moshferatu
  • Joined on 2023-09-01
moshferatu pushed to main at moshferatu/options-backtesting 2024-02-04 13:44:52 +00:00
8670609517 Rename credit / delta targeting utilities
moshferatu pushed to main at moshferatu/options-automation 2024-02-03 14:05:01 +00:00
02cfa6d7cc Convert datetime back to date when looking up the profit from the backtest table
moshferatu pushed to main at moshferatu/database 2024-02-03 14:03:40 +00:00
1d4efe3b3c Change date input to be an actual date rather than a datetime and remove unused import
moshferatu pushed to main at moshferatu/options-automation 2024-02-03 14:00:10 +00:00
e64357bcd4 Update trade report following changes made to backtest and trade tables
moshferatu pushed to main at moshferatu/database 2024-02-03 13:49:15 +00:00
fc4544c0d9 Update backtest profit function to join using entry time following changes made to the strategy and entry times fields in the trades and backtest tables
moshferatu pushed to main at moshferatu/options-automation 2024-02-03 13:40:10 +00:00
3aed5afc94 Strip seconds, microseconds, and time zone information from the trade entry time when inserting records into the table in order to facilitate joins against the backtest table where this information is not present
moshferatu pushed to main at moshferatu/database 2024-02-03 13:34:55 +00:00
75a5682e46 Update trade upsert example to strip seconds, microseconds, and timezone information from the trade entry time
moshferatu pushed to main at moshferatu/options-automation 2024-02-03 13:18:41 +00:00
8edef67e2b Remove entry time from strategy name when inserting records into the trades table
moshferatu pushed to main at moshferatu/options-backtesting 2024-02-02 21:16:49 +00:00
6726cfc2c2 Remove unnecessary print statement
moshferatu pushed to main at moshferatu/options-backtesting 2024-02-02 21:15:38 +00:00
b4a79cf3aa Prevent lookahead bias when determining the best performing entry times by not including the date being requested
moshferatu pushed to main at moshferatu/options-backtesting 2024-02-02 21:07:22 +00:00
477afffefa Add starting date parameter for which to retrieve the best entry times for the purpose of backtesting on historical data
moshferatu pushed to main at moshferatu/database 2024-02-02 20:50:29 +00:00
e02b2e59e1 Add helper method to check if the backtest result table contains a record for a given date as a way to determine whether the market was open or not
moshferatu pushed to main at moshferatu/options-automation 2024-02-02 18:48:09 +00:00
d285a33dd0 Utilize the new utility method in options-backtesting for retrieving the best performing entry times
moshferatu pushed to main at moshferatu/options-backtesting 2024-02-02 18:43:42 +00:00
e0d1783715 Add a method to retrieve the best performing entry times over the specified period of time
moshferatu pushed to main at moshferatu/database 2024-02-02 17:41:22 +00:00
5bcd8135a4 Simplify backtest result table accessor to only allow for retrieving backtests for a single date or date range
moshferatu pushed to main at moshferatu/options-backtesting 2024-02-02 15:54:10 +00:00
2335f6798c Capitalize spread field names for the sake of consistency
moshferatu pushed to main at moshferatu/backtest-automation 2024-02-02 15:45:45 +00:00
8d83d0dc8d Remove entry time from strategy name when inserting records into backtest table
moshferatu pushed to main at moshferatu/options-backtesting 2024-02-01 14:14:05 +00:00
05288fc235 Removing comments as backtest is now successful over all dates and entry times in 2018
moshferatu pushed to main at moshferatu/backtest-automation 2024-02-01 14:01:01 +00:00
28e316b03a Remove available entry time logic and instead depend on the options backtesting module
moshferatu pushed to main at moshferatu/backtest-automation 2024-02-01 13:59:36 +00:00
710ab7c22c Update backtest to use single delta target parameter