Example #1
0
def bc_results(balance=10000, ks=range(1, 10), wait=100, envelope='uniform', start="2014-1-1", end="2015-11-02"):
    strategies = [BestChangeBuyAndHoldStrategy(balance=balance, k=k, wait=wait, envelope=envelope) for k in ks]
    return [backtest(strategy, start=start, end=end, correct=False) for strategy in strategies]
Example #2
0
def tse_results(balance=10000,base_model=LinearRegression(),
                ks=range(1, 10), wait=100, envelope='uniform',
                start="2014-1-1", end="2015-11-02"):
    strategies = [TSEBuyAndHoldStrategy(balance=balance, base_model=base_model,
                                        k=k, wait=wait, envelope=envelope) for k in ks]
    return [backtest(strategy, start=start, end=end, correct=False) for strategy in strategies]