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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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Commits on May 16, 2024

  1. chore: start implementing return parallel to prices updates and corre… 

    …cting the date loop in run
    @MetzkerLior
    MetzkerLior committed May 16, 2024
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Commits on May 21, 2024

  1. chore: change from "for" to "while" in SimpleBacktester run. No use o… 

    …f the date_iterator.__next__ and skips.
    @MetzkerLior
    MetzkerLior committed May 21, 2024
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Commits on May 28, 2024

  1. chore: add the ability to load a data source containing returns

    @MetzkerLior
    MetzkerLior committed May 28, 2024
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  2. chore: add the ability to deal with asset IDs that are integers and n… 

    …ot strings
    @MetzkerLior
    MetzkerLior committed May 28, 2024
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Commits on Jun 3, 2024

  1. chore: add work_with_prices to SimpleBacktester initialization, setti… 

    …ng the operation mode to either prices or returns.
    @MetzkerLior
    MetzkerLior committed Jun 3, 2024
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  2. chore: add more variables to be printed in the screen log.

    @MetzkerLior
    MetzkerLior committed Jun 3, 2024
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  3. chore: add last_date_updated to Holding for tracking last price/retur… 

    …n update date
    @MetzkerLior
    MetzkerLior committed Jun 3, 2024
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  4. chore: add TODO comment to quants.py

    @MetzkerLior
    MetzkerLior committed Jun 3, 2024
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  5. chore: add TODO comment to dump.py

    @MetzkerLior
    MetzkerLior committed Jun 3, 2024
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  6. chore: code review

    @Caceresenzo
    Caceresenzo committed Jun 3, 2024
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Commits on Jun 4, 2024

  1. fix(export/dump): sort by date and ordered

    @Caceresenzo
    Caceresenzo committed Jun 4, 2024
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  2. feat(data-source/yahoo): store field in class instead of a default pa… 

    …rameter
    @Caceresenzo
    Caceresenzo committed Jun 4, 2024
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  3. test: fix some

    @Caceresenzo
    Caceresenzo committed Jun 4, 2024
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  4. feat(date-iterator): remove iteration feature

    @Caceresenzo
    Caceresenzo committed Jun 4, 2024
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  5. test(holding): fix

    @Caceresenzo
    Caceresenzo committed Jun 4, 2024
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  6. test(account): fix

    @Caceresenzo
    Caceresenzo committed Jun 4, 2024
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  7. feat(order): include 0 symbol as invalid

    @Caceresenzo
    Caceresenzo committed Jun 4, 2024
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Commits on Jun 5, 2024

  1. fix(order): allow non-zero symbols

    @Caceresenzo
    Caceresenzo committed Jun 5, 2024
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  2. fix(account): use Order.valid in Account.close_position

    @Caceresenzo
    Caceresenzo committed Jun 5, 2024
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  3. fix(export/console): add missing spaces

    @Caceresenzo
    Caceresenzo committed Jun 5, 2024
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  4. fix(data-source/yahoo): call super constructor

    @Caceresenzo
    Caceresenzo committed Jun 5, 2024
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Commits on Jun 6, 2024

  1. test(integration): add

    @MetzkerLior
    MetzkerLior committed Jun 6, 2024
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  2. test(integration): backtest

    @Caceresenzo
    Caceresenzo committed Jun 6, 2024
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Commits on Jun 7, 2024

  1. test: add comparision function

    @MetzkerLior
    MetzkerLior committed Jun 7, 2024
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  2. test(backtest): assert dataframes

    @Caceresenzo
    Caceresenzo committed Jun 7, 2024
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  3. test(helper): add column name in assert messages

    @Caceresenzo
    Caceresenzo committed Jun 7, 2024
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  4. test(helper): adjusting atol

    @MetzkerLior
    MetzkerLior committed Jun 7, 2024
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  5. test(helper): add atol as parameter

    @MetzkerLior
    MetzkerLior committed Jun 7, 2024
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  6. test(backtest): add returns

    @Caceresenzo
    Caceresenzo committed Jun 7, 2024
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  7. test(backtest): set returns' paths

    @Caceresenzo
    Caceresenzo committed Jun 7, 2024
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  8. test(helper): adjusting atol for yahoo returns test

    @MetzkerLior
    MetzkerLior committed Jun 7, 2024
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Commits on Jun 26, 2024

  1. feat(cli): integrate the parameter work_with_prices in the cli options

    @xaviergilbert
    xaviergilbert committed Jun 26, 2024
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Commits on Jun 27, 2024

  1. chore: change for to enumerate

    @MetzkerLior
    MetzkerLior committed Jun 27, 2024
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  2. Merge branch 'dev' of github.com:crunchdao/backtest into dev

    @MetzkerLior
    MetzkerLior committed Jun 27, 2024
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Commits on Jul 1, 2024

  1. feat(value): remove

    @MetzkerLior
    MetzkerLior committed Jul 1, 2024
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  2. feat: rename equity to nav, add equity_long, and redefine equity

    @MetzkerLior
    MetzkerLior committed Jul 1, 2024
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  3. refacto!: value to equity

    @MetzkerLior
    MetzkerLior committed Jul 1, 2024
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  4. feat: remove debug printings

    @MetzkerLior
    MetzkerLior committed Jul 1, 2024
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  5. chore: merge two options of quantity_in_decimal in one loop

    @MetzkerLior
    MetzkerLior committed Jul 1, 2024
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  6. fix(tests): remove value from account and holding. rename equity to n… 

    …av, and redefine equity
    @MetzkerLior
    MetzkerLior committed Jul 1, 2024
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  7. feat(equity_long): add

    @MetzkerLior
    MetzkerLior committed Jul 1, 2024
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Commits on Jul 2, 2024

  1. fix(FutureWarning): concatenation with empty or all-NA entries is dep… 

    …recated
    @MetzkerLior
    MetzkerLior committed Jul 2, 2024
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Commits on Jul 4, 2024

  1. fix(print)

    @MetzkerLior
    MetzkerLior committed Jul 4, 2024
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  2. remove: writing dump files for debugging

    @MetzkerLior
    MetzkerLior committed Jul 4, 2024
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Commits on Jul 8, 2024

  1. feat(datasource): add cli flag to specify the type of the data source… 

    … data
    @xaviergilbert
    xaviergilbert committed Jul 8, 2024
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