"""Technical, portfolio, risk analysis APIs for your quantitative trading algorithms."""
from __future__ import absolute_import
from datetime import datetime
from typing import Any
from six.moves import range
import pandas as pd
import numpy as np
import empyrical
from libkloudtrader.logs import start_logger
from libkloudtrader.exceptions import AnalysisException
logger = start_logger(__name__)
'''Not in docs. helper functions'''
def fill_for_noncomputable_vals(input_data, result_data):
"""Fill non computed series/dataframe values with Nan"""
non_computable_values = np.repeat(np.nan,
len(input_data) - len(result_data))
filled_result_data = np.append(non_computable_values, result_data)
return filled_result_data
def check_for_period_error(data: Any, period: int):
"""
Check for Period Error. Check if the period is larger than the number of data points in data
"""
period = int(period)
data_len = len(data)
if data_len < period:
from libkloudtrader.exceptions import InvalidAlgorithmMode, EmptySymbolBucket, InvalidDataFeedType
from libkloudtrader.enumerables import Data_Types
import libkloudtrader.processing as processing
from libkloudtrader.logs import start_logger
import libkloudtrader.backtest as bt
import libkloudtrader.crypto as crypto
import libkloudtrader.analysis as analysis
from tqdm import tqdm
#pd.set_option('display.max_columns', None) # or 1000
#pd.set_option('display.max_rows', None) # or 1000
#pd.set_option('display.max_colwidth', -1) # or 199
logger = start_logger(__name__, ignore_module='libkloudtrader.analysis')
def run_backtest(strategy: str,
symbol_bucket: List[str],
data: str,
start: Any,
end: Any,
data_interval:str="1d",
preferred_price_point: str = 'close',
preferred_benchmark: str = 'SPY',
initial_capital: float = 100000,
commission: float = 0,
slippage=True):
"""Backtester function"""
try: