from sqlalchemy import *
# import strategies
from strategies.pairTradingStrategy import PairTradingStrategy
from backtest import Backtest
from quotes import Quotes
from datetime import *
import matplotlib.pyplot as plt
# https://stackoverflow.com/questions/419163/
if __name__ == "__main__":
# Create a Pair Trading Strategy instance
pairTradingStrategy = PairTradingStrategy(pair_id1="ripple",
pair_id2="bitcoin",
MA_window=60,
band_with=0.8)
# backtest
backtest = Backtest(start_date="2018-03-27", end_date="2018-03-28")
backtest_pairTradingStrategy = backtest.perform_backtest(
pairTradingStrategy)
# create report (Excel)
backtest.create_report(backtest_pairTradingStrategy)
# create graph
backtest.create_graph(backtest_pairTradingStrategy)
