Advertisement
Guest User

Untitled

a guest
Sep 17th, 2019
129
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 0.69 KB | None | 0 0
  1. from dateutil.relativedelta import relativedelta
  2.  
  3. # def date_iter_periodicity(start_date, end_date, hold_days):
  4. # date = start_date
  5. # while date < end_date:
  6. # yield (date), (date + datetime.timedelta(hold_days))
  7. # date += datetime.timedelta(hold_days)
  8. def date_iter_periodicity(start_date, end_date, interval):
  9. date = start_date
  10. while date < end_date:
  11. yield (date), (date + relativedelta(months=+interval))
  12. date += relativedelta(months=+interval)
  13.  
  14. # How to use - Trading on the 1st of each month
  15. # start_date = datetime.date(2014, 5, 1)
  16. # end_date = datetime.date(2019, 9, 1)
  17. # interval = 1
  18. # backtest(start_date, end_date, interval, strategy, data)
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement