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788f238530
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Query filters using datetime set to midnight regardless of what the caller provides as this is what is expected of the data
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2024-02-13 14:28:27 -08:00 |
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21934e9e15
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Add the current date to the volatility regime filter in order to support decisions on whether to trade prior to the market open
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2024-02-06 09:17:18 -08:00 |
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4214ed5165
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Expose backtest filter class to clients
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2024-02-06 07:38:18 -08:00 |
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e2781e5b9f
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Add volatility regime filter for filtering out trades on days when the prior close of VIX is in the 75th percentile
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2024-02-06 07:30:24 -08:00 |
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e688c3150f
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Add base backtest filter class
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2024-02-06 07:27:45 -08:00 |
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