Intraday Options Straddlle Backtstin on 1minute Bank Nifty Options.
- Banknifty 1 minute OHLC data is considered for developing backtesting.
- Libraries like Pandas, and NumPy are used for data cleaning and data preprocessing.
- Trade logs are generated and strategy metric calculations are performed using tradelogs. Results are saved in pandas DataFrame and CSV file.
- Note: 1minute timeframa options data is not uploaded as it is personal data. To run script it need 1min data of all options strike price across all expiries. for sample optios data file is stored in this repository "BANKNIFTY_Options_SampleData"