moshferatu/options-backtesting
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Remove unnecessary code

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This commit is contained in:
moshferatu 2024-01-30 12:37:22 -08:00
parent 98ce824d19
commit f0f6e02a12
1 changed files with 5 additions and 8 deletions
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13
backtesting/backtest_iron_condor.py
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@ -126,7 +126,7 @@ def _backtest_iron_condor(
else:
call_spread_history = get_spread_history(historical_option_data, call_spread_strategy)
put_spread_history = get_spread_history(historical_option_data, put_spread_strategy)
current_date = call_spread_history.iloc[0].name[:10]
entry_time = call_spread_strategy.trade_entry_time
@ -169,8 +169,6 @@ def _backtest_iron_condor(
trades_entered = False
call_spread_stopped_out = False
put_spread_stopped_out = False
took_profit = False
took_early_loss = False
max_profit = 0.0
max_drawdown = 0.0
@ -256,12 +254,11 @@ def _backtest_iron_condor(
if current_profit_dollars < max_drawdown:
max_drawdown = current_profit_dollars
if not took_profit and not took_early_loss:
if not call_spread_stopped_out and current_call_spread_price > 0.05:
if not call_spread_stopped_out and current_call_spread_price > 0.05:
premium_received -= current_call_spread_price
if not put_spread_stopped_out and current_put_spread_price > 0.05:
premium_received -= current_put_spread_price
if not put_spread_stopped_out and current_put_spread_price > 0.05:
premium_received -= current_put_spread_price
number_of_contracts = call_spread_strategy.number_of_contracts
stop_out_fees = 0.0 # It costs money to get stopped out.