def fitness(self, genome):
market = BacktestMarket()
ticker = market["SBER"]
ticker.candle(datetime.timedelta(minutes=1)).strategy(
Strategy, genome[0], genome[1])
market.load(self.filename)
print("Type: %s Priod: %s -> %s (%s from %s)" %
(genome[0], genome[1], market.balance, market.trades,
market.profit_trades))
return market.balance
def setUp(self):
self.market = BacktestMarket()
