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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backtesting/backtest_iron_condor.py
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@ -169,8 +169,6 @@ def _backtest_iron_condor(
trades_entered = False trades_entered = False
call_spread_stopped_out = False call_spread_stopped_out = False
put_spread_stopped_out = False put_spread_stopped_out = False
took_profit = False
took_early_loss = False
max_profit = 0.0 max_profit = 0.0
max_drawdown = 0.0 max_drawdown = 0.0
@ -256,7 +254,6 @@ def _backtest_iron_condor(
if current_profit_dollars < max_drawdown: if current_profit_dollars < max_drawdown:
max_drawdown = current_profit_dollars 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 premium_received -= current_call_spread_price