from portfolio_handler import PortfolioHandler
from order_sizing.order_sizer import OrderSizer
from strategy import Test
from prices import FetchCassPrices
from risk_management.risk_manager import RiskManager
from statistics.statistics import Statistics
if __name__ == "__main__":
instruments = ['brent', "wti"]
dates = {'start_date': "2016-01-01",
"end_date": "2016-01-08"}
strategy_params = {"division": 5}
backtest = Backtest(
instruments=instruments,
data_handler=FetchCassPrices,
dates=dates,
strategy=Test,
strategy_params=strategy_params,
portfolio_handler=PortfolioHandler,
execution=SimExecution,
order_sizer=OrderSizer,
risk_manager=RiskManager,
)
backtest.start_backtest()
stats = Statistics()
stats.generate_results()
stats.plot_results()
