from liualgotrader.backtester import BackTestDay, backtest from liualgotrader.common import config, database from liualgotrader.common.data_loader import DataLoader # type: ignore try: config.build_label = pygit2.Repository("../").describe( describe_strategy=pygit2.GIT_DESCRIBE_TAGS) except pygit2.GitError: import liualgotrader config.build_label = liualgotrader.__version__ if hasattr( liualgotrader, "__version__") else "" # type: ignore nest_asyncio.apply() loop.run_until_complete(database.create_db_connection()) st.title("Liu Algo Trading Framework") st.markdown("## **Back-testing & Analysis tools**") app = st.sidebar.selectbox("select app", ("back-test", "analyzer")) new_bid: str = "" est = pytz.timezone("America/New_York") if app == "back-test": new_bid = "" st.text("Back-testing a past trading day, or a specific batch-id.") day_to_analyze = st.date_input("Pick day to analyze", value=date.today()) selection = st.sidebar.radio(
def event_loop(): loop = asyncio.get_event_loop() loop.run_until_complete(create_db_connection()) yield loop loop.close()
def test_returns() -> bool: loop = asyncio.get_event_loop() loop.run_until_complete(create_db_connection()) td = analysis.calc_batch_returns("0664dc2c-f126-4c7f-a069-c5dc246e2df4") print(td) return True