Repository navigation
Releasing the backtest_strategy.py file as executable.
Usage:
The file has 4 arguments, in which 2 are mandatory and 2 are optional.
datapath: Path from a folder that has the 4 csv and excel files from this repository (on src/data).
variable: Variables to use for the Exposure Study. To use the 2 variables strategy, provide the names separating with a comma.
--initdate: Optional argument to limit the simulation with a initial date.
--enddate: Optional argument to limit the simulation with a end date.
Examples of usage:
.\backtest_estrategia.exe C:\Users\thpro\Desktop\OpenSourceDev\ExposureStudy\src\data Emerg --initdate 01-01-2012 --enddate 28-10-2015
.\backtest_estrategia.exe C:\Users\thpro\Desktop\OpenSourceDev\ExposureStudy\src\data Emerg,DOLBRL