def init_backtesting():
start_date = datetime(2021, 1, 1).date()
end_date = datetime(2021, 1, 20).date()
bt = Backtesting(stock_list=['HK.00700'], start_date=start_date,
end_date=end_date, observation=100)
bt.prepare_input_data_file_1M()
strategy = KDJMACDClose(input_data=bt.get_backtesting_init_data(), observation=100)
bt.init_strategy(strategy)
bt.calculate_return()
def __init_strategy(strategy_name: str, input_data: dict) -> Strategies:
strategies = {
'EMA_Ribbon': EMARibbon(input_data=input_data.copy()),
'KDJ_Cross': KDJCross(input_data=input_data.copy()),
'KDJ_MACD_Close': KDJMACDClose(input_data=input_data.copy()),
'MACD_Cross': MACDCross(input_data=input_data.copy()),
'RSI_Threshold': RSIThreshold(input_data=input_data.copy()),
'Short_Term_Band': ShortTermBand(input_data=input_data.copy()),
'Quant_Legendary': QuantLegendary(input_data=input_data.copy())
}
# Default return simplest MACD Cross Strategy
return strategies.get(strategy_name, MACDCross(input_data=input_data))
def init_backtesting():
start_date = datetime(2019, 3, 20).date()
end_date = datetime(2021, 3, 23).date()
stock_list = data_engine.YahooFinanceInterface.get_top_30_hsi_constituents(
)
bt = Backtesting(stock_list=stock_list,
start_date=start_date,
end_date=end_date,
observation=100)
bt.prepare_input_data_file_custom_M(custom_interval=5)
# bt.prepare_input_data_file_1M()
strategy = KDJMACDClose(input_data=bt.get_backtesting_init_data(),
observation=100)
bt.init_strategy(strategy)
bt.calculate_return()