot] 2021-06-02 00:14:01 +00:00
• bb0d776af9 Bump py from 1.8.1 to 1.10.0 dependabot/pip/py-1.10.0 dependabot[bot] 2021-04-20 18:29:50 +00:00
• 1075f82ca7 Bump pygments from 2.6.1 to 2.7.4 dependabot/pip/pygments-2.7.4 dependabot[bot] 2021-03-29 19:42:00 +00:00
• 1916d3adf2 Bump bleach from 3.1.4 to 3.3.0 dependabot/pip/bleach-3.3.0 dependabot[bot] 2021-02-02 22:22:37 +00:00
• 8a060888b6 Bump lxml from 4.5.0 to 4.6.2 dependabot/pip/lxml-4.6.2 dependabot[bot] 2021-01-07 23:08:36 +00:00
• a4c728cc63 Bump notebook from 6.0.3 to 6.1.5 dependabot/pip/notebook-6.1.5 dependabot[bot] 2020-11-18 21:59:56 +00:00
• 46efd30e40 Merge pull request #81 from lambdaclass/readme-fix Federico Carrone 2020-10-13 11:58:10 -03:00
• 10f963ad7c Fix other table Javier Rodríguez Chatruc 2020-10-13 11:36:23 -03:00
• 436ad502c1 Fix html showing up in README Javier Rodríguez Chatruc 2020-10-13 11:35:17 -03:00
• b2fd11142b Merge pull request #80 from lambdaclass/readme-example Juan Pablo Amoroso 2020-10-05 13:43:45 -03:00
• edddd89543 Simplified README code Javier Rodríguez Chatruc 2020-10-05 13:35:36 -03:00
• 43944447d9 Added README toy example that can be run Javier Rodríguez Chatruc 2020-10-05 13:07:46 -03:00
• 45eadb2cd5 Merge pull request #78 from lambdaclass/bleach-dependabot Juan Pablo Amoroso 2020-04-02 14:13:07 -03:00
• 32d8ca8dce Updated Pipfile.lock and added .python-version file for dependabot Javier Rodríguez Chatruc 2020-04-02 10:53:10 -03:00
• c6e5b768e3 Merge pull request #76 from lambdaclass/selling-options-fix Javier Rodríguez Chatruc 2020-03-26 15:58:13 -03:00
• aa266c0638 fixed sell 1 entry case and test added Camilo1704 2020-03-26 15:50:28 -03:00
• 1f63da74b2 Merge pull request #72 from lambdaclass/notebook-update Juan Pablo Amoroso 2020-03-25 17:33:55 -03:00
• 7ed9c11f82 Merge pull request #74 from lambdaclass/options-test Juan Pablo Amoroso 2020-03-25 17:31:34 -03:00
• a726063637 data settings moved to conftest Camilo1704 2020-03-25 17:28:23 -03:00
• feb426876e linter error fixed Camilo1704 2020-03-25 16:43:41 -03:00
• 899b0ff340 test branch cleaned up Camilo1704 2020-03-25 16:10:05 -03:00
• 799c3b6f3f Merge pull request #73 from lambdaclass/fixing-cash-calculation Javier Rodríguez Chatruc 2020-03-25 14:09:21 -03:00
• f063ffc983 sign of qty changed in trade_log Camilo1704 2020-03-25 14:04:23 -03:00
• 53af4c0464 cash calculations modified Camilo1704 2020-03-25 13:11:45 -03:00
• d8899f4879 Merge pull request #71 from lambdaclass/sell-some-options-bugfix Juan Pablo Amoroso 2020-03-25 11:28:51 -03:00
• 1bda04d30b Updated example notebooks Javier Rodríguez Chatruc 2020-03-25 10:54:25 -03:00
• dfefb79198 Fixed a bug caused by using integer position instead of index in sell_some_options Javier Rodríguez Chatruc 2020-03-20 18:54:15 -03:00
• f504e1b5ed Merge pull request #70 from lambdaclass/organize-repo Juan Pablo Amoroso 2020-03-20 17:05:07 -03:00
• 61bcce5a67 Merge pull request #69 from lambdaclass/disaggregated-stock-qty Juan Pablo Amoroso 2020-03-20 16:40:00 -03:00
• 97c0ebe6cc Removed old run_benchmark file Javier Rodríguez Chatruc 2020-03-20 16:38:08 -03:00
• 3696e8219b Added Travis badge Juan Pablo Amoroso 2020-03-20 16:31:12 -03:00
• 9c357496c6 Updated README Juan Pablo Amoroso 2020-03-20 16:26:36 -03:00
• 2677eedccc Added jupyter notebook target Juan Pablo Amoroso 2020-03-20 16:26:17 -03:00
• 59def63d6a Removed asset backtester Juan Pablo Amoroso 2020-03-20 15:48:08 -03:00
• 562e43bd63 Removed data_scraper Juan Pablo Amoroso 2020-03-20 15:47:25 -03:00
• be20c56478 Moved alert system to new repo: lambdaclass/alert Juan Pablo Amoroso 2020-03-20 15:44:09 -03:00
• de0fed75cd Modified test_backtest to keep only the balance columns used for the test Javier Rodríguez Chatruc 2020-03-20 15:04:58 -03:00
• 7586609a08 Merge pull request #68 from lambdaclass/ci-notebook-test Camilo Plata 2020-03-20 14:58:57 -03:00
• 5ca3b05402 Moved lint step to before_script. Juan Pablo Amoroso 2020-03-20 14:23:49 -03:00
• a6c8a3f58d Removed obsolete test file. Juan Pablo Amoroso 2020-03-20 14:18:04 -03:00
• 99d39c5bdc make install now installs dev dependencies aswell. Juan Pablo Amoroso 2020-03-20 13:51:44 -03:00
• 0e55dd51e5 Refactored pyfolio notebook Juan Pablo Amoroso 2020-03-20 13:35:30 -03:00
• 3d1575b2da Added travis config. Juan Pablo Amoroso 2020-03-20 13:33:21 -03:00
• 501e64cc39 Updated Makefile. Removed old targets. Juan Pablo Amoroso 2020-03-20 13:33:08 -03:00
• 32548530ca Updated Pipfile. Removed unused dependencies. Juan Pablo Amoroso 2020-03-20 13:28:03 -03:00
• 82b6fc6b7b Flake8 changes: Juan Pablo Amoroso 2020-03-20 13:24:47 -03:00
• 8adde5bac6 Merge pull request #65 from lambdaclass/sell-options-fix Javier Rodríguez Chatruc 2020-03-20 12:36:15 -03:00
• 3124aa8a56 Changed variable names to improve readability Javier Rodríguez Chatruc 2020-03-20 12:33:52 -03:00
• 636b807be1 fixed exit cost in trade_log when exiting options Camilo1704 2020-03-20 11:58:23 -03:00
• 0569f34e1f Balance now has stock qty disaggregated by symbol Javier Rodríguez Chatruc 2020-03-20 11:53:14 -03:00
• 2789c206c9 Sample backtest notebook. Juan Pablo Amoroso 2020-03-19 19:14:19 -03:00
• 5cc0aabf7c Removed unused imports Juan Pablo Amoroso 2020-03-19 17:37:56 -03:00
• a743a506b4 Merge pull request #66 from lambdaclass/better-example Juan Pablo Amoroso 2020-03-20 11:18:41 -03:00
• 5b87075c22 order and costs in trade_log modified in sell_some_options exits Camilo1704 2020-03-19 18:48:41 -03:00
• 2ec5cff32e merged_bt_example now has a more thorough explanation of the backtester Javier Rodríguez Chatruc 2020-03-19 16:23:10 -03:00
• 63e307b0fa Merge pull request #58 from lambdaclass/global-test Juan Pablo Amoroso 2020-03-19 16:14:43 -03:00
• 0f1637fac0 Renamed test_data.csv to test_data_options.csv Juan Pablo Amoroso 2020-03-19 16:11:53 -03:00
• e0272074da Added only options test Juan Pablo Amoroso 2020-03-19 15:11:23 -03:00
• 87d34df284 sell_some_options fixed Camilo1704 2020-03-19 14:39:58 -03:00
• ff70bf12eb Add constant price sma test Juan Pablo Amoroso 2020-03-19 14:36:11 -03:00
• 87ada8c0cb Merge pull request #64 from lambdaclass/fill-na-balance Juan Pablo Amoroso 2020-03-19 13:43:30 -03:00
• eba533c912 Merge pull request #62 from lambdaclass/remove-asserts Javier Rodríguez Chatruc 2020-03-19 12:27:43 -03:00
• 4fdcbbfd63 update_balance now fills nan values with zero when computing options balance Javier Rodríguez Chatruc 2020-03-19 12:10:41 -03:00
• 5eccfcad37 Removed unnecessary asserts Juan Pablo Amoroso 2020-03-19 11:52:24 -03:00
• 0b73e73b6a Merge pull request #59 from lambdaclass/pyfolio_example Javier Rodríguez Chatruc 2020-03-18 18:06:39 -03:00
• 565931c062 Added tests for buy_stocks, current_stock_capital and sma Javier Rodríguez Chatruc 2020-03-18 18:04:06 -03:00
• bb0a294c86 Added only cash test Juan Pablo Amoroso 2020-03-18 17:48:40 -03:00
• 045e15e078 Merge branch 'master' into global-test Juan Pablo Amoroso 2020-03-18 17:46:48 -03:00
• 0de9bf630e Merge pull request #61 from lambdaclass/rebalance-fix Javier Rodríguez Chatruc 2020-03-18 17:42:20 -03:00
• c6c7b16dcd Changed the way self.current_cash is updated Juan Pablo Amoroso 2020-03-18 16:40:36 -03:00
• 43acbfef49 Merge pull request #60 from lambdaclass/fix-sma-calculation Javier Rodríguez Chatruc 2020-03-18 14:57:16 -03:00
• fc5dc145b4 fixed sma calculation Camilo1704 2020-03-18 14:54:49 -03:00
• d8011a4418 Added Ivy portfolio data Juan Pablo Amoroso 2020-03-18 12:04:20 -03:00
• 13557f9a54 Added only stocks test Juan Pablo Amoroso 2020-03-17 19:16:39 -03:00
• 3bc8ad30df merged_bt_example with pyfolio plots Camilo1704 2020-03-17 17:34:59 -03:00
• de05f055ae Merge branch 'master' into global-test Juan Pablo Amoroso 2020-03-17 17:21:51 -03:00
• c50025a21c Merge pull request #56 from lambdaclass/drop-entries-with-0-qty Javier Rodríguez Chatruc 2020-03-17 17:07:36 -03:00
• 349253a410 pyfolio graphs added Camilo1704 2020-03-17 16:42:07 -03:00
• be56c8e1a0 Merge pull request #57 from lambdaclass/rebalancing_days Javier Rodríguez Chatruc 2020-03-17 16:02:53 -03:00
• 55356ff56d Added global test Javier Rodríguez Chatruc 2020-03-17 15:40:23 -03:00
• fff5455894 rebalancing days calculation with days in data Camilo1704 2020-03-17 15:01:16 -03:00
• 36e46d3187 Various fixes Javier Rodríguez Chatruc 2020-03-17 10:51:36 -03:00
• 3698358124 Flake8 now ignores star import errors Juan Pablo Amoroso 2020-03-16 19:40:20 -03:00
• 21ee9134d2 Drop entry signals with qty == 0. _buy_stocks and _sell_some_options now update self.current_cash Juan Pablo Amoroso 2020-03-16 19:39:48 -03:00
• cb00fc528b Merge pull request #54 from lambdaclass/dependabot/pip/bleach-3.1.1 Juan Pablo Amoroso 2020-03-16 17:41:23 -03:00
• 2ac9a38615 Merge pull request #44 from catalinasy/master dependabot[bot] 2020-03-16 20:32:21 +00:00
• 8f0c2a7523 Moved 2legs example to backtester/examples Juan Pablo Amoroso 2020-03-16 17:17:25 -03:00
• a066915750 Fixed options capital not being added to cash if there were no entries in a rebalance day Javier Rodríguez Chatruc 2020-03-16 17:02:50 -03:00
• 98ea3dd12b Fixed exit costs being computed incorrectly and filter tests not working Javier Rodríguez Chatruc 2020-03-16 12:12:49 -03:00
• e014840fb1 delete _sell_options & minor fix in signs Camilo1704 2020-03-13 18:23:11 -03:00
• 240fab3d25 sign added in current_cash calculation Camilo1704 2020-03-13 11:52:17 -03:00
• 53687030e9 Fixed sign issue in update_balance Javier Rodríguez Chatruc 2020-03-13 11:00:02 -03:00
• f23aa0ee01 rebalance modified Camilo1704 2020-03-12 19:00:53 -03:00
• e16dc77508 Fixed update balance not working if there were multiple contracts on the inventory Javier Rodríguez Chatruc 2020-03-04 18:48:57 -03:00
• a846c7af54 Fix strategy's __init__ imports Juan Pablo Amoroso 2020-03-04 17:12:21 -03:00
• bbfebab645 Fixed __init__ imports (solves unused import warning from flake8). Juan Pablo Amoroso 2020-03-04 17:08:39 -03:00
• 2a9484b4be Moved summary method to backtester.statistics Juan Pablo Amoroso 2020-03-04 16:03:51 -03:00
• 262e2aad0d Fixed total capital's first value being NaN Javier Rodríguez Chatruc 2020-03-04 15:51:51 -03:00