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Add progress bars to backtest.py #423

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merged 4 commits into from
Nov 22, 2023
+8 −3
Merged

Add progress bars to backtest.py #423

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47d322b
Update backtest.py
nathanramoscfa Sep 13, 2023
b4febd1
Update setup.py
nathanramoscfa Sep 13, 2023
a1a21b0
Update setup.py
nathanramoscfa Sep 14, 2023
38767ce
Merge branch 'master' into add-tqdm
timkpaine Nov 20, 2023
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Update backtest.py 
Add progress bars to backtest.py
@nathanramoscfa
nathanramoscfa committed Sep 13, 2023
commit 47d322b8d0221ba57ed2ee4af6a028f4bd7a65d7
5 changes: 3 additions & 2 deletions bt/backtest.py
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Original file line number Diff line number Diff line change
@@ -9,6 +9,7 @@
import numpy as np
from matplotlib import pyplot as plt
import pyprind
from tqdm import tqdm


def run(*backtests):
@@ -24,7 +25,7 @@ def run(*backtests):

"""
# run each backtest
for bkt in backtests:
for bkt in tqdm(backtests):
bkt.run()

return Result(*backtests)
@@ -66,7 +67,7 @@ def benchmark_random(backtest, random_strategy, nsim=100):
data = backtest.data.dropna()

# create and run random backtests
for i in range(nsim):
for i in tqdm(range(nsim)):
random_strategy.name = "random_%s" % i
rbt = bt.Backtest(random_strategy, data)
rbt.run()