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34 lines
967 B
34 lines
967 B
import pandas as pd # type: ignore
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from auto_trading.broker.backtest import Backtest
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from auto_trading.strat.hold import Hold
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from auto_trading.strat.buyhighselllow import BuyHighSellLow
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from auto_trading.ptf.in_memory import InMemoryPortfolio
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from auto_trading.bot import Bot
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pd.options.plotting.backend = "plotly"
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if __name__ == "__main__":
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bt = Backtest("./data/NYSE_smallest.csv")
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ptf = InMemoryPortfolio(
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base_balance=100, change_rate_getter=lambda: bt.current_change
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)
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strategy = BuyHighSellLow("WLTW")
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bot = Bot(ptf, strategy, bt)
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bot.run()
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for order in ptf.orders_history:
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print(order)
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print(bot.ptf.total_balance(bot.broker.current_change))
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ch_history: pd.DataFrame = bot.broker.change_rate_history # type: ignore
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st_history = pd.DataFrame(
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[s.stocks for s in bot.ptf.states_history],
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index=ch_history.index,
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)
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(st_history * ch_history).fillna(0).plot.area().show()
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