Juan Pablo Amoroso f953826b80 Created StrategyLeg class from previous OptionContract. Option enums moved to separate module

2019-05-31 16:14:51 -03:00

..

datahandler

Added apply_filter method to datahandler. Fixed schema updates for __setitem__ calls

2019-05-31 16:11:08 -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

Created StrategyLeg class from previous OptionContract. Option enums moved to separate module

2019-05-31 16:14:51 -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

event.py

Added first draft of backtester

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

option.py

Created StrategyLeg class from previous OptionContract. Option enums moved to separate module

2019-05-31 16:14:51 -03:00

utils.py

Added first draft of backtester

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