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1. Commits on Apr 27, 2018

   • Finishing cleanup

     sirnfs

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2. Commits on Feb 22, 2018

   • Update to support compounding of the net liq in portfolio; i.e., to set the percentage of capital based on the net liq and not a hardcoded number

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3. Commits on Feb 17, 2018

   • Adding plot utility, combine CSV utility, and some of the images used on different strategies

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4. Commits on Feb 13, 2018

   • Some small fixes to code and UT; added plotting of Strangle results

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5. Commits on Feb 4, 2018

   • Nearly done for a first pass through the portfolio; added management of strangle positions and several UTs. Need two more UTs for the portfolio, one of which will include a first pass over several…

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6. Commits on Feb 3, 2018

   • Added profit loss calculation for strangle; added updates to portfolio attributes like netLiq

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7. Commits on Feb 2, 2018

   • Starting updating portfolio values by updating option values from new option chain ticks

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8. Commits on Jan 30, 2018

   • Finished UTs for the portfolio class; started to add more functionality to other classes for calculating buying power, delta, theta, etc.

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9. Commits on Jan 25, 2018

   • Rename portfolio class to portfolioManager; add unit test for portfolio creation

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10. Commits on Jan 12, 2018

    • Adding buying power calculations to strangle and naked put

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11. Commits on Jan 8, 2018

    • WIP on portfolio; cleanup some of the risk metrics in strategy to be moved to the portfolio

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12. Commits on Aug 2, 2017

    • Able to parse through real backtesting data and create strangle objects; Need to clean up parsing code into function

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13. Commits on Jul 25, 2017

    • Able to create a strategy and signal event; next up to create the strangle option primitive

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14. Commits on May 24, 2017

    • WIP on strangle strategy defintions; also started a strangle option primitive class

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15. Commits on Apr 17, 2017

    • Some work on data handler; added in Stock basic type

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16. Commits on Apr 13, 2017

    • Initial commit

      

      Mike Santoro

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