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Module backtest

Module backtest 

Source
Expand description

Options historical backtest (synthetic BS marks over Schwab underlying bars).

Re-exports§

pub use prefetch::prefetch_daily_bars;
pub use report::build_backtest_report;
pub use runner::run_backtest;
pub use runner::BacktestRunOptions;

Modules§

bs
Black–Scholes helpers for synthetic option marks.
cache
prefetch
report
Aggregate options backtest journal + ledger into a report.
runner
Day-loop options backtest over synthetic BS marks.
synth
Synthetic vertical / iron-condor candidates from BS + VIX IV.