示例#1
0
def mom_rel():
    log_name = "mom_rel_{}".format(datetime.now().strftime("%Y-%m-%d_%H_%M_%S"))
    
    c = Config()
    c.log_name = log_name
    c.name = "momentum rel"
    c.def_alloc = {'SEB Europafond' : 0.5, 'SEB Världenfond' : 0.5 }
    c.funds = funds
    c.algo = "mom_rel"
    c.freq = MONTHLY
    c.start = "2000-02-26"
    c.end = "2017-10-30"

    ts = backtest(c)
    return ts