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wassname
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options_backtester
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3de145c5bfa03126071eee6de6b6db4e3459a843
options_backtester
/
backtester
T
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Juan Pablo Amoroso
3de145c5bf
Added daily/monthly balance (pd.DataFrame that keeps track of the value of current positions)
2020-01-08 16:11:45 -03:00
..
datahandler
Added daily/monthly balance (pd.DataFrame that keeps track of the value of current positions)
2020-01-08 16:11:45 -03:00
demos
Fixed monthly data iterator to return correct dates and moved data cleanup notebook to 'backtester/demos/'
2020-01-07 16:27:26 -03:00
statistics
Added first draft of backtester
2019-05-13 15:35:59 -03:00
strategy
Added daily/monthly balance (pd.DataFrame that keeps track of the value of current positions)
2020-01-08 16:11:45 -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
Added daily/monthly balance (pd.DataFrame that keeps track of the value of current positions)
2020-01-08 16:11:45 -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
