Javier Rodríguez Chatruc b7576e87c7 Replaced straddle class with the more general strangle and moved 'date' column to 'totals' index

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

..

datahandler

Fixed monthly iteration. Changed default enter and exit profit thresholds to math.inf

2019-12-27 13:05:11 -03:00

demos

Changed summary method because of merge inconsistency

2020-01-06 11:09:47 -03:00

statistics

Added first draft of backtester

2019-05-13 15:35:59 -03:00

strategy

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

2020-01-07 10:58:42 -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

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

2020-01-07 10:58:42 -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