mirror of
https://github.com/wassname/options_backtester.git
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notebook title changed
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@@ -4,31 +4,23 @@
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Example a simple assets Ivy with semi-annual rebalance and sma criteria#"
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"# Example simple 5-asset Ivy Portfolio with semi-annual rebalance and sma criteria#"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 1,
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"execution_count": 26,
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"metadata": {
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"scrolled": true
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},
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"/usr/local/anaconda3/lib/python3.7/site-packages/pyfolio/pos.py:27: UserWarning: Module \"zipline.assets\" not found; mutltipliers will not be applied to position notionals.\n",
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" 'Module \"zipline.assets\" not found; mutltipliers will not be applied' +\n"
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]
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},
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{
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"data": {
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"text/plain": [
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"DataTransformerRegistry.enable('default')"
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]
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},
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"execution_count": 1,
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"execution_count": 26,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -48,7 +40,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"execution_count": 27,
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"metadata": {},
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"outputs": [],
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"source": [
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@@ -58,7 +50,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"execution_count": 28,
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"metadata": {},
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"outputs": [],
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"source": [
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@@ -69,7 +61,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 29,
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"metadata": {},
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"outputs": [],
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"source": [
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