TradingFramework/backtest.py at master · DocNerdo/TradingFramework · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
# -*- coding: utf-8 -*-
"""
Created on Thu Nov  2 20:41:01 2023

@author: Mark
"""

from datastream import DataStream

class Backtest():

    def __init__(self):
        pass

    def run(self):

        # gehe alle testperioden durch
        for test_period in self.test_periods:

            #initiere data stream
            test_period_start_date=self.test_periods[test_period]['start_date']
            test_period_end_date=self.test_periods[test_period]['end_date']
            ds=DataStream(tickers=self.tickers_to_observe,mode='backtesting',
                          start_date=test_period_start_date,
                          end_date=test_period_end_date)


            current_time_stamp=ds.historical_data.index.values[0]

            #gehe jeden timestamp durch
            for i in range(len(ds.historical_data.index.values)):

                ds.getCurrentData()


                #hole cash und alle positionen etc.


                    #evaluiere jede strategie


                #fuehre alle positionen aus die aus strategien folgen


            #print(test_period_start_date)