├── .github └── workflows │ └── ci.yml ├── .gitignore ├── .python-version ├── .travis.yml ├── CONTRIBUTING.md ├── LICENSE ├── Makefile ├── Pipfile ├── Pipfile.lock ├── README.md ├── backtester ├── __init__.py ├── backtester.py ├── datahandler │ ├── __init__.py │ ├── historical_options_data.py │ ├── schema.py │ └── tiingo_data.py ├── enums.py ├── examples │ ├── backtester_example.ipynb │ ├── data_cleanup.ipynb │ ├── iron_condor.ipynb │ ├── ivy_portfolio.ipynb │ └── main_example.ipynb ├── statistics │ ├── __init__.py │ ├── charts.py │ └── stats.py ├── strategy │ ├── __init__.py │ ├── strangle.py │ ├── strategy.py │ └── strategy_leg.py └── test │ ├── backtester │ ├── test_backtester.py │ └── test_buy_options.py │ ├── conftest.py │ ├── datahandler │ ├── test_filter.py │ └── test_tiingo_data.py │ └── test_data │ ├── ivy_5assets_data.csv │ ├── ivy_portfolio.csv │ ├── options_data.csv │ ├── test_data_options.csv │ └── test_data_stocks.csv ├── img ├── stock_positions.png └── total_capital.png 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