todo.todo

## This is repo specific todo.


## Reviewing todo. We will tag as either Ignore or Move.
Todo Todo:
    ☐ Review this file and cut down useless tasks

Long Term Design for Data:
    5 Main Factors:
        1. Spot
        2. Vol
        3. Greeks
        4. PnL Attribution
        5. Scenarios
    Ultimately, each factor should cache it's own data. Within each factor, there will be multiple models to choose from.
    Each model of a factor will have it's own caching mechanism to avoid mixups.

Setup File ToDo:
    ☐ Add symbolic links creation for .vscode, .pylintrc, .gitignore, ruff.toml #MOVE

Whole Codebase Routine:
    ☐ Add a Step by step guide to build env #MOVE
    ☐ Build file/setup_env.py to set up the environment #MOVE
    ☐ Constant readme for each folders #MOVE
    ☐ Decouple the riskmanager, portfolio manager, sizer #IGNORE
    ☐ Create a schedule script to automatically run on cron and writeable from vscode: #MOVE
        - Suggestion: One script that registers a py file?: Issue is this script will be alive through out the day
        - Another suggestion: Create a bash script that runs every hour and checks a folder for new py files to run
        - Another Suggestion: Find a way to run a python script that directly appends to cron
    ☐ Every model/algo with logic should have a model.md file explaining the logic #IGNORE

EventDriven:
    ☐ There should be global configs to be used across all modules/clsses. This should print out the values set and the values that are defaulted. #DONE
    Portfolio File:

        Long Term:
            ☐ Implement buy on Open, Bid, Ask. #DONE
            ☐ Getting divYield to have a max retries to factor in sporadic errors #IGNORE
            ☐ Add rebalancing
            ☐ Handle the Exercise Properly #MOVE
            ☐ Retrieve option data from SQL if its faster and store data in sql as well if its not found in sql first @chidi
            ☐ Seperate whole get_order process to allow easy injection into backtest #DONE
            ☐ For missing value, use intrinsic value are price #IGNORE
            ☐ Perform Reduced sell. 
            ☐ Allow multiple positions for a single ticker and factor in resizing.
            ☐ Execute order proxy: This produces the exact data of executing and ordeer and returns it. if less than 0, we reduce the quantity and try again.
            ☐ Create basic Hedge Class with Calculate hedge ratio. (Should have an open & close method.)
            ☐ Make Positions an object
            ☐ Make PTBacktest cross-sectional or write a new one that is cross-sectional
        
    EventScheduler:
        ☐ For exercise, check if theres a lose on the same day, if there is, do not add exercise to queue, implement this check in the puts function

    Risk Manager:
        ☐ Switch to using SlugConfig and StratConfiguration to build configs for backtest
            - Use init_config load to extend to _SlugConfig with the aim of simplifying config management.
        ☐ Go back to the order picking logic saved in .scheduling
        ☐ Switch to Bulk Orders (Use THreads to call OI & EOD Orders At the same time)
        ☐ Get Close From Chain, with bulk
        ☐ Improve speed of rm
        ☐ Add RM Print Statement
        ☐ Add Portfolio Print Statement
        ☐ Implement The Bool for Analyze Position
        ☐ Switch to Bulk Orders (Use THreads to call OI & EOD Orders At the same time)
        ☐ Get Close From Chain, with bulk
        ☐ Improve speed of rm
        ☐ Add RM Print Statement
        ☐ Add Portfolio Print Statement
        ☐ Implement The Bool for Analyze Position
        ☐ Enforce scenario limits
        ☐ Extend risk manager to enforce moneyness spread btwn contracts
        ☐ Return none if no order found 
        ☐ Handle Stop loss.
        ☐ Scaling in
        ☐ Rolling ((Consider)  A monitor class to monitor delta, vega, slides, pnl level and roll)
        ☐ (Consider) Add Vega, Gamma, Delta limits?
        ☐ In add a min size filter
        ☐ (NEW) Save orders (Risk manager responsibility, can save the result of each order easily too )
        ☐ Start using function from positions.analyze._analyze to ensure consistency
        ☐ Start using functions from get_order to ensure consistency
        ☐ Use SlugConfig and StratConfiguration to build configs for backtest
        ☐ Seperate OrderPicker from RiskManager.base

    General:
        ☐ Switch to config classes for all
        ☐ Implement buy on Open.
        ☐ Add days lag and `trade_on`
        ☐ Getting divYield to have a max retries to factor in sporadic errors 
        ☐ Enforce typedDicts for functions
        ☐ Add rebalancing
        ☐ Implement enum for signal types, order types & event types
        ☐ move __enforce_order_settings into types.py, and use in signal class @not-priority 
        ☐ For orders we can try randomizing price based on Bid/Ask Spread. Or we can buy on Ask and sell on Bid @not-priority
        ☐ For slippage, we can try determining slippage based on bid/ask spread @not-priority
        ☐ Write documentation following similar schema as algo/00_docs files
        ☐ Come up with a folder structure for new strategy testing.
            - Refer to Building Winning Algorithmic Trading Systems by Kevin Davey for system layout ()
            - Ideally it should have:
                - Strategy Module
                - Equity:
                    - Idea Validation Notebook
                    - Various In/Out sample tests for Equity
                    - WFA (Run & Aggregation)
                - Options:
                    - Config Test
                    - WFA (Run & Aggregation)
                - Final Documentation
        ☐ Construct a testing roadmap/framework for new strategies. Refer to Building Winning Algorithmic Trading Systems by Kevin Davey for reference.
        ☐ Script to add new strategies to the repo with the above structure.

    Others:
        ☐ Populate Rates database with 5/8 & 5/9
        ☐ Add update daily routine to risk manager:
            ☐ Total Greeks
            ☐ PnL Attribution
            ☐ Slide Profile (Vol & Spot)
            ☐ Maybe VaR
        ☐ Create a way to refresh intraday rates at hourly intervals
    Additional Portfolio Attributes:
        - Max spend: Max amount to spend on a single trade per symbol. Eg if AAPL Cash is 2000 & Max spend is .75, then max spend is 1500 on trades
        - Quantity factor: When filtering for orders, we use a max close price to determine the order. If quantity factor is 4, that means we'd want to buy 4 contracts/spreads. Therefore, max close is available trading cash divided by 4.

    Feb 10, 2025 updates: 
        ☐ After fixing the above, push to main branch and focus on optimization for optionSignalBacktest 

    List Contracts:
        ☐ Should return error for no dates

    Backtest:
        ☐ Re-run walkforward
        ☐ Write doctrsing and type hint:
            - WFA Codes
            - Even b
            - PTBacktester

    Zino Convo 5/31/25:
        - Add mkdir to custom cache

General:

    General:
        ☐ Find a way to use CIK Codes & Financials to get the necessary data. ZINO! @Zino
        ☐ Think up a better logging strategy
        ☐ Add chain call log
        ☐ Write typehints for all functions & classes

    Overall Trading:
        ☐ Check OpenBB for economic Calendar

    Main Focus:
        ☐ Analyze the PTBacktester Walk Forward
        ☐ Improve the strategy:
            ☐ - Scale in & Scale out @Zino
            ☐ - Re-entry &  exit
            ☐ - Test Regime optimize @critical
            ☐ - Rebalancing
            ☐ + Look into openBB
            ☐ Set up automatic saves of price data/clean up

    Create stocks universe module:
        ☐ Create Package
        ☐ Create Screener
        ☐ Create SPY, QQQ, & other ETF top names
        ☐ Save to Mysql database
        ☐ columns: tick, market_cap at time, share of S&P, price

Backtest:
    Module:
        PTBacktester Improvements:
            ☐ - Save optimized in a dict
            ☐ Add other performance metrics like monthly pnl grid. (month column, year index)
            ☐ Add max periodic loss/gain to aggregate
            ☐ Begin test QSTrader
            ☐ Add Filters for trend strategy & MAStrat
            ☐ Multithread for Aggregate (later date, more pressing issues)
            ☐ Change BuyNhold calc
            ☐ Include open trades in agg


        Attribution:
            ☐ Create Attribution off trades entries.

    Process:
        Backtest To-Do:
            ☐ Find some sort of analysis/Comparison for EQ & Options backtest
                - I need more information, how are they different? What are the benefits of each?
                - How do I compare them?
            ☐ Regime Optimize (????)
            ☐ Stock Selection Optimize (Future Date, once we have more data)
            ☐ Look into this QSTrader Backtester (Future Date)
            ☐ Incorporate sensitivity analysis (Future Date) https://paperswithbacktest.com/wiki/sensitivity-analysis#implementing-sensitivity-analysis-with-build-alpha

        Backtesting:
            ☐ Strategy Edition:
                ☐ Add scale in & scale out
                ☐ Trade on open
                ☐ Profit Targets
            ☐ Add how to keep count of strategy signal (not enter & reentry trades) (get Vector)
            ☐ Find filters for BBANDS & MAStrat to improve PnL
                ☐ Possible Filters: Trend Strength, Volatility, Market Direction,

        Strategy:



            Analysis:
                ☐ Do some sort of analysis to see how liquidity (open interest, volume) affects bid/ask spread (maybe even strategy performance)
        
        Option Backtest:
            Attribution:
                ☐ Why is the Gamma negative?

Live Trading:

    Portfolio Performance Class:
        ☐ Create this
        ☐ Calculate vol gamma
        ☐ Create Spot/Vol Scenario

Database Management:
    General:
        ☐ Daily Price
        ☐ Write Reference for each table:
            Name, Data Provider, Data Contained, Product Type, Data Update Freq, Storage type, 
        ☐ Save the factors data to database 
        ☐ Add undl_type back to optiondata once I can source where to get it from.
        ☐ Schedule data deletion
        ☐ Save splits to database (tick, date, split ratio)
        ☐ Add Vol_resolve column to database & old price. Replace old Price with price from Vol resolve
            ☐ add ask & bid columns for vol resolve

    ThetaData Functions:
        ☐ What is causing the empty cells when run?
        ☐ Add date to listed_contract logs
        ☐ Log every func
        ☐ Switch to class.
            ☐ Idea: 
                - Set attribute for live, intraday & EOD
                - Create a generic func for formatting thetadat
                - Able to set a time for eod cpntracts.
                - Freq is allowed to be set for intraday
        ☐ Create tick map for tickers that have changed names
        ☐ Get retrieve_quote to return 1day
        ☐ Still raise the valid_name error
        ☐ Standardize print_url in every pass_kwargs dict
        ☐ Quote at time function
        ☐ Standardize error logging with a function
        ☐ Standardize column formatting with a function
        ☐ Add print_url to all proxy func calls
        ☐ Have data_api return greeks & vol data from database. If not available, calculate and save
        ☐ Ensure timer is actually tracking correctly

        ThetaData Class
            - __init__:
                - Interval, EOD_Time, print_url
            - Has All Functions
            - A formatting function: Job is to calculate any column that needs to be calculated. Example: Midpoint, Weighted_Midpoint, Date, 
            - Function/Decorator To raise errors.
            - Minimum intra-day level to 1hr.
                - Intra-day process. I use 5mins interval from thetadata, then I resample myself.
            - One function for both intraday & EOD

    Data Sourcing:
        ☐ Source and save index compositions
        ☐ Aggregate open interest & volume for options and store in database

    DataManager:
        ☐ Binomial Vol should have vol Resolve, add model name to Volsurface database ie when creating vol surface, if using binomial or  bs vols
        ☐ Extend DB connections to use pooling 
        ☐ Implement a caching to reduce dependency on DB. It will be like wrapper: stores in cache, checks for available data, merges, etc20:01:53.849 [error] Disposing session as kernel process died ExitCode: undefined, Reason: Fatal Python error: Segmentation fault

Modules:

    OptionLib:
        ☐ Speed up the forward price, div yield calculation.: Use pools for anything that uses list comprehension
            ☐ Could also consider using cache at a very low level (where it takes scalar values and not list) 
        ☐ Return to chatgpt and get prepping sequence of vol data. Reference Chat:
            - Vol Surface preparation tips. Using Fitting Checklist from memory
        ☐ Verify forward interpolation is correct with ChatGPT
        ☐ Slides calculation:
            - Spot, Vol, Pnl & Greeks
        ☐ Add Vanna greeks
        ☐ Once ready, move all functions/models to use binomial vol
        ☐ Change all prod trading to binomial vol: Eg, default pnl attr is bs vol, change to binomial vol
            ☐ Intraday pnl attr is still bs vol for now

    General:
        ☐ Change the timeseries in Stock Module to intraday (Alpha Vantage)
        ☐ Create test files
        ☐ Add interest rate pricing choice to env, and vol surface tables as a column
        ☐ Scrape this site to get bool of stock splits: https://companiesmarketcap.com/nvidia/stock-splits/
        ☐ Optimize is_USHoliday to use a dictionary
        ☐ Use TFP-Algo .pylintrc for every project



    Option:
        ☐ Allow passing different values to produce new PV
        ☐ create MarketOption, ModelOption

    Stock:
        ☐ Add ATM Vol, Skew, Smile
        ☐ Create fixed strike vol (100, 95, 80, 105, 120)
            ☐ Switch to just calculting vol based on IV Function
            ☐ Switch Process to use imap
        ☐ Create skew vol (100, 95, 80, 105, 120)
        ☐ Div yield sometimes returns an empty dataframe from OpenBB. Raise eerror. Add retry
        ☐ Raise non-intialied chain error instead of not ready error. Use run_chaim
        ☐ Fix prev_close in stock init
        ☐ Fix thread locks for data querying.

    DocString:
        ☐ Modules
        ☐ WalkforwardAnalysis doc string

    Rates:
        ☐ Speed up generation
        ☐ Add backoff to prevent errors
        
    Model:
        ☐ Switch to SSVI
        ☐ Learn SABR and Heston + Implement
        ☐ Midpoint greeks/vols Cannot have 0 values
            - Potential Solutions:
                - If midpoint returns a non 0, Check close first
                - If above fails, interpolate between the two closest values
                - If above fails, fit to vol surface
                - How can we test this?
        ☐ Write own Binomial Tree & Vol Finding
        ☐ Use Binomial Vol in SSVI Fitting. Use Forward Price in SSVI.
        ☐ Add %P, %F & Fixed Strike Vol to vol surface
        ☐ SVI Manager should take: Datetime, Term (3m), DTE
        ☐ Why is this binomial vol returning option expired error:
            2025-03-26 06:43:51 trade.helpers.helper WARNING: "binomial_implied_vol" raised the below error
            2025-03-26 06:43:51 trade.helpers.helper WARNING: option expired
            2025-03-26 06:43:51 trade.helpers.helper WARNING: Kwargs: {'price': 365.525, 'S': 334.9200134277344, 'K': 700.0, 'r': 0.052249999046325685, 'T': '2023-12-15', 'option_type': 'p', 'pricing_date': '2024-01-19', 'dividend_yield': 0.0}
        ☐ Have R2 for SVI Fit:
            - One that compares only Fitted DTEs
            - One that compares how the model does with interpolation
        ☐ Tests:
            - MAE for SVI Fit (Find relative solutions)
            - MSE
            - Pricing Error
            - Greeks Error
        ☐ Switch SVI interpolation to Monotonic spline
        ☐ Simplistic dividend forecasting model
        ☐ Binomial Models to implement:
            - Leisen-Reimer
            - Dividend Add at nodes
            - Spot Deduct/Strike Add
            - Recombining (Subtract dividend from every node after the dividend date)
            - Non-Recombining (Subtract dividend from only the nodes that are affected by the dividend)
        ☐ Switch all option modelling code to a centralized region.

    DataManager:
        ☐ Implement quotes on Bulk

    Helper:
        ☐ Have change_to_last_busday enforce trading hours bool
        ☐ Add a clearer to clear custom cache files based on expire days

    Decorator:
        ☐ log_time should save to a csv/xlsx file for analysis later

    Rates:
        ☐ Clean up rates module

    Calculate:
        ☐ Switch to folder format
        ☐ Implement FRV pnl
            ☐ Implement skew pnl (ATM->Vega, Skew->ATM-At Strike)
            ☐ 
        ☐ Have a global config for vol model to use in pnl attr

Knowledge:
    ☐ Getting Implied Vol Surface
    ☐ Learn what this local vol is

Repo Presentation:
    ☐ Write a Sample
    


Vol Surface Plan:
    ☐ First create two tables. Thetadat vols & calculated vols
    ☐ When initial query, check steps:
        - If Calculated Vols are available, use them else
        - If Thetadat Vols are available, use them else
        - If neither, calculate them

Archive:
  ✔ Create a module to hold general functions like get_class_attributes (done) @done(24-09-08 17:50) @project(General.General)
  ✔ Creat universe holder @done(24-09-16 11:23) @project(General.General)
  ✔ Look into openBB @done(24-09-08 17:52) @project(General.General)
  ✔ Move to-do to new file type @done(24-09-16 11:23) @project(General.General)
  ✔ Figure out how to save news for the time being @done(24-09-16 11:23) @project(General.General)
  ✔ Create function for saving data (done) @done (9/8/2024, 5:31:58 PM) @project(General.Main Focus)
  ✔ Create per position optimizer: @done(25-02-05 06:25) @project(Backtest.Module.PTBacktester Improvements)
  ✔ - Create settings in PTDataset (done) @done (9/8/2024, 5:32:33 PM) @project(Backtest.Module.PTBacktester Improvements)
  ✔ - Reset strategy class settings (done) @done (9/8/2024, 5:32:30 PM) @project(Backtest.Module.PTBacktester Improvements)
  ✔ Create a strategy (Done) @done (9/8/2024, 5:32:27 PM) @project(Backtest.Module.PTBacktester Improvements)
  ✔ Speed up optimizer & aggregate methods @done(24-09-08 17:52) @project(Backtest.Module.PTBacktester Improvements)
  ✔ Write PTBacktester docstring @done(25-02-21 09:51) @project(Backtest.Module.PTBacktester Improvements)
  ✔ Add name & runindex to strategy position optimize incase it's needed @done(25-03-02 12:18) @project(Backtest.Module.PTBacktester Improvements)
  ✔ Add the recommeded changes. Choosing structure, risk manager etc @done(25-02-21 09:51) @project(Backtest.Module.Options Event Driven Backtesting)
  ✔ Replace INTC with META after compatible in stock @done(25-03-02 12:33) @project(Backtest.Process.Backtest To-Do)
  ✔ Create .plot() (done) @done(24-09-08 17:50) @project(Backtest.Process.Backtesting)
  ✔ Make an optimize (done): @done(24-09-08 17:50) @project(Backtest.Process.Backtesting)
    Create a file that saves this data. save: trades, equity, dd, 
  ✘ Find filters for BBANDS & MAStrat to improve PnL @cancelled(25-03-05 21:32) @project(Backtest.Process.Strategy.BBANDS)
  ✔ Add equity curve to WalkForwardAnalysis @done(25-03-02 12:39) @project(Backtest.Process.Strategy.Walk-Forward Optimization)
  ✔ Save Timeseries and ) @done(24-09-08 17:53) @project(Database Management.General)
  ✔ Save available option chain @done(25-02-05 06:26) @project(Database Management.General)
  ✔ Putting database on harddrive (done) @done(24-09-08 17:51) @project(Database Management.General)
  ✔ For the options with bidask, use midpoint btwn bid & ask as close, then calc vol. Have a column for theoritical @done(24-09-16 11:21) @project(Database Management.General)
  ✔ Create attribution table @done(25-03-05 21:30) @project(Database Management.DataManager)
  ✔ Clean up DataManager @done(25-04-25 11:08) @project(Database Management.DataManager)
  ✔ Create datamanager to save data to database @done(25-04-25 11:09) @project(Database Management.DataManager)
  ✔ Would it make sense to have a global data manager that can be used to query these data for multiple strikes/expirations. Obvs bpegged to ticker. But ultimately to avoid making multiple instances @done(25-04-25 11:09) @project(Database Management.DataManager)
  ✔ Extend DataManager to take variable on what to price on Available Options are 'Midpoint', 'Bid', 'Ask', 'Close', 'Weighted Midpoint', 'Open' @done(25-04-25 11:09) @project(Database Management.DataManager)
  ✔ Add Open greeks, Bid, Ask greeks to database @done(25-04-25 11:09) @project(Database Management.DataManager)
  ✔ Binomial Vol should have Midpoint Greeks, Weighted Midpoint Greeks, (Ask, Bid, Open) Greeks and corresponding IVs @done(25-04-25 11:09) @project(Database Management.DataManager)
  ✔ BS Vol Should have Midpoint Greeks, Weighted Midpoint Greeks, (Ask, Bid, Open) Greeks and corresponding IVs @done(25-04-25 11:09) @project(Database Management.DataManager)
  ✔ Clean up as much as possible @done(24-10-13 17:29) @project(Modules.General)
  ✔ Calculate module is quite buggy, fix this. Especially attribution @done(24-10-13 17:29) @project(Modules.General)
  ✔ Move RESCLIENT to __init__ @done(24-09-16 11:19) @project(Modules.General)
  ✔ Make every timeseries have timestamp as index @done(24-09-16 11:22) @project(Modules.General)
  ✔ Calculate should have rates & vol scenarios @done(24-10-13 17:29) @project(Modules.General)
  ✔ Switch all pricing to use quantlib (done) @done(24-09-08 17:51) @project(Modules.General)
  ✔ Make sure context returns data as per date @done(24-10-28 21:49) @project(Modules.General)
  ✔ On options, it should rreturn spot, price, vol as of @done(24-10-28 21:49) @project(Modules.General)
  ✔ For stock, spot, dividends as of @done(24-10-28 21:49) @project(Modules.General)
  ✔ Stock: Source option Chain @done(24-10-16 22:08) @project(Modules.General)
  ✔ Add timeseries gen for Option, if not available, save: Also save latest date @done(24-10-13 17:28) @project(Modules.General)
  ✔ Switch up spot in options to quote from theta data @done(24-10-13 17:28) @project(Modules.General)
  ✔ Change option Volga & Vanna in database @done(24-09-16 11:20) @project(Modules.General)
  ✔ Centralize everything to do with getting_option_timeseries @done(24-10-13 17:27) @project(Modules.General)
  ✔ Querying data @done(24-10-13 17:27) @project(Modules.General)
  ✔ Saving data @done(24-10-13 17:27) @project(Modules.General)
  ✔ Providing greeks @done(24-10-13 17:27) @project(Modules.General)
  ✔ Fix stock div_yield_history to return intraday @done(24-10-14 00:34) @project(Modules.General)
  ✔ Make time_distance_helper assist with intraday time as well @done(24-09-23 23:52) @project(Modules.General)
  ✔ Now adjust to make sure daily pricing is as at 16:00 @done(24-10-13 17:27) @project(Modules.General)
  ✔ In intraday of OptionDataManager, make sure the table is updated EOD for names saved that day @done(24-10-19 18:23) @project(Modules.General)
  ✔ Automate saving get risk free rate daily and switch code to query database @done(24-10-19 18:23) @project(Modules.General)
  ✔ Change all pricing place to use CHAIN PRICE @done(25-03-05 20:00) @project(Modules.General)
  ✔ Create a module for Option Structures @done(25-02-05 06:27) @project(Modules.New Modules)
  ✘ Create singleton for OptionStructure @cancelled(25-03-05 21:32) @project(Modules.OptionStructure)
  ✘ Make stock name change compatible. Eg (FB -> Meta) @cancelled(25-03-05 20:00) @project(Modules.Stock)
  ✔ Add vol surface @done(25-03-05 20:02) @project(Modules.Stock)
  ✔ Save this to database @done(25-03-05 20:02) @project(Modules.Stock)
  ✔ Build IV Manager @done(25-03-05 20:01) @project(Modules.Stock)
  ✘ What's causing the empty cells in the option_chain call? @cancelled(25-03-05 20:02) @project(Modules.Stock)
  ✘ Add unadjusted option for spot @cancelled(25-03-05 20:02) @project(Modules.Stock)
  ✔ What's causing the Stock to sometimes run the OptionChain when it shouldnt. Especially in datamanager. @done(25-03-05 20:02) @project(Modules.Stock)
  ✔ Create model class @done(24-12-02 01:03) @project(Modules.Model)
  ✔ Add the graphing and chart control stuff. @done(24-12-02 01:03) @project(Modules.Model)
  ✔ Create an OptionStructure or Option Class from function @done(25-02-18 22:00) @project(Modules.Helper)
  ✔ How to get one ATM vol btwn call & put @done(25-04-01 07:36) @project(Knowledge)
  ✔ Extend OptionSignalClass @done(25-01-27 00:25) @project(Portfolio File.Now)
  ✘ Use gen_option_trade trade/helpers/helper.py @cancelled(25-01-27 22:14) @project(Portfolio File.Now)
  ✔ Change option id structure to dict of long and short in the generate order place. @done(25-01-27 22:14) @project(Portfolio File.Now)
  ✘ Write a logic to generate spreads based on criteria @cancelled(25-01-27 22:14) @project(Portfolio File.Now)
  ✘ OptionBacktest.ipynb cell 15: We want to create a function that returns specific orders. @cancelled(25-01-27 22:14) @project(Portfolio File.Now)
  ✔ Quantity: Names Available Cash/Close of trade @done(25-01-27 00:25) @project(Portfolio File.Now)
  ✔ Make a module for demo @done(25-02-10 21:39) @project(Portfolio File.Now)
  ✔ Investigate get_trades_new (chidi mentioned it was not working) @done(25-02-16 18:44) @project(Portfolio File.Now)
  ✔ Ensure all data is consistent, trades, all_positions, current_positions etc @done(25-02-16 18:44) @project(Portfolio File.Now)
  ✔ remove old functions in portfolio.py and clean _new functions @done(25-02-17 20:16) @project(Portfolio File.Now)
  ✘ Catch theta data no listed contracts error. @cancelled(25-02-17 20:16) @project(Portfolio File.Now)
  ✔ Save the orders we can't get because of price. (???) @done(25-03-13 17:08) @project(Portfolio File.Now)
  ✔ If moneyness_too_tight adjust moneyness weight and add to Event Queue for same day, is_holiday go to next day, is_money_too_low (adjust to max cash ), no_contracts(Just drop.) @done(25-03-04 22:09) @project(Portfolio File.Now)
  ✔ min moneyness breaker @done(25-03-04 22:10) @project(Portfolio File.Now)
  ✔ In all_holdings: @done(25-02-17 22:55) @project(Portfolio File.Now)
  ✔ Cash to be the weight not allocated * initial capital @done(25-02-17 22:55) @project(Portfolio File.Now)
  ✔ Tickers Value to be current market value of cash assigned to the ticker @done(25-02-17 22:55) @project(Portfolio File.Now)
  ✔ Eg: $1100, bought 10 contracts for 100. You have $100. Market value will be 10 * 100 (Contracts value) + $100 (Unallocated cash) @done(25-02-17 22:55) @project(Portfolio File.Now)
  ✔ Example extends to next day & contract value increases to 105. Market value will be (10 * 105) + $100 @done(25-02-17 22:55) @project(Portfolio File.Now)
  ✔ Initialize available cash for each tick with weight * iniitial capital @done(25-02-17 22:57) @project(Portfolio File.Now)
  ✔ Add {ticker: cash, cash: Unallocated cash} to available cash @done(25-02-17 22:57) @project(Portfolio File.Now)
  ✔ Make max close a variable @done(25-02-17 22:56) @project(Portfolio File.Now)
  ✘ Commissions look too low. @cancelled(25-02-17 22:56) @project(Portfolio File.Now)
  ✔ Commissions on spreads are on both legs. Therefore commission is len(legs) * commission * quantity @done(25-02-24 22:41) @project(Portfolio File.Now)
  ✔ Include EntrySlippage and ExitSlippage in trades @done(25-02-24 22:41) @project(Portfolio File.Now)
  ✔ Create two trades data. One that tracks actual assets, another that tracks position. @done(25-03-13 17:08) @project(Portfolio File.Now)
  ✔ Add floor to contracts quantity @done(25-02-17 22:56) @project(Portfolio File.Now)
  ✔ Add cash to total when calculating weighted_holdings @done(25-02-24 22:41) @project(Portfolio File.Now)
  ✘ Implement dataframe and numy instead of lists and list of dicts @cancelled(25-02-24 22:41) @project(Portfolio File.Now)
  ✔ (PRIORITY) Create a roll method. This will use `dte_min` and `roll_bool` to determine if we should roll and when to roll (priority @Zino). @done(25-03-13 17:09) @project(Portfolio File.Now)
  ✔ When roll_bool is True, we roll when dte <= dte_min @done(25-03-13 17:09) @project(Portfolio File.Now)
  ✔ When roll_bool is False, we hold to expiry and reopen day after if trade is still valid @done(25-03-13 17:09) @project(Portfolio File.Now)
  ✔ PnL for expiry is Call: Max(0, spot - strike) - premium, Put: Max(0, strike - spot) - premium @done(25-03-13 17:09) @project(Portfolio File.Now)
  ✘ Implement Max close as either a dict of Symbol Close for specific tickers or a global max close for all tickers @cancelled(25-03-04 00:35) @project(Portfolio File.Now)
  ✔ Add Attribution & Greek timeseries @Chidi @done(25-02-26 07:10) @project(Portfolio File.Now)
  ✘ Add aggregator to portfolio @cancelled(25-03-04 00:36) @project(Portfolio File.Now)
  ✔ Slippage should increase buy price and reduce sell @done(25-03-02 19:32) @project(Portfolio File.Now)
  ✔ Add max-close on tick @done(25-03-04 00:32) @project(Portfolio File.Now)
  ✔ Add a check to ensure max-close never exceeds allocated cash for a ticker @done(25-03-04 00:35)  @project(Portfolio File.Now)
  ✔ reduce the DTE for trades that fail, reduce by 2 months so 60, make the days to reduce it by an attribute for dynamism @done(25-03-30 21:09) @project(Portfolio File.Now)
  ✔ make max close passable in a signal for cases where max close is too low @done(25-03-30 21:09) @project(Portfolio File.Now)
  ✔ Add while loop to ensure allocated cash doesn't go negative in the Executor.randomized slippage @done(25-03-30 21:08) @project(Portfolio File.Now)
  ✔ Implement enum for signal types, order types & event types @done(25-03-30 21:12) @project(Portfolio File.Long Term)
  ✔ Create table for split date @chidi @done(25-08-07 21:20) @project(Portfolio File.Long Term)
  ✔ Add order_settings for SignalEvents. @done(25-03-04 18:26) @project(Events)
  ✔ If moneyness_too_tight adjust moneyness weight and add to Event Queue for same day @done(25-03-04 18:26) @project(Events)
  ✘ add count indicator to show how many times an event has been triggered @cancelled(25-03-04 18:27) @project(Events)
  ✔ Add a signal_id to each event, for tracking trades, add signal_id to each trade @done(25-03-04 18:26) @project(Events)
  ✔ improve store_events function @done(25-03-10 23:36) @project(Events)
  ✔ Make ROLL its own event @done(25-03-13 18:36) @project(Events)
  ✔ Create subclass of queue and overide getnowait() function @done(25-03-30 21:09) @project(EventScheduler)
  ✘ Implement a dictionary that mirrors the queue, keys will be same as the events_dict, each dictionary value will have CLOSE and OPEN dictionaries that store signals. @cancelled(25-03-30 21:10) @project(EventScheduler)
  ✔ When processing, if the event is a signal event to OPEN, check for matching signal to CLOSE on that same day, put the buy back in the event queue for same day if there is a matching close in existence, have a check for if that reverse operation has been conducted to prevent infinite loops @done(25-03-30 21:10) @project(EventScheduler)
  ✘ update_latest_bars doesn't need arguments. @cancelled(25-03-03 22:46) @project(Data File)
  ✔ only create market events when the date is a valid trading day @done(25-03-10 23:36) @project(Data File)
  ✘ Create a class for price data/any other other trade @future-implementation(25-03-04 18:28) @project(Data File)
  ✘ Data must drip feed data with ohlc fields @future-implementation(25-03-04 18:27) @project(Data File)
  ✔ We will use LONG, SHORT and CLOSE. CLOSE checks if there is an active position then sends the OPPOSITE signal to Porfolio manager. @done(25-02-10 22:55) @project(Strategy File)
  ✔ Create a dummy risk manager. (Compute risk exposure) @done(25-01-21 07:33) @project(Risk Manager)
  ✔ ## Add a setter to update lookback dictionary in OrderPicker/RM file @done(25-03-02 12:53) @project(Risk Manager)
  ✘ Secondary queue/list to repopulate next bar @cancelled(25-02-17 21:11) @project(General)
  ✔ Instead of creating a logs folder in every root, it should be created in the root of the project. @done(25-02-05 06:24) @project(Setup Logger)
  ✔ Cash Dict, for each symbol @done(25-02-25 00:10) @project(Additional Portfolio Attributes)
  ✔ Fix data consistency issues (zino) @done(25-02-16 18:44) @project(Feb 10, 2025 updates)
  ✔ implement deepcopy where objects/dataframes are assigned (zino) @done(25-02-25 00:10) @project(Feb 10, 2025 updates)
  ✔ Investigate get_trades_new  (zino) @done(25-02-16 18:44) @project(Feb 10, 2025 updates)
  ✔ Fix errors during backtest, known issues: openBB, cols[-1] = 'close' IndexError: list assignment index out of range in get_order (chidi) @done(25-02-16 23:42) @project(Feb 10, 2025 updates)
  ✔ In_holdings fixed. @done(25-02-25 00:10) @project(Usable)
  ✔ 90% of trades from Stock go thru in Options @done(25-03-16 20:54) @project(Usable)
  ✔ Can conduct aggregation @done(25-03-02 12:55) @project(Usable)
  ✔ Can do naked & spreads without errors @done(25-03-04 21:53) @project(Usable)