Start to implement testPolicy

manual_strategy/TheoreticallyOptimalStrategy.py

@@ -1,18 +1,17 @@
 import pandas as pd
-import datetime as dt
-from util import get_data, plot_data
+from util import get_data
+from marketsim.marketsim import compute_portvals
+from optimize_something.optimization import calculate_stats
 
 
 def author():
     return "felixm"
 
 
-def main():
-    start_date = dt.datetime(2008, 1, 1)
-    end_date = dt.datetime(2009, 12, 31)
-    prices = get_data(['JPM'], pd.date_range(start_date, end_date))
-    print(prices)
+def testPolicy(symbol, sd, ed, sv):
+    print(f"{symbol=} {sd} - {ed} {sv=}")
+    # trade = date, shares (-2000, -1000, 0, 1000, 2000)
+    prices = get_data([symbol], pd.date_range(sd, ed))
+    print(prices.index)
+    return
 
-
-if __name__ == "__main__":
-    main()