def run_bt_multiple():
cerebro = Cerebro()
df = get_pickle('tiingo', 'SPY')
data = PandasData(dataname=df)
cerebro.adddata(data)
cerebro.addanalyzer(Returns)
cerebro.optstrategy(StrategyFetcher, idx=[0, 1])
results = cerebro.run()
strats = [x[0] for x in results]
for i, strat in enumerate(strats):
rets = strat.analyzers.returns.get_analysis()
print('Strategy {} Name {}:\n - analyzer: {}\n'.format(
i, strat.__class__.__name__, rets))
if not args.strategy in strategies:
print("Invalid strategy, must select one of {}".format(strategies.keys()))
sys.exit()
# if args.strategy == 'bbands':
if strat == 'bbands1':
# cerebro.addstrategy(strategy=strategies[args.strategy],
cerebro.addstrategy(strategy=BBands,
BBandsperiod=yearly,
DevFactor=devfactor)
else:
cerebro.addstrategy(strategy=strategies[args.strategy])
# cerebro.addstrategy(strategy=GoldenCross)
## Analyzers
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpe_ratio')
cerebro.addanalyzer(bt.analyzers.Returns, _name='returns')
cerebro.addanalyzer(bt.analyzers.DrawDown, _name='drawdown')
# Add a FixedSize sizer according to the stake
cerebro.broker.setcommission(commission=0.000) # 0.5% of the operation value
cerebro.addsizer(bt.sizers.AllInSizer)
## Set up for looping through the stocks
# Loop through selected stocks
# Download the relevant feed
# if strat == 'bbands2':
start_date = datetime.datetime(2020, 3, 26)
# start_date = datetime.datetime(2016, 4, 1)
