Files
aiomql/examples/sample_backtester.py
T
Ichinga Samuel 9043d42704 v4.0.5
2024-12-01 11:47:42 +01:00

29 lines
1.2 KiB
Python

import logging
from datetime import datetime, UTC
from aiomql.lib.backtester import BackTester
from aiomql.core import Config
from aiomql.contrib.strategies import FingerTrap, Chaos
from aiomql.contrib.symbols import ForexSymbol
from aiomql.core.backtesting import BackTestEngine
def back_tester():
Config(mode="backtest")
logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s")
syms = ["Volatility 75 Index", "Volatility 100 Index", "Volatility 25 Index", "Volatility 10 Index"]
symbols = [ForexSymbol(name=sym) for sym in syms]
strategies = [FingerTrap(symbol=symbol) for symbol in symbols]
start = datetime(2024, 5, 1, tzinfo=UTC)
stop_time = datetime(2024, 5, 2, tzinfo=UTC)
end = datetime(2024, 5, 7, tzinfo=UTC)
back_test_engine = BackTestEngine(start=start, end=end, speed=7200,
close_open_positions_on_exit=True, assign_to_config=True, preload=True,
account_info={"balance": 350})
backtester = BackTester(backtest_engine=back_test_engine)
backtester.add_strategies(strategies=strategies)
backtester.execute()
back_tester()