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)