import datetime as dt
from quant_sim.simulator import Simulator
from quant_sim.sources.yeod_source import YEOD_Source
from quant_sim.examples.example_algo import *
from quant_sim.reporting.report_library import CSV_Master_Report, CSV_ByStrat, Cheetah_Report
# Define Constants
start_dt = dt.datetime(1993, 2, 1)
end_dt = dt.datetime(2013, 9, 6)
balance = 10000
DATA = '/mnt/share2/LanahanMain/code_projects/data'
DATA = 'J:/LanahanMain/code_projects/data'
REPORT_DIR = 'J:/LanahanMain/code_projects/quant_sim/quant_sim/reporting/reports/'
# Define Data Sources
data_source = YEOD_Source(DATA + '/eod_data/')
# Initialize Simulation
sim = Simulator(start_dt, end_dt)
# Add Data
sim.add_data(('SPY', data_source.load('SPY')))
sim.add_data(('IBM', data_source.load('IBM')))
sim.add_data(('^GSPC', data_source.load('^GSPC')))
sim.add_data(('^VIX', data_source.load('^VIX')))
# Initialize calendar to simulate one
sim.set_calendar(data_source.load('SPY').keys())
# Add algorithms to simulate
sim.add_algo([
