notes.txt

TODO:
optionsdx: store bid and ask for underlying

REPL:
evcxr --opt 2

:dep lyza = { path = "C:/data/rust/lyza/" }
use lyza::*;
use general::*;
use market::types::*;
use market::chaintypes::*;
use std::ops::Range;
use backtest::backtest::backtest;

//let chall:ChainsAll = store::histdata::load_chall("all");
let chall:ChainsAll = store::histdata::load_chall("m1");

let range_m1:Range<Timestamp> = (Timestamp::from_ymd(2022, 1, 1))..(Timestamp::from_ymd(2022, 2, 1));
let range_y4:Range<Timestamp> = (Timestamp::from_ymd(2019, 1, 1))..(Timestamp::from_ymd(2022, 10, 1));

backtest(&chall, &range_m1);



/////////////////////////

let filt:Box<fn((u16,u8)) -> bool> = Box::new(|(y, m)| y == 2022 && m == 1);
//store::loader::walk(Some(*filt));
let hdall = store::histdata::load_all(Some(*filt));
let chall:ChainsAll = store::histdata::make_chall(&hdall);
store::histdata::save_chall(&chall, "all");
store::histdata::save_chall(&chall, "m1");

////////////////////

let ts0:Timestamp = hdall.unders[0].0;
let xpir0:ExpirDate = hdall.calls[0].1.opt.expir;
let strikes:Vec<StrikeType> = chall.at(&ts0).unwrap().expir(&xpir0).unwrap().calls.keys().map(|x| *x).collect();