Backtesting options
Open
API
enhancement
- Dominant language
- Python
- Stars
- 9k
- Forks
- 1.5k
- PR merge metrics
- No merged PRs in 30d
Description
Is it possible to back test stock options? I have some simple strategies based on the underlying stock price that I'd like to back test. Thanks.
Contributor guide
Research direction
The issue does not name any files, tests, or entry points. Start by examining how backtesting.py represents price data and strategies, then define the required options data and supported strategy behavior; done would mean a documented, tested way to backtest stock-option strategies.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100