def setUp(self):
"""
Set up configuration.
"""
#self.config = settings.TEST
self.config = Config()
self.testing = True
end_date,
events_queue,
session_type="backtest",
name="strategy1",
#benchmark=tickers[1],
title=title)
results = backtest.start_trading(testing=testing)
#print(type(backtest))
return results
if __name__ == "__main__":
# Configuration data
testing = False
#config = settings.from_file(settings.DEFAULT_CONFIG_FILENAME, testing)
conf = Config()
ticker_list = ["AAPL", "ADI", "SPY"]
##bencht = "SPY"
##tickers = ["PEP", "PM"]
filename = None
eva = Evaluation()
for t in ticker_list:
tickers = []
tickers.append(t)
#tickers.append(bencht)
rt = run(conf, testing, tickers, filename)
eva.add_result(t, rt)
print("===================")
df_csv = pd.DataFrame()
strategy = MovingAverageCrossStrategy(tickers[0],
events_queue,
short_window=100,
long_window=300)
# Set up the backtest
backtest = TradingSession(
config,
strategy,
tickers,
initial_equity,
start_date,
end_date,
events_queue,
name="strategy1",
title=title,
benchmark=tickers[1],
)
results = backtest.start_trading(testing=testing)
return results
if __name__ == "__main__":
# Configuration data
testing = False
#config = settings.from_file(settings.DEFAULT_CONFIG_FILENAME, testing)
conf = Config()
tickers = ["AAPL", "SPY"]
filename = None
run(conf, testing, tickers, filename)