Juan Pablo Amoroso c2b8f4adba Strategy class implements run method that yields dataframes with entry and exit signals for each time period in data.

2019-06-04 16:41:45 -03:00

..

datahandler

Improved field composition.

2019-06-04 16:33:46 -03:00

portfolio

Added first draft of backtester

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

statistics

Added first draft of backtester

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

strategy

Strategy class implements run method that yields dataframes with entry and exit signals for each time period in data.

2019-06-04 16:41:45 -03:00

test

Fixed filter composition with or. Now takes account of operator precedence

2019-05-30 12:27:36 -03:00

__init__.py

Added first draft of backtester

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

__main__.py

Added first draft of backtester

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

backtester.py

Added first draft of backtester

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

option.py

Moved Order enum to signal module. Created Signal (ENTRY | EXIT) enum.

2019-06-04 16:39:30 -03:00