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feat(Reporting): added backtesting with vectorbt (#148)
* feat(Reporting): added vectorbt-based backtest * fix(Reporting): added transaction costs * feat(Reporting): added ability to rebalance only every n days * feat(Dependencies): added pytorch * fix(Dependencies): added pytorch-lightning * feat(CI): added portfolio reporting step * feat(Reporting): save weights as well * fix(Reporting): start with less cash
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@@ -23,6 +23,10 @@ jobs:
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shell: bash -l {0}
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run: |
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python run_pipeline.py
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- name: Run portfolio reporting
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shell: bash -l {0}
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run: |
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python run_portfolio_reporting.py
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- uses: actions/upload-artifact@v2
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with:
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name: artifacts
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