Juan Pablo Amoroso 32b7d7a974 Keep record of initial capital

2019-12-30 18:43:07 -03:00

..

datahandler

Fixed monthly iteration. Changed default enter and exit profit thresholds to math.inf

2019-12-27 13:05:11 -03:00

demos

Moved demo notebook to ./backtester/demos/

2019-12-30 18:42:15 -03:00

statistics

Added first draft of backtester

2019-05-13 15:35:59 -03:00

strategy

Added straddle class, monthly iteration example in demo and progress bar

2019-12-27 18:28:37 -03:00

test

Added more tests for Filter and Field classes.

2019-06-04 17:39:14 -03:00

__init__.py

First working version of backtester. See notebook demo in /backtester/demos

2019-06-07 11:42:00 -03:00

backtester.py

Keep record of initial capital

2019-12-30 18:43:07 -03:00

option.py

Removed code to manage possible missing contracts and changed trade log structure to resemble the inventory

2019-12-19 16:06:16 -03:00