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feat: adding the option to use returns in addition to prices #31

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feat: adding the option to use returns in addition to prices #31

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MetzkerLior
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MetzkerLior and others added 30 commits May 16, 2024 13:10
@MetzkerLior
chore: start implementing return parallel to prices updates and corre…
4270ed4 
…cting the date loop in run
@MetzkerLior
chore: change from "for" to "while" in SimpleBacktester run. No use o…
9b92a3d 
…f the date_iterator.__next__ and skips.
@MetzkerLior
chore: add the ability to load a data source containing returns
e0d3061
@MetzkerLior
chore: add the ability to deal with asset IDs that are integers and n…
a3911c5 
…ot strings
@MetzkerLior
chore: add work_with_prices to SimpleBacktester initialization, setti…
a45d2b7 
…ng the operation mode to either prices or returns.
@MetzkerLior
chore: add more variables to be printed in the screen log.
53cd4e1
@MetzkerLior
chore: add last_date_updated to Holding for tracking last price/retur…
a83c426 
…n update date
@MetzkerLior
chore: add TODO comment to quants.py
7f0a5c2
@MetzkerLior
chore: add TODO comment to dump.py
20f8a22
@Caceresenzo
chore: code review
14f59ff
@Caceresenzo
fix(export/dump): sort by date and ordered
f0a64ac
@Caceresenzo
feat(data-source/yahoo): store field in class instead of a default pa…
510ccfb 
…rameter
@Caceresenzo
test: fix some
d10dfe3
@Caceresenzo
feat(date-iterator): remove iteration feature
adb32e4
@Caceresenzo
test(holding): fix
cf4e663
@Caceresenzo
test(account): fix
7b029c8
@Caceresenzo
feat(order): include 0 symbol as invalid
0ed02a3
@Caceresenzo
fix(order): allow non-zero symbols
74c1b1e
@Caceresenzo
fix(account): use Order.valid in Account.close_position
acbfdf4
@Caceresenzo
fix(export/console): add missing spaces
b265246
@Caceresenzo
fix(data-source/yahoo): call super constructor
91c2c77
@MetzkerLior
test(integration): add
1bac1f2
@Caceresenzo
test(integration): backtest
bcbb43c
@MetzkerLior
test: add comparision function
a7f8ebe
@Caceresenzo
test(backtest): assert dataframes
a7fe391
@Caceresenzo
test(helper): add column name in assert messages
89c17c1
@MetzkerLior
test(helper): adjusting atol
aebd6df
@MetzkerLior
test(helper): add atol as parameter
8063591
@Caceresenzo
test(backtest): add returns
05b86e1
@Caceresenzo
test(backtest): set returns' paths
788976b
MetzkerLior and others added 14 commits June 7, 2024 15:43
@MetzkerLior MetzkerLior changed the title adding the option to use returns in addition to prices feat: adding the option to use returns in addition to prices Jul 4, 2024
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@xaviergilbert xaviergilbert Awaiting requested review from xaviergilbert

@Caceresenzo Caceresenzo Awaiting requested review from Caceresenzo

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3 participants
@MetzkerLior @Caceresenzo @xaviergilbert