diff --git a/backtesting/best_entry_times.py b/backtesting/best_entry_times.py index d3aacf2..1d6f51e 100644 --- a/backtesting/best_entry_times.py +++ b/backtesting/best_entry_times.py @@ -1,14 +1,14 @@ from database.backtest import backtest_results from datetime import datetime, timedelta -def best_entry_times(lookback_period: int = 10): - end_date = datetime.now().replace(hour = 0, minute = 0, second = 0, microsecond = 0) - start_date = end_date - timedelta(days = lookback_period) +def best_entry_times(date: datetime = datetime.now(), days_to_look_back: int = 10): + end_date = date.replace(hour = 0, minute = 0, second = 0, microsecond = 0) + start_date = end_date - timedelta(days = days_to_look_back) backtest = backtest_results('SPX', '10 Delta Iron Condor', start_date = start_date, end_date = end_date) backtest['Entry Time'] = backtest['Entry Time'].dt.time profit_by_entry_time = backtest.groupby('Entry Time')['Profit'].sum().reset_index() - best_entry_times = profit_by_entry_time.sort_values(by='Profit', ascending=False).head(10) + best_entry_times = profit_by_entry_time.sort_values(by = 'Profit', ascending = False).head(10) return [str(entry_time) for entry_time in best_entry_times['Entry Time'].tolist()] \ No newline at end of file diff --git a/test/best_entry_times_test.py b/test/best_entry_times_test.py index a7f5e5d..1d3d784 100644 --- a/test/best_entry_times_test.py +++ b/test/best_entry_times_test.py @@ -2,4 +2,4 @@ from backtesting import best_entry_times print(best_entry_times()) -print(best_entry_times(lookback_period = 30)) # Days. \ No newline at end of file +print(best_entry_times(days_to_look_back = 30)) # Days. \ No newline at end of file