Javier Rodríguez Chatruc d6783a5fc0 Added unit test for backtester

2020-01-22 17:24:22 -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

names changed

2020-01-16 15:18:07 -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_candidates return value sometimes not having the correct index

2020-01-16 12:45:51 -03:00

test

Added unit test for backtester

2020-01-22 17:24:22 -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

Added unit test for backtester

2020-01-22 17:24:22 -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