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()