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16db358eaf
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Trivial indentation fix
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2024-03-04 11:05:51 -08:00 |
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311a0595f8
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Remove logging basic configuration as 1) the log level defaults to warnings already and 2) this was causing issues downstream when importing backtesting logic in other packages as subsequent calls to set the basic configuration are ignored
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2024-02-16 07:44:20 -08:00 |
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8379184b62
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Remove unused import
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2024-02-15 06:09:49 -08:00 |
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4e250ef57f
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Ensure that provided dates are set to midnight in order to include all the data for the requested dates
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2024-02-15 06:03:50 -08:00 |
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517e70b471
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Remove unused import
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2024-02-13 08:11:01 -08:00 |
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bb8ab9f556
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Remove unusued code for tracking total wins, win rate, and average premium received
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2024-02-07 05:58:18 -08:00 |
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e02e831288
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Add the ability to filter out days to trade by providing a list of backtest filters
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2024-02-06 07:50:28 -08:00 |
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31c60d10e3
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Move backtest result dataclass to its own file
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2024-02-06 05:33:17 -08:00 |
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8670609517
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Rename credit / delta targeting utilities
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2024-02-04 05:44:47 -08:00 |
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2335f6798c
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Capitalize spread field names for the sake of consistency
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2024-02-02 07:54:06 -08:00 |
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05288fc235
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Removing comments as backtest is now successful over all dates and entry times in 2018
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2024-02-01 06:14:00 -08:00 |
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527bca9682
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Remove bounding information from delta targeting strategy and instead use a fixed target
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2024-02-01 05:56:47 -08:00 |
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ea46e6dd13
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Refactoring credit and delta targeting strike selection in order to prevent scenarios where an infinite loop is entered and assigning a default value to the current call and put spread prices
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2024-01-31 14:51:28 -08:00 |
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c56e7bf0bf
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Prevent backtests over periods where the market closes early
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2024-01-31 13:46:50 -08:00 |
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f0f6e02a12
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Remove unnecessary code
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2024-01-30 12:37:22 -08:00 |
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98ce824d19
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Remove unnecessary depenency on plotly as plotting logic was moved to another module
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2024-01-30 11:19:28 -08:00 |
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ab3f28e1e4
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Remove plotting logic and instead depend on local plotting module
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2024-01-30 11:17:46 -08:00 |
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f223238bd5
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Resolve issue where backtest results were incorrect when stopping out and perform backtests in parallel using multiprocessing
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2024-01-30 08:49:18 -08:00 |
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e4bb364e11
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Add TODO for sanitizing the start and end dates
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2024-01-19 07:57:39 -08:00 |
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02763460cf
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Refactor strategy creation to enable clients to more easily perform backtests
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2024-01-17 11:37:37 -08:00 |
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93930bfea8
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Add spread information to backtest result data frame
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2024-01-16 06:32:27 -08:00 |
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1b475175c0
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Update backtest result data frame to conform to table schema
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2024-01-15 11:32:00 -08:00 |
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936b32f35f
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Local Python module setup and configuration
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2024-01-10 05:18:42 -08:00 |
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