primary_usd_filtering=primary_volume_filter,
secondary_usd_filtering=secondary_volume_filter,
max_asset_allocation=max_allocation,
fee=0.02,
running_avg_volume_period=running_avg_volume_period,
index_candidate_size=candidates,
primary_candidate_size=primary_candidate,
secondary_candidate_size=secondary_candidate,
initial_funds=1000,
offset=offset,
start_dt=start_dt,
end_dt=end_dt)
# use previously calculated data to save initialization time
if data_by_coin is None:
bci.set_input_data(input_data)
else:
bci.data = data
bci.dates = dates
bci.data_by_coin = data_by_coin
[dates, baseline_values, index_values, fees] = bci.run()
results.append([dates, index_values, fees, baseline_values, label])
if data_by_coin is None:
data = bci.data
dates = bci.dates
data_by_coin = bci.data_by_coin
except Exception as e:
LOG.debug(e)
