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wassname/options_backtester
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mirror of https://github.com/wassname/options_backtester.git synced 2026-08-12 12:20:14 +08:00
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0def0373b65430eea0d7423a1a4e91683987be02
options_backtester/backtester
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History
Javier Rodríguez Chatruc 0def0373b6 Balance now updates in batch on rebalancing days
2020-03-04 15:27:00 -03:00
..
datahandler
Refactored Strategy and Backtest classes. Moved entry and exit signal filters to Backtest.
2020-03-04 14:20:58 -03:00
examples
Fixed a few things and added a notebook example of merged bt
2020-03-02 12:21:27 -03:00
statistics
Strategy now immediately exits when there are missing contracts with the cost imputed
2020-01-10 19:04:55 -03:00
strategy
Refactored Strategy and Backtest classes. Moved entry and exit signal filters to Backtest.
2020-03-04 14:20:58 -03:00
test
Added unit test for backtester
2020-01-22 17:24:22 -03:00
__init__.py
Fixed a few things and added a notebook example of merged bt
2020-03-02 12:21:27 -03:00
backtester.py
Balance now updates in batch on rebalancing days
2020-03-04 15:27:00 -03:00
enums.py
Moved enums to a single module
2020-02-11 15:22:43 -03:00
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