Generation

generate functionTue, 09 May 2023

generar un código completo que simule una estrategia de trading

def create_backtest(strategy_function): def backtest_function(DataFrame): # obtener valores necesarios para inicializar el backtest initial_capital = ... positions = [] holdings = [] returns = [] for i in range(len(DataFrame)): # realizar backtest por cada iteración ... return {'Strategy': strategy_function.__name__, 'Initial Capital': initial_capital, 'Ending Capital': capital, 'Final Return': returns[-1], 'Total Return': sum(returns)} return backtest_function

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