Initial commit of backtest scheduler job
This commit is contained in:
parent
e3cae9d8a7
commit
e1f761419c
27
backtest_scheduler.py
Normal file
27
backtest_scheduler.py
Normal file
@ -0,0 +1,27 @@
|
|||||||
|
import schedule
|
||||||
|
import time
|
||||||
|
import traceback
|
||||||
|
|
||||||
|
from datetime import datetime, timedelta
|
||||||
|
|
||||||
|
from download_spx_quotes import download_quotes
|
||||||
|
from run_backtest import run_backtest
|
||||||
|
|
||||||
|
def backtest_automation():
|
||||||
|
try:
|
||||||
|
download_quotes()
|
||||||
|
|
||||||
|
# TODO: Update backtest to eliminate the need for setting this to midnight.
|
||||||
|
end_date = datetime.now().replace(hour = 0, minute = 0, second = 0, microsecond = 0)
|
||||||
|
start_date = end_date - timedelta(days = 1)
|
||||||
|
run_backtest(start_date, end_date)
|
||||||
|
except:
|
||||||
|
# TODO: Send Discord notification.
|
||||||
|
print('Error occurred during backtest automation.')
|
||||||
|
traceback.print_exc()
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
schedule.every().day.at('03:00', 'America/Los_Angeles').do(backtest_automation)
|
||||||
|
while True:
|
||||||
|
schedule.run_pending()
|
||||||
|
time.sleep(1)
|
Loading…
Reference in New Issue
Block a user