Juan Pablo Amoroso 59f16bac08 Fixed monthly iteration. Changed default enter and exit profit thresholds to math.inf

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

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datahandler

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

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

demos

Fixed a few things and added exit price thresholds as user input

2019-12-02 11:22:15 -03:00

statistics

Added first draft of backtester

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

strategy

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

2019-12-27 13:05:11 -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 notebooks for data cleanup and demo

2019-12-26 15:57:16 -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