def run():
start_time = datetime.datetime.now()
print('=== Begin ========== ' + str(start_time) + ' ========== ')
print()
# Backtest information
title = ['Super Trend Cross Over']
initial_equity = 10000.0
start_date = datetime.datetime(2014, 1, 1)
end_date = datetime.datetime(2017, 1, 1)
markets = ["test_coin_10rows"]
strategies = ["StrategySTC"]
exchange = "Cryptopia"
Interval = "Day_1"
# markets = ["Bitcoin","DaleCoin","Tierion"]
# strategies = ["StrategySTC","StrategySTC","StrategySTC"]
#Create the Market Strategy list for the Portfolio
market_strategies = []
for market, strategy in zip(markets, strategies):
market_strategies.append(
MarketStrategy(market, exchange, interval, strategy, start_date,
end_date))
# Use the MAC Strategy
# events_queue = queue.Queue()
# set up the portfolio
portfolio = Portfolio()
portfolio.addMarketStrategy(market_strategies)
# run the backetest
backtester = BackTester(title, initial_equity, market_strategies,
start_date, end_date)
results = backtester.runBacktest()
# Set up the backtest
# backtest = TradingSession(
# config, strategy, tickers,
# initial_equity, start_date, end_date,
# events_queue, title=title,
# benchmark=tickers[1],
# )
# results = backtest.start_trading(testing=testing)
end_time = datetime.datetime.now()
run_time = end_time - start_time
print()
print('=== End ========== ' + str(end_time) + ' ========== ' +
" run time: " + str(run_time) + ' ========== ')
return portfolio
