Javier Rodríguez Chatruc d1298903fc Fixed exit costs being calculated before imputing missing contracts

2020-01-13 10:40:21 -03:00

..

__init__.py

Fixed backtester's method

2020-01-07 14:42:15 -03:00

signal.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

strangle.py

Replaced straddle class with the more general strangle and moved 'date' column to 'totals' index

2020-01-07 10:58:42 -03:00

strategy_leg.py

Refactored filter_exits method in Strategy. Moved date iteration to Backtester

2019-12-17 10:13:47 -03:00

strategy.py

Fixed exit costs being calculated before imputing missing contracts

2020-01-13 10:40:21 -03:00