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Version 2.0.0
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@michaelchu michaelchu released this 06 Oct 02:20
· 23 commits to master since this release
v2.0.0
15b9dbc

This release contains the library rewritten from ground up with a new backtesting algorithm to better test option strategies. This new version focuses on generating statistics on the performance of option strategies across all entry parameter combinations so that all entry/exit parameters can be analyzed and compared. It is designed to be lightweight, so that further analysis can be made from the library results as needed.

Currently this library supports generating backtest statistics for:

  • Calls/Puts
  • Straddles/Strangles
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