|
|
|
@ -14,47 +14,11 @@ pd.options.plotting.backend = "plotly" |
|
|
|
|
|
|
|
|
|
|
|
if __name__ == "__main__": |
|
|
|
csv = "data/cac40.csv" |
|
|
|
csv = "data/gold.csv" |
|
|
|
bt = Backtest(csv, start=10, index_col=0) |
|
|
|
start = { |
|
|
|
"AXA": 10_000, |
|
|
|
"Accor": 0, |
|
|
|
"Air Liquide": 0, |
|
|
|
"Airbus": 0, |
|
|
|
"ArcelorMittal": 0, |
|
|
|
"Atos": 0, |
|
|
|
"BNP Paribas": 0, |
|
|
|
"Bouygues": 0, |
|
|
|
"Cap Gemini": 0, |
|
|
|
"Crédit Agricole": 0, |
|
|
|
"Danone": 0, |
|
|
|
"Dassault Systèmes": 0, |
|
|
|
"Engie": 0, |
|
|
|
"EssilorLuxottica": 0, |
|
|
|
"Hermes": 0, |
|
|
|
"Kering": 0, |
|
|
|
"LEGRAND": 0, |
|
|
|
"LOréal": 0, |
|
|
|
"LVMH Moet Hennessy Louis Vuitton": 0, |
|
|
|
"Michelin": 0, |
|
|
|
"Orange": 0, |
|
|
|
"Pernod Ricard": 0, |
|
|
|
"Peugeot": 0, |
|
|
|
"Publicis": 0, |
|
|
|
"Renault": 0, |
|
|
|
"SAFRAN": 0, |
|
|
|
"STMicroelectronics": 0, |
|
|
|
"Saint-Gobain": 0, |
|
|
|
"Sanofi": 0, |
|
|
|
"Schneider Electric": 0, |
|
|
|
"Société Générale": 0, |
|
|
|
"Sodexo": 0, |
|
|
|
"TOTAL": 0, |
|
|
|
"Unibail-Rodamco": 0, |
|
|
|
"VINCI": 0, |
|
|
|
"Veolia Environnement": 0, |
|
|
|
"Vivendi": 0, |
|
|
|
"Worldline SA": 0, |
|
|
|
"USD": 10_000, |
|
|
|
"Gold": 0, |
|
|
|
} |
|
|
|
# pred = MeanAggregator([RandomPredictor(), SelectorPredictor({"USD": -0.1}), RandomPredictor()]) |
|
|
|
pred = Derivate(-1) |
|
|
|
|
