mirror of
https://github.com/wassname/options_backtester.git
synced 2026-07-03 00:51:34 +08:00
Juan Pablo Amoroso
13 lines
319 B
Python
13 lines
319 B
Python
import os
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import backtester as bt
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from backtester.utils import get_data_dir
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data_dir = get_data_dir()
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spx_test_data = os.path.join(data_dir, "SPX_2008-2018.csv")
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portfolio = bt.run(spx_test_data)
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report = portfolio.create_report()
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print("Running Benchmark strategy on SPX data for 2008-2018")
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print(report.tail(30))
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