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options_backtester/backtester/examples/merged_bt_example.ipynb
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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"from backtester.datahandler import HistoricalOptionsData, TiingoData\n",
"from backtester.strategy import Strategy, StrategyLeg \n",
"from backtester import Type, Direction, Stock\n",
"from backtester import Backtest\n",
"from backtester.strategy import Strangle\n",
"from backtester.statistics import monthly_returns_heatmap, returns_histogram, returns_chart"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [],
"source": [
"data = HistoricalOptionsData(\"allspx/SPX_2017.csv\")\n",
"schema = data.schema"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [],
"source": [
"stock_data = TiingoData('./data/portfolio_data_2017.csv')"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [],
"source": [
"short_straddle = Strategy(schema)\n",
"\n",
"leg1 = StrategyLeg(\"leg_1\", schema, option_type=Type.CALL, direction=Direction.SELL)\n",
"leg1.entry_filter = (schema.underlying == \"SPX\") & (schema.dte >= 31) & (schema.dte <= 60) & (schema.strike >= schema.underlying_last * 0.95) & (schema.strike <= schema.underlying_last * 1.05)\n",
"\n",
"leg1.exit_filter = (schema.dte <= 2)\n",
"\n",
"leg2 = StrategyLeg(\"leg_2\", schema, option_type=Type.PUT, direction=Direction.SELL)\n",
"leg2.entry_filter = (schema.underlying == \"SPX\") & (schema.dte >= 31) & (schema.dte <= 60) & (schema.strike >= schema.underlying_last * 0.95) & (schema.strike <= schema.underlying_last * 1.05)\n",
"\n",
"leg2.exit_filter = (schema.dte <= 2)\n",
"\n",
"short_straddle.add_legs([leg1, leg2]);"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [],
"source": [
"VOO = Stock('VOO', 0.1)\n",
"TUR = Stock('TUR', 0.05)\n",
"RSX = Stock('RSX', 0.05)\n",
"EWY = Stock('EWY', 0.05)\n",
"EWS = Stock('EWS', 0.05)\n",
"VTIP = Stock('VTIP', 0.10)\n",
"TLT = Stock('TLT', 0.20)\n",
"BWX = Stock('BWX', 0.10)\n",
"PDBC = Stock('PDBC', 0.05)\n",
"IAU = Stock('IAU', 0.15)\n",
"VNQI = Stock('VNQI', 0.10)"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"1.0000000000000002"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"0.1 + 0.05 + 0.05 + 0.05 + 0.05 + 0.10 + 0.20 + 0.10 + 0.05 + 0.15 + 0.10"
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"outputs": [],
"source": [
"stocks = [\n",
" VOO,\n",
" TUR,\n",
" RSX,\n",
" EWY,\n",
" EWS,\n",
" VTIP,\n",
" TLT,\n",
" BWX,\n",
" PDBC,\n",
" IAU,\n",
" VNQI\n",
"]"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {},
"outputs": [],
"source": [
"data._data['quotedate'] = data._data['quotedate'].apply(lambda x: x.tz_localize('UTC'))"
]
},
{
"cell_type": "code",
"execution_count": 9,
"metadata": {},
"outputs": [],
"source": [
"bt = Backtest({'stocks': 0.99, 'options': 0.01, 'cash': 0})\n",
"bt.stocks = stocks\n",
"bt._options_strategy = short_straddle\n",
"bt.options_data = data\n",
"bt.stock_data = stock_data"
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"0% [██████████████████████████████] 100% | ETA: 00:00:00\n",
"Total time elapsed: 00:00:38\n"
]
},
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead tr th {\n",
" text-align: left;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr>\n",
" <th></th>\n",
" <th colspan=\"7\" halign=\"left\">leg_1</th>\n",
" <th colspan=\"7\" halign=\"left\">leg_2</th>\n",
" <th colspan=\"3\" halign=\"left\">totals</th>\n",
" </tr>\n",
" <tr>\n",
" <th></th>\n",
" <th>contract</th>\n",
" <th>underlying</th>\n",
" <th>expiration</th>\n",
" <th>type</th>\n",
" <th>strike</th>\n",
" <th>cost</th>\n",
" <th>order</th>\n",
" <th>contract</th>\n",
" <th>underlying</th>\n",
" <th>expiration</th>\n",
" <th>type</th>\n",
" <th>strike</th>\n",
" <th>cost</th>\n",
" <th>order</th>\n",
" <th>cost</th>\n",
" <th>qty</th>\n",
" <th>date</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>SPX170217C02150000</td>\n",
" <td>SPX</td>\n",
" <td>2017-02-17</td>\n",
" <td>call</td>\n",
" <td>2150</td>\n",
" <td>-11480.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170217P02150000</td>\n",
" <td>SPX</td>\n",
" <td>2017-02-17</td>\n",
" <td>put</td>\n",
" <td>2150</td>\n",
" <td>-1120.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-12600.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-01-03 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>SPX170217C02150000</td>\n",
" <td>SPX</td>\n",
" <td>2017-02-17</td>\n",
" <td>call</td>\n",
" <td>2150</td>\n",
" <td>13130.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170217P02150000</td>\n",
" <td>SPX</td>\n",
" <td>2017-02-17</td>\n",
" <td>put</td>\n",
" <td>2150</td>\n",
" <td>220.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>13350.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-02-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>SPX170317C02170000</td>\n",
" <td>SPX</td>\n",
" <td>2017-03-17</td>\n",
" <td>call</td>\n",
" <td>2170</td>\n",
" <td>-11350.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170317P02170000</td>\n",
" <td>SPX</td>\n",
" <td>2017-03-17</td>\n",
" <td>put</td>\n",
" <td>2170</td>\n",
" <td>-930.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-12280.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-02-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>SPX170317C02170000</td>\n",
" <td>SPX</td>\n",
" <td>2017-03-17</td>\n",
" <td>call</td>\n",
" <td>2170</td>\n",
" <td>22640.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170317P02170000</td>\n",
" <td>SPX</td>\n",
" <td>2017-03-17</td>\n",
" <td>put</td>\n",
" <td>2170</td>\n",
" <td>100.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>22740.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-03-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>SPX170421C02280000</td>\n",
" <td>SPX</td>\n",
" <td>2017-04-21</td>\n",
" <td>call</td>\n",
" <td>2280</td>\n",
" <td>-12370.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170421P02280000</td>\n",
" <td>SPX</td>\n",
" <td>2017-04-21</td>\n",
" <td>put</td>\n",
" <td>2280</td>\n",
" <td>-1030.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13400.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-03-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>SPX170421C02280000</td>\n",
" <td>SPX</td>\n",
" <td>2017-04-21</td>\n",
" <td>call</td>\n",
" <td>2280</td>\n",
" <td>8490.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170421P02280000</td>\n",
" <td>SPX</td>\n",
" <td>2017-04-21</td>\n",
" <td>put</td>\n",
" <td>2280</td>\n",
" <td>360.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>8850.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-04-03 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>SPX170519C02245000</td>\n",
" <td>SPX</td>\n",
" <td>2017-05-19</td>\n",
" <td>call</td>\n",
" <td>2245</td>\n",
" <td>-12060.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170519P02245000</td>\n",
" <td>SPX</td>\n",
" <td>2017-05-19</td>\n",
" <td>put</td>\n",
" <td>2245</td>\n",
" <td>-940.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13000.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-04-03 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>SPX170519C02245000</td>\n",
" <td>SPX</td>\n",
" <td>2017-05-19</td>\n",
" <td>call</td>\n",
" <td>2245</td>\n",
" <td>14560.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170519P02245000</td>\n",
" <td>SPX</td>\n",
" <td>2017-05-19</td>\n",
" <td>put</td>\n",
" <td>2245</td>\n",
" <td>150.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>14710.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-05-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>SPX170616C02270000</td>\n",
" <td>SPX</td>\n",
" <td>2017-06-16</td>\n",
" <td>call</td>\n",
" <td>2270</td>\n",
" <td>-12120.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170616P02270000</td>\n",
" <td>SPX</td>\n",
" <td>2017-06-16</td>\n",
" <td>put</td>\n",
" <td>2270</td>\n",
" <td>-750.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-12870.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-05-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>SPX170616C02270000</td>\n",
" <td>SPX</td>\n",
" <td>2017-06-16</td>\n",
" <td>call</td>\n",
" <td>2270</td>\n",
" <td>16290.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170616P02270000</td>\n",
" <td>SPX</td>\n",
" <td>2017-06-16</td>\n",
" <td>put</td>\n",
" <td>2270</td>\n",
" <td>90.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>16380.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-06-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>SPX170721C02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-07-21</td>\n",
" <td>call</td>\n",
" <td>2310</td>\n",
" <td>-12510.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170721P02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-07-21</td>\n",
" <td>put</td>\n",
" <td>2310</td>\n",
" <td>-810.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13320.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-06-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>SPX170721C02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-07-21</td>\n",
" <td>call</td>\n",
" <td>2310</td>\n",
" <td>12170.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170721P02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-07-21</td>\n",
" <td>put</td>\n",
" <td>2310</td>\n",
" <td>265.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>12435.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-07-03 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>SPX170818C02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-08-18</td>\n",
" <td>call</td>\n",
" <td>2310</td>\n",
" <td>-12370.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170818P02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-08-18</td>\n",
" <td>put</td>\n",
" <td>2310</td>\n",
" <td>-960.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13330.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-07-03 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>13</th>\n",
" <td>SPX170818C02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-08-18</td>\n",
" <td>call</td>\n",
" <td>2310</td>\n",
" <td>16720.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170818P02310000</td>\n",
" <td>SPX</td>\n",
" <td>2017-08-18</td>\n",
" <td>put</td>\n",
" <td>2310</td>\n",
" <td>145.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>16865.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-08-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>14</th>\n",
" <td>SPX170915C02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-09-15</td>\n",
" <td>call</td>\n",
" <td>2355</td>\n",
" <td>-12270.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX170915P02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-09-15</td>\n",
" <td>put</td>\n",
" <td>2355</td>\n",
" <td>-740.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13010.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-08-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15</th>\n",
" <td>SPX170915C02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-09-15</td>\n",
" <td>call</td>\n",
" <td>2355</td>\n",
" <td>12350.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX170915P02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-09-15</td>\n",
" <td>put</td>\n",
" <td>2355</td>\n",
" <td>125.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>12475.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-09-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>16</th>\n",
" <td>SPX171020C02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-10-20</td>\n",
" <td>call</td>\n",
" <td>2355</td>\n",
" <td>-12840.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX171020P02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-10-20</td>\n",
" <td>put</td>\n",
" <td>2355</td>\n",
" <td>-970.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13810.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-09-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>17</th>\n",
" <td>SPX171020C02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-10-20</td>\n",
" <td>call</td>\n",
" <td>2355</td>\n",
" <td>17790.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX171020P02355000</td>\n",
" <td>SPX</td>\n",
" <td>2017-10-20</td>\n",
" <td>put</td>\n",
" <td>2355</td>\n",
" <td>115.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>17905.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-10-02 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>18</th>\n",
" <td>SPX171117C02405000</td>\n",
" <td>SPX</td>\n",
" <td>2017-11-17</td>\n",
" <td>call</td>\n",
" <td>2405</td>\n",
" <td>-12740.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX171117P02405000</td>\n",
" <td>SPX</td>\n",
" <td>2017-11-17</td>\n",
" <td>put</td>\n",
" <td>2405</td>\n",
" <td>-730.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13470.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-10-02 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>19</th>\n",
" <td>SPX171117C02405000</td>\n",
" <td>SPX</td>\n",
" <td>2017-11-17</td>\n",
" <td>call</td>\n",
" <td>2405</td>\n",
" <td>17510.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX171117P02405000</td>\n",
" <td>SPX</td>\n",
" <td>2017-11-17</td>\n",
" <td>put</td>\n",
" <td>2405</td>\n",
" <td>125.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>17635.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-11-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20</th>\n",
" <td>SPX171215C02455000</td>\n",
" <td>SPX</td>\n",
" <td>2017-12-15</td>\n",
" <td>call</td>\n",
" <td>2455</td>\n",
" <td>-12650.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX171215P02455000</td>\n",
" <td>SPX</td>\n",
" <td>2017-12-15</td>\n",
" <td>put</td>\n",
" <td>2455</td>\n",
" <td>-820.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-13470.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-11-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>21</th>\n",
" <td>SPX171215C02455000</td>\n",
" <td>SPX</td>\n",
" <td>2017-12-15</td>\n",
" <td>call</td>\n",
" <td>2455</td>\n",
" <td>19250.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>SPX171215P02455000</td>\n",
" <td>SPX</td>\n",
" <td>2017-12-15</td>\n",
" <td>put</td>\n",
" <td>2455</td>\n",
" <td>145.0</td>\n",
" <td>Order.BTC</td>\n",
" <td>19395.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-12-01 00:00:00+00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>22</th>\n",
" <td>SPX180119C02515000</td>\n",
" <td>SPX</td>\n",
" <td>2018-01-19</td>\n",
" <td>call</td>\n",
" <td>2515</td>\n",
" <td>-13990.0</td>\n",
" <td>Order.STO</td>\n",
" <td>SPX180119P02515000</td>\n",
" <td>SPX</td>\n",
" <td>2018-01-19</td>\n",
" <td>put</td>\n",
" <td>2515</td>\n",
" <td>-1000.0</td>\n",
" <td>Order.STO</td>\n",
" <td>-14990.0</td>\n",
" <td>1.0</td>\n",
" <td>2017-12-01 00:00:00+00:00</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" leg_1 \\\n",
" contract underlying expiration type strike cost order \n",
"0 SPX170217C02150000 SPX 2017-02-17 call 2150 -11480.0 Order.STO \n",
"1 SPX170217C02150000 SPX 2017-02-17 call 2150 13130.0 Order.BTC \n",
"2 SPX170317C02170000 SPX 2017-03-17 call 2170 -11350.0 Order.STO \n",
"3 SPX170317C02170000 SPX 2017-03-17 call 2170 22640.0 Order.BTC \n",
"4 SPX170421C02280000 SPX 2017-04-21 call 2280 -12370.0 Order.STO \n",
"5 SPX170421C02280000 SPX 2017-04-21 call 2280 8490.0 Order.BTC \n",
"6 SPX170519C02245000 SPX 2017-05-19 call 2245 -12060.0 Order.STO \n",
"7 SPX170519C02245000 SPX 2017-05-19 call 2245 14560.0 Order.BTC \n",
"8 SPX170616C02270000 SPX 2017-06-16 call 2270 -12120.0 Order.STO \n",
"9 SPX170616C02270000 SPX 2017-06-16 call 2270 16290.0 Order.BTC \n",
"10 SPX170721C02310000 SPX 2017-07-21 call 2310 -12510.0 Order.STO \n",
"11 SPX170721C02310000 SPX 2017-07-21 call 2310 12170.0 Order.BTC \n",
"12 SPX170818C02310000 SPX 2017-08-18 call 2310 -12370.0 Order.STO \n",
"13 SPX170818C02310000 SPX 2017-08-18 call 2310 16720.0 Order.BTC \n",
"14 SPX170915C02355000 SPX 2017-09-15 call 2355 -12270.0 Order.STO \n",
"15 SPX170915C02355000 SPX 2017-09-15 call 2355 12350.0 Order.BTC \n",
"16 SPX171020C02355000 SPX 2017-10-20 call 2355 -12840.0 Order.STO \n",
"17 SPX171020C02355000 SPX 2017-10-20 call 2355 17790.0 Order.BTC \n",
"18 SPX171117C02405000 SPX 2017-11-17 call 2405 -12740.0 Order.STO \n",
"19 SPX171117C02405000 SPX 2017-11-17 call 2405 17510.0 Order.BTC \n",
"20 SPX171215C02455000 SPX 2017-12-15 call 2455 -12650.0 Order.STO \n",
"21 SPX171215C02455000 SPX 2017-12-15 call 2455 19250.0 Order.BTC \n",
"22 SPX180119C02515000 SPX 2018-01-19 call 2515 -13990.0 Order.STO \n",
"\n",
" leg_2 \\\n",
" contract underlying expiration type strike cost order \n",
"0 SPX170217P02150000 SPX 2017-02-17 put 2150 -1120.0 Order.STO \n",
"1 SPX170217P02150000 SPX 2017-02-17 put 2150 220.0 Order.BTC \n",
"2 SPX170317P02170000 SPX 2017-03-17 put 2170 -930.0 Order.STO \n",
"3 SPX170317P02170000 SPX 2017-03-17 put 2170 100.0 Order.BTC \n",
"4 SPX170421P02280000 SPX 2017-04-21 put 2280 -1030.0 Order.STO \n",
"5 SPX170421P02280000 SPX 2017-04-21 put 2280 360.0 Order.BTC \n",
"6 SPX170519P02245000 SPX 2017-05-19 put 2245 -940.0 Order.STO \n",
"7 SPX170519P02245000 SPX 2017-05-19 put 2245 150.0 Order.BTC \n",
"8 SPX170616P02270000 SPX 2017-06-16 put 2270 -750.0 Order.STO \n",
"9 SPX170616P02270000 SPX 2017-06-16 put 2270 90.0 Order.BTC \n",
"10 SPX170721P02310000 SPX 2017-07-21 put 2310 -810.0 Order.STO \n",
"11 SPX170721P02310000 SPX 2017-07-21 put 2310 265.0 Order.BTC \n",
"12 SPX170818P02310000 SPX 2017-08-18 put 2310 -960.0 Order.STO \n",
"13 SPX170818P02310000 SPX 2017-08-18 put 2310 145.0 Order.BTC \n",
"14 SPX170915P02355000 SPX 2017-09-15 put 2355 -740.0 Order.STO \n",
"15 SPX170915P02355000 SPX 2017-09-15 put 2355 125.0 Order.BTC \n",
"16 SPX171020P02355000 SPX 2017-10-20 put 2355 -970.0 Order.STO \n",
"17 SPX171020P02355000 SPX 2017-10-20 put 2355 115.0 Order.BTC \n",
"18 SPX171117P02405000 SPX 2017-11-17 put 2405 -730.0 Order.STO \n",
"19 SPX171117P02405000 SPX 2017-11-17 put 2405 125.0 Order.BTC \n",
"20 SPX171215P02455000 SPX 2017-12-15 put 2455 -820.0 Order.STO \n",
"21 SPX171215P02455000 SPX 2017-12-15 put 2455 145.0 Order.BTC \n",
"22 SPX180119P02515000 SPX 2018-01-19 put 2515 -1000.0 Order.STO \n",
"\n",
" totals \n",
" cost qty date \n",
"0 -12600.0 1.0 2017-01-03 00:00:00+00:00 \n",
"1 13350.0 1.0 2017-02-01 00:00:00+00:00 \n",
"2 -12280.0 1.0 2017-02-01 00:00:00+00:00 \n",
"3 22740.0 1.0 2017-03-01 00:00:00+00:00 \n",
"4 -13400.0 1.0 2017-03-01 00:00:00+00:00 \n",
"5 8850.0 1.0 2017-04-03 00:00:00+00:00 \n",
"6 -13000.0 1.0 2017-04-03 00:00:00+00:00 \n",
"7 14710.0 1.0 2017-05-01 00:00:00+00:00 \n",
"8 -12870.0 1.0 2017-05-01 00:00:00+00:00 \n",
"9 16380.0 1.0 2017-06-01 00:00:00+00:00 \n",
"10 -13320.0 1.0 2017-06-01 00:00:00+00:00 \n",
"11 12435.0 1.0 2017-07-03 00:00:00+00:00 \n",
"12 -13330.0 1.0 2017-07-03 00:00:00+00:00 \n",
"13 16865.0 1.0 2017-08-01 00:00:00+00:00 \n",
"14 -13010.0 1.0 2017-08-01 00:00:00+00:00 \n",
"15 12475.0 1.0 2017-09-01 00:00:00+00:00 \n",
"16 -13810.0 1.0 2017-09-01 00:00:00+00:00 \n",
"17 17905.0 1.0 2017-10-02 00:00:00+00:00 \n",
"18 -13470.0 1.0 2017-10-02 00:00:00+00:00 \n",
"19 17635.0 1.0 2017-11-01 00:00:00+00:00 \n",
"20 -13470.0 1.0 2017-11-01 00:00:00+00:00 \n",
"21 19395.0 1.0 2017-12-01 00:00:00+00:00 \n",
"22 -14990.0 1.0 2017-12-01 00:00:00+00:00 "
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"bt.run(rebalance_freq=1)"
]
},
{
"cell_type": "code",
"execution_count": 11,
"metadata": {},
"outputs": [
{
"data": {
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"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>total capital</th>\n",
" <th>cash</th>\n",
" <th>calls capital</th>\n",
" <th>options capital</th>\n",
" <th>options qty</th>\n",
" <th>puts capital</th>\n",
" <th>stocks capital</th>\n",
" <th>stocks qty</th>\n",
" <th>% change</th>\n",
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" <th>2017-01-02 00:00:00+00:00</th>\n",
" <td>1.000000e+06</td>\n",
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" <th>2017-01-03 00:00:00+00:00</th>\n",
" <td>9.767215e+05</td>\n",
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" <td>-11800.0</td>\n",
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" <th>2017-01-04 00:00:00+00:00</th>\n",
" <td>9.814920e+05</td>\n",
" <td>22858.490787</td>\n",
" <td>-12640.0</td>\n",
" <td>-13530.0</td>\n",
" <td>1.0</td>\n",
" <td>-890.0</td>\n",
" <td>9.950220e+05</td>\n",
" <td>35248.0</td>\n",
" <td>0.004884</td>\n",
" <td>0.981492</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-01-05 00:00:00+00:00</th>\n",
" <td>9.905463e+05</td>\n",
" <td>22858.490787</td>\n",
" <td>-12530.0</td>\n",
" <td>-13390.0</td>\n",
" <td>1.0</td>\n",
" <td>-860.0</td>\n",
" <td>1.003936e+06</td>\n",
" <td>35248.0</td>\n",
" <td>0.009225</td>\n",
" <td>0.990546</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-01-06 00:00:00+00:00</th>\n",
" <td>9.847099e+05</td>\n",
" <td>22858.490787</td>\n",
" <td>-13350.0</td>\n",
" <td>-14040.0</td>\n",
" <td>1.0</td>\n",
" <td>-690.0</td>\n",
" <td>9.987499e+05</td>\n",
" <td>35248.0</td>\n",
" <td>-0.005892</td>\n",
" <td>0.984710</td>\n",
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" <td>...</td>\n",
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" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-12-22 00:00:00+00:00</th>\n",
" <td>1.079712e+06</td>\n",
" <td>26263.716990</td>\n",
" <td>-17740.0</td>\n",
" <td>-18050.0</td>\n",
" <td>1.0</td>\n",
" <td>-310.0</td>\n",
" <td>1.097762e+06</td>\n",
" <td>34825.0</td>\n",
" <td>0.003791</td>\n",
" <td>1.079712</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-12-26 00:00:00+00:00</th>\n",
" <td>1.082893e+06</td>\n",
" <td>26263.716990</td>\n",
" <td>-17700.0</td>\n",
" <td>-17975.0</td>\n",
" <td>1.0</td>\n",
" <td>-275.0</td>\n",
" <td>1.100868e+06</td>\n",
" <td>34825.0</td>\n",
" <td>0.002947</td>\n",
" <td>1.082893</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-12-27 00:00:00+00:00</th>\n",
" <td>1.088539e+06</td>\n",
" <td>26263.716990</td>\n",
" <td>-17700.0</td>\n",
" <td>-18010.0</td>\n",
" <td>1.0</td>\n",
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" <td>0.005214</td>\n",
" <td>1.088539</td>\n",
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" <tr>\n",
" <th>2017-12-28 00:00:00+00:00</th>\n",
" <td>1.093571e+06</td>\n",
" <td>26263.716990</td>\n",
" <td>-17700.0</td>\n",
" <td>-17955.0</td>\n",
" <td>1.0</td>\n",
" <td>-255.0</td>\n",
" <td>1.111526e+06</td>\n",
" <td>34825.0</td>\n",
" <td>0.004623</td>\n",
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" <tr>\n",
" <th>2017-12-29 00:00:00+00:00</th>\n",
" <td>1.096880e+06</td>\n",
" <td>26263.716990</td>\n",
" <td>-16200.0</td>\n",
" <td>-16510.0</td>\n",
" <td>1.0</td>\n",
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" </tr>\n",
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"<p>252 rows × 10 columns</p>\n",
"</div>"
],
"text/plain": [
" total capital cash calls capital \\\n",
"2017-01-02 00:00:00+00:00 1.000000e+06 1000000.000000 NaN \n",
"2017-01-03 00:00:00+00:00 9.767215e+05 22858.490787 -11800.0 \n",
"2017-01-04 00:00:00+00:00 9.814920e+05 22858.490787 -12640.0 \n",
"2017-01-05 00:00:00+00:00 9.905463e+05 22858.490787 -12530.0 \n",
"2017-01-06 00:00:00+00:00 9.847099e+05 22858.490787 -13350.0 \n",
"... ... ... ... \n",
"2017-12-22 00:00:00+00:00 1.079712e+06 26263.716990 -17740.0 \n",
"2017-12-26 00:00:00+00:00 1.082893e+06 26263.716990 -17700.0 \n",
"2017-12-27 00:00:00+00:00 1.088539e+06 26263.716990 -17700.0 \n",
"2017-12-28 00:00:00+00:00 1.093571e+06 26263.716990 -17700.0 \n",
"2017-12-29 00:00:00+00:00 1.096880e+06 26263.716990 -16200.0 \n",
"\n",
" options capital options qty puts capital \\\n",
"2017-01-02 00:00:00+00:00 NaN NaN NaN \n",
"2017-01-03 00:00:00+00:00 -13020.0 1.0 -1220.0 \n",
"2017-01-04 00:00:00+00:00 -13530.0 1.0 -890.0 \n",
"2017-01-05 00:00:00+00:00 -13390.0 1.0 -860.0 \n",
"2017-01-06 00:00:00+00:00 -14040.0 1.0 -690.0 \n",
"... ... ... ... \n",
"2017-12-22 00:00:00+00:00 -18050.0 1.0 -310.0 \n",
"2017-12-26 00:00:00+00:00 -17975.0 1.0 -275.0 \n",
"2017-12-27 00:00:00+00:00 -18010.0 1.0 -310.0 \n",
"2017-12-28 00:00:00+00:00 -17955.0 1.0 -255.0 \n",
"2017-12-29 00:00:00+00:00 -16510.0 1.0 -310.0 \n",
"\n",
" stocks capital stocks qty % change \\\n",
"2017-01-02 00:00:00+00:00 NaN NaN NaN \n",
"2017-01-03 00:00:00+00:00 9.897415e+05 35248.0 -0.023278 \n",
"2017-01-04 00:00:00+00:00 9.950220e+05 35248.0 0.004884 \n",
"2017-01-05 00:00:00+00:00 1.003936e+06 35248.0 0.009225 \n",
"2017-01-06 00:00:00+00:00 9.987499e+05 35248.0 -0.005892 \n",
"... ... ... ... \n",
"2017-12-22 00:00:00+00:00 1.097762e+06 34825.0 0.003791 \n",
"2017-12-26 00:00:00+00:00 1.100868e+06 34825.0 0.002947 \n",
"2017-12-27 00:00:00+00:00 1.106549e+06 34825.0 0.005214 \n",
"2017-12-28 00:00:00+00:00 1.111526e+06 34825.0 0.004623 \n",
"2017-12-29 00:00:00+00:00 1.113390e+06 34825.0 0.003025 \n",
"\n",
" accumulated return \n",
"2017-01-02 00:00:00+00:00 NaN \n",
"2017-01-03 00:00:00+00:00 0.976722 \n",
"2017-01-04 00:00:00+00:00 0.981492 \n",
"2017-01-05 00:00:00+00:00 0.990546 \n",
"2017-01-06 00:00:00+00:00 0.984710 \n",
"... ... \n",
"2017-12-22 00:00:00+00:00 1.079712 \n",
"2017-12-26 00:00:00+00:00 1.082893 \n",
"2017-12-27 00:00:00+00:00 1.088539 \n",
"2017-12-28 00:00:00+00:00 1.093571 \n",
"2017-12-29 00:00:00+00:00 1.096880 \n",
"\n",
"[252 rows x 10 columns]"
]
},
"execution_count": 11,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"bt.balance"
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {},
"outputs": [
{
"data": {
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\n",
"text/plain": [
"<Figure size 432x288 with 1 Axes>"
]
},
"metadata": {
"needs_background": "light"
},
"output_type": "display_data"
}
],
"source": [
"bt.balance['total capital'].plot();"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.5"
}
},
"nbformat": 4,
"nbformat_minor": 4
}
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