Try BackTest !!!

준비물

Project Manager : Poetry

Excute Scripts

poetry run python my_script.py

VSCode

VSCode Python Interactive window

Packages

• jupyter (for VSCode Python Interactive window)
• bt - Flexible Backtesting for Python
• yfinance

poetry add jupyter bt yfinance

구성

• bt_SAA.py : backtest static asset allocation
• bt_SAA_BG.py : backtest static asset allocation ( golden butterfly )
• bt_MAA.py : backtest momentum asset allocation
• bt_MAA_RM.py : backtest momentum asset allocation ( relative momentum )

실습자료

• Flexible Backtesting for Python 1
• Flexible Backtesting with BT
• Advanced Backtesting with BT. Introduction | by Richard L | Medium