Run example backtest for the previous day
This commit is contained in:
parent
abe318db56
commit
e3cae9d8a7
@ -40,10 +40,7 @@ def create_strategies(entry_time: str):
|
|||||||
)
|
)
|
||||||
return call_spread_strat, put_spread_strat
|
return call_spread_strat, put_spread_strat
|
||||||
|
|
||||||
def run_backtest():
|
def run_backtest(start_date: datetime, end_date: datetime):
|
||||||
# TODO: Start date = yesterday.
|
|
||||||
start_date = datetime(2024, 1, 1)
|
|
||||||
end_date = datetime.now()
|
|
||||||
for entry_time in entry_times():
|
for entry_time in entry_times():
|
||||||
call_spread_strategy, put_spread_strategy = create_strategies(entry_time)
|
call_spread_strategy, put_spread_strategy = create_strategies(entry_time)
|
||||||
backtest_results = backtest_iron_condor(
|
backtest_results = backtest_iron_condor(
|
||||||
@ -59,4 +56,7 @@ def run_backtest():
|
|||||||
insert(backtest_results)
|
insert(backtest_results)
|
||||||
|
|
||||||
if __name__ == '__main__':
|
if __name__ == '__main__':
|
||||||
run_backtest()
|
# 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)
|
Loading…
Reference in New Issue
Block a user