Juan Pablo Amoroso 29561e2b0c Moved initial capital to Backtest constructor. Fixed Schema fields

2020-02-06 18:32:39 -03:00

..

datahandler

Moved initial capital to Backtest constructor. Fixed Schema fields

2020-02-06 18:32:39 -03:00

examples

names changed

2020-01-16 15:18:07 -03:00

statistics

Strategy now immediately exits when there are missing contracts with the cost imputed

2020-01-10 19:04:55 -03:00

strategy

Fixed exit_candidates return value sometimes not having the correct index

2020-01-16 12:45:51 -03:00

test

Added unit test for backtester

2020-01-22 17:24:22 -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

Summary's largest loss can no longer be negative

2020-01-23 17:50:14 -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