def run_backtest_instance(args_namespace, events_log_file, heartbeat, sl, tp,
short_window, long_window, equity_filename,
trained_model_file):
trades_filename = 'trades.csv'
strategy_params = dict(stop_loss_pips=sl,
take_profit_pips=tp,
trained_model_file=trained_model_file,
sma_short_period=short_window,
sma_long_period=long_window)
configuration = Configuration(
data_handler_name=HistoricCSVDataHandler,
execution_handler_name=SimulatedExecutionHandler)
configuration.set_option(Configuration.OPTION_CSV_DIR,
args_namespace.data_directory)
backtest = Backtest(args_namespace.output_directory,
args_namespace.symbols,
args_namespace.initial_capital_usd, heartbeat,
args_namespace.start_date, configuration,
DataHandlerFactory(), ExecutionHandlerFactory(),
Portfolio, EurUsdDailyForecastStrategy,
FixedPositionSize(0.5), TextLogger(events_log_file),
[Backtest.LOG_TYPE_EVENTS], strategy_params,
equity_filename, trades_filename)
backtest.run()
return backtest.stats
def main():
strategy = get_strategy()
args_namespace = strategy.create_argument_parser(False).parse_args()
events_log_file = '{}/events.log'.format(args_namespace.output_directory)
strategy_params = strategy.get_strategy_params(args_namespace)
strategy_params['send_notifications'] = True
strategy_params['webhook'] = os.environ.get('WEBHOOK_PINBAR_NOTIFIER')
configuration = Configuration(data_handler_name=OandaDataHandler,
execution_handler_name=OandaExecutionHandler)
configuration.set_option(
Configuration.OPTION_NUMBER_OF_BARS_PRELOAD_FROM_HISTORY, '0')
configuration.set_option(Configuration.OPTION_ACCOUNT_ID,
os.environ.get('OANDA_API_ACCOUNT_ID'))
configuration.set_option(Configuration.OPTION_ACCESS_TOKEN,
os.environ.get('OANDA_API_ACCESS_TOKEN'))
configuration.set_option(Configuration.OPTION_TIMEFRAME,
args_namespace.time_frame)
trading = Trading(args_namespace.output_directory,
list(args_namespace.symbols), 0, configuration,
DataHandlerFactory(), ExecutionHandlerFactory(),
Portfolio, strategy, FixedPositionSize(0.01),
TextLogger(events_log_file), [Trading.LOG_TYPE_EVENTS],
strategy_params, 'equity.csv', 'trades.csv')
trading.run()
trading.print_performance()
def main():
strategy = get_strategy()
args_namespace = strategy.create_argument_parser(False).parse_args()
strategy_params_special = strategy.get_strategy_params(args_namespace)
events_log_file = '{}/events.log'.format(args_namespace.output_directory)
strategy_params = dict(stop_loss_pips=args_namespace.stop_loss,
take_profit_pips=args_namespace.take_profit)
strategy_params.update(strategy_params_special)
configuration = Configuration(data_handler_name=OandaDataHandler,
execution_handler_name=OandaExecutionHandler)
configuration.set_option(Configuration.OPTION_ACCOUNT_ID,
os.environ.get('OANDA_API_ACCOUNT_ID'))
configuration.set_option(Configuration.OPTION_ACCESS_TOKEN,
os.environ.get('OANDA_API_ACCESS_TOKEN'))
configuration.set_option(Configuration.OPTION_TIMEFRAME,
args_namespace.time_frame)
configuration.set_option(
Configuration.OPTION_NUMBER_OF_BARS_PRELOAD_FROM_HISTORY,
max(strategy_params['sma_short_period'],
strategy_params['sma_long_period']))
trading = Trading(args_namespace.output_directory,
list(args_namespace.symbols), 0, configuration,
DataHandlerFactory(), ExecutionHandlerFactory(),
Portfolio, strategy, FixedPositionSize(0.01),
TextLogger(events_log_file), [Trading.LOG_TYPE_EVENTS],
strategy_params, 'equity.csv', 'trades.csv')
trading.run()
trading.print_performance()
def main():
strategy = get_strategy()
args_namespace = strategy.create_argument_parser().parse_args()
strategy_params_special = strategy.get_strategy_params(args_namespace)
heartbeat = 0
events_log_file = '{}/events.log'.format(args_namespace.output_directory)
strategy_params = dict(stop_loss_pips=args_namespace.stop_loss,
take_profit_pips=args_namespace.take_profit)
strategy_params.update(strategy_params_special)
configuration = Configuration(data_handler_name=OandaDataHandler,
execution_handler_name=OandaExecutionHandler)
configuration.set_option(Configuration.OPTION_ACCOUNT_ID,
os.environ.get('OANDA_API_ACCOUNT_ID'))
configuration.set_option(Configuration.OPTION_ACCESS_TOKEN,
os.environ.get('OANDA_API_ACCESS_TOKEN'))
configuration.set_option(Configuration.OPTION_TIMEFRAME,
TimeFrame.TIME_FRAME_S5)
trading = Trading(args_namespace.output_directory, args_namespace.symbols,
heartbeat, configuration, DataHandlerFactory(),
ExecutionHandlerFactory(), Portfolio, get_strategy(),
FixedPositionSize(0.01), TextLogger(events_log_file),
[Trading.LOG_TYPE_EVENTS], strategy_params, 'equity.csv',
'trades.csv')
trading.run()
trading.print_performance()
def main():
strategy = get_strategy()
args_namespace = strategy.create_argument_parser(True).parse_args()
events_log_file = '{}/events.log'.format(args_namespace.output_directory)
strategy_params = strategy.get_strategy_params(args_namespace)
strategy_params['send_notifications'] = False
strategy_params['webhook'] = ''
configuration = Configuration(
data_handler_name=HistoricCSVDataHandler,
execution_handler_name=SimulatedExecutionHandler)
configuration.set_option(Configuration.OPTION_CSV_DIR,
args_namespace.data_directory)
simulation = Backtest(
args_namespace.output_directory,
args_namespace.symbols,
args_namespace.initial_capital_usd,
0,
args_namespace.start_date,
configuration,
DataHandlerFactory(),
ExecutionHandlerFactory(),
Portfolio,
strategy,
FixedPositionSize(0.5),
TextLogger(events_log_file),
[Backtest.LOG_TYPE_EVENTS],
strategy_params,
'equity.csv',
'trades.csv',
)
simulation.run()
simulation.print_performance()
def main():
strategy = get_strategy()
args_namespace = strategy.create_argument_parser(True).parse_args()
strategy_params_special = strategy.get_strategy_params(args_namespace)
events_log_file = '{}/events.log'.format(args_namespace.output_directory)
strategy_params = dict(stop_loss_pips=args_namespace.stop_loss,
take_profit_pips=args_namespace.take_profit)
strategy_params.update(strategy_params_special)
configuration = Configuration(
data_handler_name=HistoricCSVDataHandler,
execution_handler_name=SimulatedExecutionHandler)
configuration.set_option(Configuration.OPTION_CSV_DIR,
args_namespace.data_directory)
backtest = Backtest(
args_namespace.output_directory,
args_namespace.symbols,
args_namespace.initial_capital_usd,
0,
args_namespace.start_date,
configuration,
DataHandlerFactory(),
ExecutionHandlerFactory(),
Portfolio,
strategy,
FixedPositionSize(0.5),
TextLogger(events_log_file),
[Backtest.LOG_TYPE_EVENTS],
strategy_params,
'equity.csv',
'trades.csv',
)
backtest.run()
backtest.print_performance()
