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- from dateutil.relativedelta import relativedelta
- # def date_iter_periodicity(start_date, end_date, hold_days):
- # date = start_date
- # while date < end_date:
- # yield (date), (date + datetime.timedelta(hold_days))
- # date += datetime.timedelta(hold_days)
- def date_iter_periodicity(start_date, end_date, interval):
- date = start_date
- while date < end_date:
- yield (date), (date + relativedelta(months=+interval))
- date += relativedelta(months=+interval)
- # How to use - Trading on the 1st of each month
- # start_date = datetime.date(2014, 5, 1)
- # end_date = datetime.date(2019, 9, 1)
- # interval = 1
- # backtest(start_date, end_date, interval, strategy, data)
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