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import yfinance as yf
from backtesting import Backtest
from strategies import SMC_test, SMC_ema, SMCStructure
def fetch(symbol, period, interval):
df = yf.download(symbol, period=period, interval=interval)
df.columns =df.columns.get_level_values(0)
return df
def smc_plot_backtest(data, filename, swing_hl, **kwargs):
bt = Backtest(data, SMC_test, **kwargs)
bt.run(swing_hl=swing_hl)
return bt.plot(filename=filename, open_browser=False)
def smc_ema_plot_backtest(data, filename, ema1, ema2, closecross, **kwargs):
bt = Backtest(data, SMC_ema, **kwargs)
bt.run(ema1=ema1, ema2=ema2, close_on_crossover=closecross)
return bt.plot(filename=filename, open_browser=False)
def smc_structure_plot_backtest(data, filename, swing_hl, **kwargs):
bt = Backtest(data, SMCStructure, **kwargs)
bt.run(swing_window=swing_hl)
return bt.plot(filename=filename, open_browser=False)
def smc_backtest(data, swing_hl, **kwargs):
return Backtest(data, SMC_test, **kwargs).run(swing_hl=swing_hl)
def smc_ema_backtest(data, ema1, ema2, closecross, **kwargs):
return Backtest(data, SMC_ema, **kwargs).run(ema1=ema1, ema2=ema2, close_on_crossover=closecross)
def smc_structure_backtest(data, swing_hl, **kwargs):
return Backtest(data, SMCStructure, **kwargs).run(swing_hl=swing_hl)
if __name__ == "__main__":
# data = fetch('RELIANCE.NS', period='1y', interval='15m')
df = yf.download('RELIANCE.NS', period='1yr', interval='15m')