def run_backtest(self):
strategy_name = self.strategy_name
data = self.data
capital_data = dataCapital(data)
notional_trading_capital = capital_data.get_capital_for_strategy(strategy_name)
if notional_trading_capital is missing_data:
# critical log will send email
error_msg = (
"Capital data is missing for %s: can't run backtest" %
strategy_name)
data.log.critical(error_msg)
raise Exception(error_msg)
currency_data = dataCurrency(data)
base_currency = currency_data.get_base_currency()
system = self.system_method(
notional_trading_capital=notional_trading_capital, base_currency=base_currency
)
updated_buffered_positions(data, strategy_name, system)
store_backtest_state(data, system, strategy_name=strategy_name)
return success
def run_backtest(self):
strategy_name = self.strategy_name
data = self.data
base_currency, notional_trading_capital = self._get_currency_and_capital(
)
system = self.system_method(
notional_trading_capital=notional_trading_capital,
base_currency=base_currency)
updated_buffered_positions(data, strategy_name, system)
store_backtest_state(data, system, strategy_name=strategy_name)