backtesting_benchmark_vaqat

• the file to run is launch_get_backtesting_scenarios_nohdrive.py
• it employs pandas , you need to update your env with conda (conda install pandas)
  • also install ccxt (https://github.com/ccxt/ccxt) by doing pip install ccxt
• modify the param file to your excel files that will be used , one per frequency : 1d , 15mn, 5mn , 1mn and the code , to have the file path into parameters.parameters

result to obtain is to add ETH and SP500 to the current time series with the correct dates