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Fix examples
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.gitignore

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bumpversion.egg-info/
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*.sqlite3
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**/backtest_data/*
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**/backtest_reports/
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**/backtest_reports/*
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**/databases/

examples/backtest_example/resources/backtest_data/OHLCV_BTC-EUR_BINANCE_2h_2023-08-07-06-00_2023-12-02-00-00.csv

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examples/backtest_example/resources/backtest_data/TICKER_BTC-EUR_BINANCE_2023-08-23-22-00_2023-12-02-00-00.csv

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examples/backtest_example/run_backtest.ipynb

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examples/backtest_example/run_backtet.ipynb

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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "33a202ae",
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"metadata": {},
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"outputs": [],
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"source": [
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"import importlib\n",
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"import strategies.strategy_v1 as strategy_module\n",
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"import strategies.strategy_v2 as strategy_module_v2\n",
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"import strategies.strategy_v3 as strategy_module_v3\n",
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"\n",
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"importlib.reload(strategy_module)\n",
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"\n",
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"CrossOverStrategyV1 = strategy_module.CrossOverStrategyV1\n",
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"CrossOverStrategyV2 = strategy_module_v2.CrossOverStrategyV2\n",
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"CrossOverStrategyV3 = strategy_module_v3.CrossOverStrategyV3"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "29aaf876",
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"metadata": {},
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"outputs": [],
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"source": [
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"import time\n",
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"from datetime import datetime, timedelta\n",
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"from investing_algorithm_framework import create_app, BacktestDateRange, \\\n",
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" BacktestReportEvaluation, pretty_print_backtest_report_evaluation\n",
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"\n",
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"app = create_app(name=\"GoldenCrossStrategy\")\n",
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"app.add_market(market=\"BINANCE\", trading_symbol=\"EUR\", initial_balance=400)\n",
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"app.add_strategy(CrossOverStrategyV1)\n",
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"end_date = datetime(2023, 12, 2)\n",
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"start_date = end_date - timedelta(days=100)\n",
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"date_range = BacktestDateRange(start_date=start_date, end_date=end_date)\n",
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"backtest_reports = app.run_backtests(\n",
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" backtest_date_range=date_range,\n",
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" save_strategy=True,\n",
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" strategy=[\n",
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" CrossOverStrategyV1,\n",
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" CrossOverStrategyV2,\n",
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" CrossOverStrategyV3\n",
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" ]\n",
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")\n",
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"evaluation = BacktestReportEvaluation(backtest_reports)\n",
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"pretty_print_backtest_report_evaluation(evaluation)"
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]
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}
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],
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"metadata": {
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"language_info": {
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"name": "python"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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from strategies.strategy_v1 import CrossOverStrategyV1
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__all__ = [
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"CrossOverStrategyV1",
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]

examples/backtest_example/strategies/data_sources.py

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examples/backtest_example/strategies/strategy_v1.py

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from .strategy_v1 import CrossOverStrategyV1
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__all__ = [
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"CrossOverStrategyV1",
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]

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