from liualgotrader.backtester import BackTestDay, backtest
from liualgotrader.common import config, database
from liualgotrader.common.data_loader import DataLoader # type: ignore
try:
config.build_label = pygit2.Repository("../").describe(
describe_strategy=pygit2.GIT_DESCRIBE_TAGS)
except pygit2.GitError:
import liualgotrader
config.build_label = liualgotrader.__version__ if hasattr(
liualgotrader, "__version__") else "" # type: ignore
nest_asyncio.apply()
loop.run_until_complete(database.create_db_connection())
st.title("Liu Algo Trading Framework")
st.markdown("## **Back-testing & Analysis tools**")
app = st.sidebar.selectbox("select app", ("back-test", "analyzer"))
new_bid: str = ""
est = pytz.timezone("America/New_York")
if app == "back-test":
new_bid = ""
st.text("Back-testing a past trading day, or a specific batch-id.")
day_to_analyze = st.date_input("Pick day to analyze", value=date.today())
selection = st.sidebar.radio(
def event_loop():
loop = asyncio.get_event_loop()
loop.run_until_complete(create_db_connection())
yield loop
loop.close()
def test_returns() -> bool:
loop = asyncio.get_event_loop()
loop.run_until_complete(create_db_connection())
td = analysis.calc_batch_returns("0664dc2c-f126-4c7f-a069-c5dc246e2df4")
print(td)
return True
