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lambdaclass
/
options_backtester
Simple backtesting software for options
MIT License
156
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27
forks
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Mojo playground
#90
jrchatruc
opened
1 month ago
0
Update repo to work with newer pipenv/pandas/numpy versions
#89
jrchatruc
closed
1 month ago
0
Can we use timeframe in minutes ?
#88
sanalpanakkat
opened
1 year ago
0
Bump urllib3 from 1.25.8 to 1.26.5
#87
dependabot[bot]
closed
1 year ago
1
Bump py from 1.8.1 to 1.10.0
#86
dependabot[bot]
closed
1 year ago
1
Bump pygments from 2.6.1 to 2.7.4
#85
dependabot[bot]
closed
1 year ago
1
Bump bleach from 3.1.4 to 3.3.0
#84
dependabot[bot]
closed
1 year ago
1
Bump lxml from 4.5.0 to 4.6.2
#83
dependabot[bot]
closed
1 year ago
1
Bump notebook from 6.0.3 to 6.1.5
#82
dependabot[bot]
closed
1 year ago
0
Readme fix
#81
jrchatruc
closed
3 years ago
0
Add README toy example that can be run
#80
jrchatruc
closed
3 years ago
0
feedback request
#79
ashraf-01
closed
2 years ago
8
Updated Pipfile.lock and added .python-version file for dependabot
#78
jrchatruc
closed
4 years ago
0
Bump bleach from 3.1.3 to 3.1.4
#77
dependabot[bot]
closed
4 years ago
1
fixed sell 1 entry case and test added
#76
camilo1704
closed
4 years ago
0
Improve entry signal selection
#75
jrchatruc
opened
4 years ago
0
options test branch cleaned up
#74
camilo1704
closed
4 years ago
0
Fixing cash calculation
#73
camilo1704
closed
4 years ago
0
Updated example notebooks
#72
jrchatruc
closed
4 years ago
1
Fixed a bug caused by using integer position instead of index in sell…
#71
jrchatruc
closed
4 years ago
0
Organized repo
#70
metdinov
closed
4 years ago
1
Disaggregated stock qty
#69
jrchatruc
closed
4 years ago
0
Ci notebook test
#68
metdinov
closed
4 years ago
1
Balance now has stock qty disaggregated by symbol
#67
jrchatruc
closed
4 years ago
0
merged_bt_example now has a more thorough explanation of the backtester
#66
jrchatruc
closed
4 years ago
1
sell_some_options fixed
#65
camilo1704
closed
4 years ago
0
update_balance now fills nan values with zero when computing options …
#64
jrchatruc
closed
4 years ago
0
Balance fill na
#63
jrchatruc
closed
4 years ago
0
Removed unnecessary asserts
#62
metdinov
closed
4 years ago
0
Changed the way self.current_cash is updated
#61
metdinov
closed
4 years ago
0
fixed sma calculation
#60
camilo1704
closed
4 years ago
0
Pyfolio example
#59
camilo1704
closed
4 years ago
1
Added global test
#58
jrchatruc
closed
4 years ago
0
rebalancing days calculation with days in data
#57
camilo1704
closed
4 years ago
0
Drop entries with 0 qty
#56
metdinov
closed
4 years ago
0
Merged backtesters
#55
metdinov
closed
4 years ago
1
Bump bleach from 3.1.0 to 3.1.1
#54
dependabot[bot]
closed
4 years ago
0
Added matplotlib to Pipfile
#53
metdinov
closed
4 years ago
0
Add black to the makefile
#52
unbalancedparentheses
closed
4 years ago
2
Fixed issue with logger in backup
#51
jrchatruc
closed
4 years ago
0
Delete daily files after successful backup
#50
metdinov
closed
4 years ago
0
Added logging for cboe daily backup
#49
jrchatruc
closed
4 years ago
0
Remove local files after successful backup
#48
metdinov
closed
5 years ago
0
Added backup of daily cboe
#47
jrchatruc
closed
5 years ago
0
Scrapy port
#46
metdinov
closed
4 years ago
0
Fixed missing CBOE notifications
#45
metdinov
closed
5 years ago
0
Adding data for testing
#44
catalinasy
closed
5 years ago
0
Sorting array in validation
#43
catalinasy
closed
5 years ago
0
Adding retry on scraper
#42
catalinasy
closed
5 years ago
0
Changing notifications
#41
catalinasy
closed
5 years ago
0
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