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

..

__init__.py

Fixed backtester's method

2020-01-07 14:42:15 -03:00

signal.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

strangle.py

Replaced straddle class with the more general strangle and moved 'date' column to 'totals' index

2020-01-07 10:58:42 -03:00

strategy_leg.py

Refactored filter_exits method in Strategy. Moved date iteration to Backtester

2019-12-17 10:13:47 -03:00

strategy.py

Added daily/monthly balance (pd.DataFrame that keeps track of the value of current positions)

2020-01-08 16:11:45 -03:00