Commit Graph

33 Commits

Author SHA1 Message Date
fadb01b2a4 Convert datetime object to date on clients' behalf 2024-03-16 05:39:04 -07:00
46f53ff9af Check for None values when creating spreads to be stored in the trades table in order to prevent the exclusion of values of 0 which evaluate to False in Python 2024-03-02 07:15:12 -08:00
e057e9f31e Always set the trade record date to midnight when querying table 2024-02-23 06:06:42 -08:00
b322d22782 Add the ability to retrieve a single trade record from the table 2024-02-23 05:50:17 -08:00
ed720bc23c Add helper utilities for inserting spread data into the trades table 2024-02-22 11:32:29 -08:00
1d4efe3b3c Change date input to be an actual date rather than a datetime and remove unused import 2024-02-03 06:03:36 -08:00
fc4544c0d9 Update backtest profit function to join using entry time following changes made to the strategy and entry times fields in the trades and backtest tables 2024-02-03 05:49:09 -08:00
75a5682e46 Update trade upsert example to strip seconds, microseconds, and timezone information from the trade entry time 2024-02-03 05:34:51 -08:00
e02b2e59e1 Add helper method to check if the backtest result table contains a record for a given date as a way to determine whether the market was open or not 2024-02-02 12:50:25 -08:00
5bcd8135a4 Simplify backtest result table accessor to only allow for retrieving backtests for a single date or date range 2024-02-02 09:41:18 -08:00
aa08acb083 Add the ability to retrieve all backtest results for a specified date 2024-01-31 09:50:17 -08:00
14264a26d0 Add function to retrieve the most recent trading day from the database 2024-01-28 08:25:16 -08:00
80c192bfd9 Add stored procedure for calculating the profit for a given date according to backtests as compared to live trades 2024-01-24 08:32:46 -08:00
fd6fe9ef94 Change name of trades table query method to just trades() 2024-01-24 08:12:38 -08:00
afaca655cb Add the ability to query the trades table for all trades that took place on a given date 2024-01-24 06:31:05 -08:00
6ee0894e1c Add logic for inserting and updating trade records 2024-01-22 08:32:14 -08:00
43b95d7aa9 Add create statement for trades table 2024-01-22 05:44:58 -08:00
0c0f83d301 Add start and end dates to query a range of backtest results 2024-01-19 07:27:45 -08:00
31f42da174 Add the ability to query backtest results from database 2024-01-18 07:57:44 -08:00
705b2f4de3 Removing double quote usage 2024-01-10 05:15:30 -08:00
dd771a07c1 Add logic for inserting data into the backtest results table and example usage 2024-01-09 11:39:40 -08:00
4228d95711 Add SQL statement for creating backtest results table 2024-01-08 11:11:05 -08:00
e04f3b3ed0 Add economic news event insertion logic 2023-10-25 05:24:31 -07:00
f94df3ab25 Economic news table creation statement 2023-10-24 06:21:30 -07:00
1b853f34cf Add logic for retrieving options chain data 2023-10-23 12:23:31 -07:00
c94d03fc17 Add Options table 2023-10-10 14:11:49 -07:00
9d8ebebd93 Remove unused import 2023-10-02 13:14:13 -07:00
30b6d276fd Add various Python-generated directories to .gitignore 2023-10-02 13:11:56 -07:00
b08fc6d9a4 Additional data insertion examples 2023-10-02 13:07:32 -07:00
58a882ffbc Correct typo in __init__.py 2023-10-02 09:18:33 -07:00
962d49d714 Add ability to insert OHLC data 2023-09-28 14:23:40 -07:00
36a592c628 Add the ability to query OHLC data 2023-09-28 09:32:35 -07:00
867891dbe3 Initial module setup 2023-09-28 09:30:33 -07:00