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wassname/options_backtester
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mirror of https://github.com/wassname/options_backtester.git synced 2026-08-17 11:23:12 +08:00
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6a403986658d5426b2ae254aa352b51a97bc1930
options_backtester/backtester
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Javier Rodríguez Chatruc 6a40398665 Fixed monthly data iterator to return correct dates and moved data cleanup notebook to 'backtester/demos/'
2020-01-07 16:27:26 -03:00
..
datahandler
Fixed monthly data iterator to return correct dates and moved data cleanup notebook to 'backtester/demos/'
2020-01-07 16:27:26 -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
Fixed backtester's method
2020-01-07 14:42:15 -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
Fixed backtester's method
2020-01-07 14:42:15 -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
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