Files
options_backtester/backtester/strategy/strategy.py
T

142 lines
4.5 KiB
Python

from collections import namedtuple
import pandas as pd
from backtester.datahandler import Schema
from .strategy_leg import StrategyLeg
from .signal import Signal, get_order
Condition = namedtuple('Condition', 'fields legs tolerance')
class Strategy:
"""Options strategy class.
Takes in a number of `legs` (option contracts), and filters that determine
entry and exit conditions.
"""
def __init__(self, schema):
assert isinstance(schema, Schema)
self.schema = schema
self.legs = []
self.conditions = []
self.entries = set()
def add_leg(self, leg):
"""Adds leg to the strategy"""
assert isinstance(leg, StrategyLeg)
assert self.schema == leg.schema
self.legs.append(leg)
return self
def add_legs(self, legs):
"""Adds legs to the strategy"""
for leg in legs:
assert isinstance(leg, StrategyLeg)
assert self.schema == leg.schema
self.legs.extend(legs)
return self
def remove_leg(self, leg_number):
"""Removes leg from the strategy"""
self.legs.pop(leg_number)
return self
def clear_legs(self):
"""Removes *all* legs from the strategy"""
self.legs = []
return self
def add_condition(self, fields, legs=None, tolerance=0.0):
"""Adds a condition that all legs in `legs` should have the same value for `fields`"""
assert all((f in self.schema for f in fields))
if legs:
assert all(legs, lambda l: l in self.legs)
else:
legs = self.legs
self.conditions.append(Condition(fields, legs, tolerance))
def register_entry(self, contract, price):
"""Allows the Backtester to register entries in order to allow exiting on
given profit/loss levels"""
self.entries.add(contract)
def signals(self, data):
"""Iterates over `data` and yields a tuple of
`(date, entry_signals, exit_signals)` for each time step.
"""
assert self.schema == data.schema
for date, group in data.iter_dates():
entry_legs = self._filter_legs(group, signal=Signal.ENTRY)
if any(df.empty for df in entry_legs):
entry_df = pd.DataFrame()
else:
entry_df = pd.concat(entry_legs, axis=1)
exit_legs = self._filter_legs(group, signal=Signal.EXIT)
exit_df = pd.concat(exit_legs, axis=1)
entry_df.legs = exit_df.legs = exit_df.columns.levels[0]
yield (date, entry_df, exit_df)
def _filter_legs(self, data, signal=Signal.ENTRY):
"""Returns a list of `pd.DataFrame`.
Each dataframe contains signals for each leg in the strategy.
"""
schema = self.schema
dfs = []
for number, leg in enumerate(self.legs, start=1):
if signal == Signal.ENTRY:
flt = leg.entry_filter
price = leg.direction.value
else:
flt = leg.exit_filter
price = (~leg.direction).value
df = flt(data)
fields = {
schema["contract"]: "contract",
schema["underlying"]: "underlying",
schema["expiration"]: "expiration",
schema["type"]: "type",
schema["strike"]: "strike",
schema[price]: "price"
}
subset_df = df.loc[:, fields.keys()]
subset_df.rename(columns=fields, inplace=True)
order = get_order(leg.direction, signal)
subset_df["order"] = order.name
dfs.append(subset_df.reset_index(drop=True))
return self._apply_conditions(dfs)
def _apply_conditions(self, dfs):
"""Applies conditions on the specified legs."""
for condition in self.conditions:
condition_idx = None
for df in dfs:
df.set_index(condition.fields, inplace=True)
if condition_idx is not None:
condition_idx = condition_idx.intersection(df.index)
else:
condition_idx = df.index
for i in range(len(dfs)):
dfs[i] = dfs[i].loc[condition_idx]
dfs[i].reset_index(inplace=True)
for i in range(len(dfs)):
dfs[i].columns = pd.MultiIndex.from_product(
[["leg_{}".format(i + 1)], dfs[i].columns])
return dfs
def __repr__(self):
return "Strategy(legs={}, conditions={})".format(
self.legs, self.conditions)