from datetime import datetime from dotenv import load_dotenv from os import getenv from pandas import concat from backtesting import backtest_iron_condor from backtesting.delta_targeting import create_strategies from plotting import BacktestChart, plot load_dotenv() if __name__ == '__main__': start_date = datetime(2016, 1, 1) end_date = datetime.now() delta_target = float(getenv('DELTA_TARGET')) entry_times = getenv('ENTRY_TIMES').split(',') backtest_results = [] for entry_time in entry_times: call_spread_strategy, put_spread_strategy = create_strategies(delta_target, entry_time) backtest_result = backtest_iron_condor( f'{int(delta_target * 100)} Delta Iron Condor @ {call_spread_strategy.trade_entry_time}', call_spread_strategy, put_spread_strategy, start_date, end_date ) backtest_results.append(backtest_result) combined_backtest_results = concat(backtest_results) summed_results = combined_backtest_results.groupby('Date')['Cumulative Profit'].sum().reset_index() plot(BacktestChart( dates = summed_results['Date'], profit = summed_results['Cumulative Profit'], title = f'{int(delta_target * 100)} Delta Iron Condor' ))