Comments (4)
Hi,
The issue is that the sample data provided doesn't the right options chain to run the strangle strategy. You would normally need to buy the data from iVolatility to get the full dataset, but I am attaching a five day sample that you can use to get started.
Hope this helps you get going. Let me know if this resolves the issue.
Cheers,
Mike
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Hi Mike,
Thanks, this one runs through..but it´s the same format right?
So shouldn´t it be enough to simply change the paths in backTester.py & combineCSV.py as well as the parameters in 'underlying' & 'startTime' ? Which parts am I missing?
Still getting acquainted with the package so apologize for the noob Qs.
I appreciate it!
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Hi,
So the script is looking for ~16 delta puts and calls if you haven't changed the default options. I don't believe the sample data I provided originally satisfies these requirements.
Thanks,
Mike
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Going to go ahead and close this issue, but feel free to create another if there is still an issue. Thanks!
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