mirror of
https://github.com/wassname/options_backtester.git
synced 2026-07-04 10:29:07 +08:00
Juan Pablo Amoroso
19 lines
528 B
Python
19 lines
528 B
Python
from .strategy import Strategy
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from ..event import SignalEvent
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class Benchmark(Strategy):
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"""Simple buy and hold SPX strategy"""
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def __init__(self, data_handler, events):
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self.data_handler = data_handler
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self.events = events
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self._bought = False
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def generate_signals(self, event):
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if not self._bought:
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buy_signal = SignalEvent(
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symbol="SPX", direction="BUY", strength=(1.0, 100))
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self.events.put(buy_signal)
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self._bought = True
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