Commit Graph

15 Commits

Author SHA1 Message Date
fb1d1f2725 Support automating the backtests of multiple credit and delta targeted strategies 2024-02-15 08:37:18 -08:00
6e6b697c3c Update backtest scheduling based on changes made in options backtesting 2024-02-15 06:27:13 -08:00
8d83d0dc8d Remove entry time from strategy name when inserting records into backtest table 2024-02-02 07:45:40 -08:00
28e316b03a Remove available entry time logic and instead depend on the options backtesting module 2024-02-01 06:00:57 -08:00
710ab7c22c Update backtest to use single delta target parameter 2024-02-01 05:59:33 -08:00
1402ab88cc Verify whether the backtest result data frame contains data before attempting to drop the cumulative profit column 2024-01-21 05:56:06 -08:00
ad5bbc3c10 Update Dockerfile to run backtest scheduler in container 2024-01-19 08:43:47 -08:00
9a498f04a0 Use named keyword argument for clarity 2024-01-19 07:40:37 -08:00
7b80f5e138 Send a Discord message when backtest automation fails 2024-01-18 10:58:51 -08:00
e1f761419c Initial commit of backtest scheduler job 2024-01-18 06:28:39 -08:00
e3cae9d8a7 Run example backtest for the previous day 2024-01-18 06:28:08 -08:00
abe318db56 Add __pycache__ to gitignore 2024-01-18 06:27:06 -08:00
38b157adee Add script to perform backtest and insert results into database 2024-01-17 11:39:18 -08:00
f2b1bb8d2a Switch to using dotenv module to retrieve environment variables 2023-12-13 08:58:35 -08:00
7a177b38c9 Initial commit of script to automate the download of SPX options quotes 2023-07-02 05:14:43 -07:00