Commit Graph

2 Commits

Author SHA1 Message Date
Jhonathan Abreu bc05aa03f9 Fix win/loss count statistics for options assignments (#7354)
* Add ITM option assignment trade as win in trade statistics

* Add TradeStatistics unit tests

* Add unit tests

* Add OptionTrade class to abstract IsWin method

* Keep track of winning/losing trades

* Add more unit tests

* Change Trade.IsWin to a property calculated by the trade builder

* Improve regression algorithm

* Handle ITM option sell win/loss statistics

* Update regression algorithms statistics

* Revert accidental unwanted changes

* Address peer review

* Keep track of winning and losing transactions for portfolio statistics

* Add more SecurityPortfolioModel unit tests

* Fix failing unit tests

* Minor changes

* Address peer review

* Minor fix
2023-07-10 10:20:29 -03:00
Martin-Molinero 227ade63ed Refactor automatic option assignment (#7165)
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- Refactor automatic option assignment to allow overriding behavior.
  Adding & updating existing tests
2023-04-04 17:40:31 -03:00