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feat: 백테스트 추가(과거에 FS 데이터가 없어서 제대로된 테스트 진행 불가)

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Ayuriel 2025-03-16 12:50:27 +09:00
parent 679eb4fe0b
commit 5666ab567f
1 changed files with 3 additions and 1 deletions
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streamlit_quant/backtest/backtest-1.py
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@ -5,12 +5,14 @@ import pandas as pd
import quantcommon import quantcommon
import streamlit_quant.strategy.multi_factor as multi_factor import streamlit_quant.strategy.multi_factor as multi_factor
import streamlit_quant.strategy.magic_formula as magic_formula
qc = quantcommon.QuantCommon() qc = quantcommon.QuantCommon()
mf = multi_factor.get_multi_factor_top(qc, 20) mf = multi_factor.get_multi_factor_top(qc, 20)
magic_formula = magic_formula.get_magic_formula_top(20)
codes = ','.join(mf['종목코드'].array) codes = ','.join(magic_formula['종목코드'].array)
price = qc.get_price_list_by_code(codes) price = qc.get_price_list_by_code(codes)
# price = price.set_index(['날짜']) # price = price.set_index(['날짜'])