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Commit Graph

  • 107b740777 deleting unnecesary files Catalina Syddall 2019-08-02 17:57:19 -03:00
  • a969a7634e changing notification channel Catalina Syddall 2019-08-02 17:56:47 -03:00
  • d36abd14e5 changing expected columns Catalina Syddall 2019-08-02 17:54:06 -03:00
  • 7f7827dcfe fixing bugs on test Catalina Syddall 2019-08-02 17:52:47 -03:00
  • 8903bda2bd Updating symbol list Catalina Syddall 2019-07-30 10:55:30 -03:00
  • 91f4b90406 eliminating blank space Catalina Syddall 2019-07-23 17:56:52 -03:00
  • a86e99e641 changing channel on notifications Catalina Syddall 2019-07-23 17:49:28 -03:00
  • e8c6d118e2 fixing bug on tests and cboe.py Catalina Syddall 2019-07-23 17:48:11 -03:00
  • cb41086f74 adding details on test Catalina Syddall 2019-07-22 16:12:13 -03:00
  • 148ffc9ea1 adding retry function with tests Catalina Syddall 2019-07-22 16:08:03 -03:00
  • 2a148ba584 Merge pull request #41 from catalinasy/master Federico Carrone 2019-07-19 21:18:00 +02:00
  • c0aae9c480 eliminating comments Catalina Syddall 2019-07-16 18:12:35 -03:00
  • ca4e17c852 changing notifications on scraper Catalina Syddall 2019-07-16 18:11:19 -03:00
  • 435a7cadc0 Fixed bug when checking for contracts in exit signals. Updated demo notebook Juan Pablo Amoroso 2019-06-07 17:24:52 -03:00
  • 2c59fe7a91 First working version of backtester. See notebook demo in /backtester/demos Juan Pablo Amoroso 2019-06-07 11:42:00 -03:00
  • 8edc657bc3 Added more tests for Filter and Field classes. Juan Pablo Amoroso 2019-06-04 17:39:14 -03:00
  • c2b8f4adba Strategy class implements run method that yields dataframes with entry and exit signals for each time period in data. Juan Pablo Amoroso 2019-06-04 16:41:45 -03:00
  • d790c8e6ff Moved Order enum to signal module. Created Signal (ENTRY | EXIT) enum. Juan Pablo Amoroso 2019-06-04 16:39:30 -03:00
  • 1a27d150db Improved field composition. Juan Pablo Amoroso 2019-06-04 16:33:46 -03:00
  • 096878dddb Added ability to combine fields to create complex filters. Juan Pablo Amoroso 2019-06-04 15:49:02 -03:00
  • 35fc06d723 Added method to allow iteration over dates. Data object passes unimplemented method calls to underlying pd.DataFrame. Juan Pablo Amoroso 2019-06-04 15:46:27 -03:00
  • a6dd0a1e86 Removed unused legacy code. Juan Pablo Amoroso 2019-06-04 15:43:50 -03:00
  • 2302fea3d1 Merge pull request #31 from lambdaclass/data_scraper Juan Pablo Amoroso 2019-05-31 18:52:09 -03:00
  • 3387a191b8 Running backup regardless of whether aggregate fails or succeeds Juan Pablo Amoroso 2019-05-31 17:25:08 -03:00
  • 45eac371a8 Fixed slack notifications for aggregate task. Now sends one notification for the total number of symbols failed Juan Pablo Amoroso 2019-05-31 17:24:18 -03:00
  • e0194cb4db Now using pytest to run tests Juan Pablo Amoroso 2019-05-31 17:22:54 -03:00
  • f953826b80 Created StrategyLeg class from previous OptionContract. Option enums moved to separate module Juan Pablo Amoroso 2019-05-31 16:14:51 -03:00
  • 1b4846b652 Added apply_filter method to datahandler. Fixed schema updates for __setitem__ calls Juan Pablo Amoroso 2019-05-31 16:11:08 -03:00
  • a0eb881d50 Added membership check (*in*) to Schema Juan Pablo Amoroso 2019-05-31 16:08:57 -03:00
  • 20d45677b6 Now using attribute notation to build filters and brackets to get schema mappings Juan Pablo Amoroso 2019-05-31 11:20:05 -03:00
  • 7914c72158 Added pytables dependency to handle HDF5 files Juan Pablo Amoroso 2019-05-30 15:37:31 -03:00
  • 8a26e32d0f Working on Strategy implementation. Added Historical Options Data handler. Juan Pablo Amoroso 2019-05-30 15:36:53 -03:00
  • b1e6589ee6 Increased verbosity of pytest Juan Pablo Amoroso 2019-05-30 14:02:31 -03:00
  • a3b49bfceb Fixed filter composition with or. Now takes account of operator precedence Juan Pablo Amoroso 2019-05-30 12:27:36 -03:00
  • 16436dc124 Added tests for filter. Added pytest dependency. Juan Pablo Amoroso 2019-05-30 11:42:52 -03:00
  • 5a4085a816 Working on data handlers. Added Schema class for validation and Filter class to build querys Juan Pablo Amoroso 2019-05-28 18:24:34 -03:00
  • b783c63f59 Update README.md Federico Carrone 2019-05-26 17:20:21 +00:00
  • 0400429348 Merge pull request #19 from lambdaclass/data_scraper Federico Carrone 2019-05-23 19:40:00 +00:00
  • 815c271a4a Changed status report message. Now displays count for successfully scraped symbols, and count plus symbol name for unsuccessful attempts Juan Pablo Amoroso 2019-05-22 18:22:08 -03:00
  • 5d1005d26e Merge pull request #18 from lambdaclass/contributing Federico Carrone 2019-05-17 21:43:00 +00:00
  • 36fde6b769 First draft of contribution document Juan Pablo Amoroso 2019-05-16 18:26:47 -03:00
  • 22011b7cd1 Added flake8 and yapf dependencies Juan Pablo Amoroso 2019-05-16 14:18:12 -03:00
  • 9af977a031 Added alert system Juan Pablo Amoroso 2019-05-13 17:28:34 -03:00
  • 5ae3b91424 Added first draft of backtester Juan Pablo Amoroso 2019-05-13 15:35:59 -03:00
  • 34925b8bee Added data_scraper Juan Pablo Amoroso 2019-05-13 15:27:17 -03:00
  • 6b0f7e2d32 Initial commit Federico Carrone 2019-05-08 11:48:05 -03:00