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wassname
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options_backtester
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6068af240fbd421a3d85a61dd9b921515e26a2ae
options_backtester
/
backtester
T
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Juan Pablo Amoroso
6068af240f
Data cleanup v2. Removes ~%12 of the contracts
2020-01-10 13:54:35 -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
Data cleanup v2. Removes ~%12 of the contracts
2020-01-10 13:54:35 -03:00
statistics
Changed returns_histogram and monthly_returns_heatmap to work with bt.balance
2020-01-09 12:38:03 -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
Accumulated returns now start at 1 instead of 0
2020-01-08 16:24:49 -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
