backtesting.pyについてのメモ

Strategy

Strategy.data

• Priceのdata。close等の値を取得できる
• data.Close[-1]) is always the most recent value.

Strategy.sell

• Let the strategy close any current position and use all available funds to short sell the asset for p

Strategy.buy

• Let the strategy close any current position and use all available funds to buy the asset for price

Strategy.position

• ポジションの確認

参考文献

https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Strategy.data