break_all=allrulespandl.to_frame().loc[:,bvariations].sum(axis=1) both_plot=pd.concat([ewmac_all, break_all], axis=1) print(both_plot.corr()) both_plot.plot() show() """ # full backtest compare my_config = Config("examples.breakout.breakoutfuturesestimateconfig.yaml") # will do all instruments we have data for del (my_config.instruments) # temporarily remove breakout rules my_config.rule_variations = evariations my_config.forecast_weight_estimate["method"] = "equal_weights" system_old = futures_system(config=my_config, log_level="on") # new system has all trading rules new_config = Config("examples.breakout.breakoutfuturesestimateconfig.yaml") new_config.rule_variations = bvariations new_config.forecast_weight_estimate["method"] = "equal_weights" del (new_config.instruments) system_new = futures_system(config=new_config, log_level="on") curve1 = system_old.accounts.portfolio() curve2 = system_new.accounts.portfolio() print(curve1.stats())