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nCrOptimize to BtEngine pipeline #35

@GongJr0

Description

@GongJr0

Implement a pipeline to collect the best portfolio from a nCrResult object and automatically run a backtest by passing the investment parameters through nCrOptimize to the BtEngine object.

Pipeline Steps

  • Investment parameter and best portfolio retrieval
  • BtEngine initialisation with portfolio weights and investment parameters
  • BtEngine.run() with a preselected strategy (proposed default strat: "rsi_ewma")
  • Implement a BtResult object to store and append the backtest results to the HTML report generated by nCrResult
  • Record data on instance memory or external cache, use IPython.display to render the HTML report in a jupyter environment

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UX updateChanges to improve user experiencefeatureNew feature being developed

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