Backtesting

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Library "Backtesting"

curve(disp_ind)
  Call function to get a certain curve of your strategy.
  Parameters:
    disp_ind (string)
  Returns: Returns type of curve plot.

cleaner(disp_ind, plot)
  Call function to filter out your Strategy plots
  Parameters:
    disp_ind (string)
    plot (float)

netprofit(startPrice, startDate)
  Parameters:
    startPrice (float)
    startDate (int)

calculateEquityCurve(startPrice, startDate)
  Parameters:
    startPrice (float)
    startDate (int)

Equity(eq, startDate)
  Parameters:
    eq (float)
    startDate (int)

buyandhold(startPrice, startDate)
  Parameters:
    startPrice (float)
    startDate (int)

calculateMaxDrawdown(_equityCurve, startDate)
  Parameters:
    _equityCurve (float)
    startDate (int)

backtestTable(option, position)
  Assign this function to a random variable to get the "Performance Table"
  Parameters:
    option (simple string)
    position (simple string)

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Sürüm Notları

v2

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Sürüm Notları

v3

Updated:
curve(length)
  Parameters:
    length (simple int)

Removed:
cleaner(disp_ind, plot)
  Call function to filter out your Strategy plots

netprofit(startPrice, startDate)

calculateEquityCurve(startPrice, startDate)

Equity(eq, startDate)

buyandhold(startPrice, startDate)

calculateMaxDrawdown(_equityCurve, startDate)

backtestTable(option, position)
  Assign this function to a random variable to get the "Performance Table"