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Remove unused metrics collection code

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moshferatu 2024-03-26 05:35:39 -07:00
parent 663d4e13a3
commit 3926429751
1 changed files with 0 additions and 13 deletions
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backtesting/backtest_iron_condor.py
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@ -22,13 +22,6 @@ MARKET_OPEN = '09:35:00'
OPTION_DATA_DIRECTORY = os.getenv('OPTION_DATA_DIRECTORY') OPTION_DATA_DIRECTORY = os.getenv('OPTION_DATA_DIRECTORY')
STRIKE_MULTIPLE = 5.0 STRIKE_MULTIPLE = 5.0
# Metrics
dates = []
max_drawdowns = []
max_profits = []
wins = []
exit_times = []
def get_spread_history_credit(historical_option_data: pd.DataFrame, option_strat: CreditTargetStrategy) -> pd.DataFrame: def get_spread_history_credit(historical_option_data: pd.DataFrame, option_strat: CreditTargetStrategy) -> pd.DataFrame:
current_date = historical_option_data.iloc[0]['quote_datetime'][:10] current_date = historical_option_data.iloc[0]['quote_datetime'][:10]
opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))].copy() opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))].copy()
@ -246,12 +239,6 @@ def _backtest_iron_condor(
commissions = 4 * number_of_contracts commissions = 4 * number_of_contracts
premium_received = (premium_received * number_of_contracts * 100) - (fees + commissions) - stop_out_fees premium_received = (premium_received * number_of_contracts * 100) - (fees + commissions) - stop_out_fees
dates.append(current_date)
max_drawdowns.append(max_drawdown)
max_profits.append(max_profit)
wins.append(True if premium_received > 0 else False)
exit_times.append(exit_time)
result = BacktestResult( result = BacktestResult(
date = current_date, date = current_date,
entry_time = f'{current_date} {entry_time}', entry_time = f'{current_date} {entry_time}',