Camilo1704 9d206b2a9a Long (ATM) straddle example added

2020-01-16 10:50:49 -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

examples

Long (ATM) straddle example added

2020-01-16 10:50:49 -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 costs being calculated before imputing missing contracts

2020-01-13 10:40:21 -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 avg P&L giving incorrect values

2020-01-14 15:32:25 -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