Juan Pablo Amoroso 35fc06d723 Added method to allow iteration over dates. Data object passes unimplemented method calls to underlying pd.DataFrame.

2019-06-04 15:46:27 -03:00

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datahandler

Added method to allow iteration over dates. Data object passes unimplemented method calls to underlying pd.DataFrame.

2019-06-04 15:46:27 -03:00

portfolio

Added first draft of backtester

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

statistics

Added first draft of backtester

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

strategy

Removed unused legacy code.

2019-06-04 15:43:50 -03:00

test

Fixed filter composition with or. Now takes account of operator precedence

2019-05-30 12:27:36 -03:00

__init__.py

Added first draft of backtester

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

__main__.py

Added first draft of backtester

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

backtester.py

Added first draft of backtester

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

option.py

Created StrategyLeg class from previous OptionContract. Option enums moved to separate module

2019-05-31 16:14:51 -03:00