Example #1
0
        type=check_cash,
        default='50000',
        help="Backtest starting cash (must be a positive integer)")

    args = parser.parse_args()

    # Run backtest

    trader = Trader()

    path = os.path.dirname(os.path.realpath(__file__))
    subdirs = next(os.walk(path))[1]

    idx = subdirs.index('data')
    data_path = os.path.join(path, subdirs[idx])

    file = pd.read_csv('tickers.txt', sep=',')
    symbols = set(file['Symbol'].tolist())
    data = CSVDataFeed(data_path, trader.events, symbols)

    trader.add_data(data)
    trader.set_strategy(args.strategy())
    trader.set_run_settings(cash=args.cash,
                            log_orders=False,
                            start=args.start_date,
                            end=args.end_date,
                            commission=args.commission)

    trader.run()

    trader.results()