Remove unused metrics collection code
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@ -22,13 +22,6 @@ MARKET_OPEN = '09:35:00'
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OPTION_DATA_DIRECTORY = os.getenv('OPTION_DATA_DIRECTORY')
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STRIKE_MULTIPLE = 5.0
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# Metrics
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dates = []
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max_drawdowns = []
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max_profits = []
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wins = []
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exit_times = []
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def get_spread_history_credit(historical_option_data: pd.DataFrame, option_strat: CreditTargetStrategy) -> pd.DataFrame:
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current_date = historical_option_data.iloc[0]['quote_datetime'][:10]
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opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))].copy()
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@ -246,12 +239,6 @@ def _backtest_iron_condor(
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commissions = 4 * number_of_contracts
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premium_received = (premium_received * number_of_contracts * 100) - (fees + commissions) - stop_out_fees
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dates.append(current_date)
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max_drawdowns.append(max_drawdown)
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max_profits.append(max_profit)
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wins.append(True if premium_received > 0 else False)
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exit_times.append(exit_time)
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result = BacktestResult(
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date = current_date,
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entry_time = f'{current_date} {entry_time}',
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