Files
ML4T/manual_strategy/TheoreticallyOptimalStrategy.py

18 lines
419 B
Python

import pandas as pd
from util import get_data
from marketsim.marketsim import compute_portvals
from optimize_something.optimization import calculate_stats
def author():
return "felixm"
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