abs(cur_quantity), 'SELL', order_price,
direction)
if direction == 'EXIT' and cur_quantity < 0:
order = OrderEvent(date_time, symbol, order_type,
abs(cur_quantity), 'BUY', order_price,
direction)
return order
if __name__ == "__main__":
print('text')
path1 = os.path.abspath('.')
csv_dir = 'data_csv'
csv_dir = os.path.join(path1, csv_dir)
symbol_list = ['AAPL']
# symbol_list = ['hs300']
initial_capital = 100000.0
heartbeat = 0.0
start_date = datetime.datetime(2015, 5, 1, 0, 0, 0)
backtest = Backtest(csv_dir,
symbol_list,
initial_capital,
heartbeat,
start_date,
data_handler_cls=HistoricCSVDataHandler,
execution_handler_cls=SimulatedExecutionHandler,
portfolio_cls=My_portfolio,
strategy_cls=MovingAverageCrossStrategy)
backtest.run_trading()
