알고리즘이 일하는 동안,
당신은 쉬세요.

1import yaml
2
3def run_backtest(start, end, params, trade_start):
4    """레짐 기반 동적 리밸런싱 백테스트"""
5    df = download_data(symbols, start, end)
6    ma = df['close'].rolling(params['ma_period']).mean()
7
8    for date in df.index:
9        regime = "bull" if close > ma else "bear"
10
11        if regime == "bull":
12            rebalance(QQQM, TQQQ, threshold=3.5)
13        else:
14            rebalance(TQQQ, SQQQ, threshold=0.75)
15
16    return calculate_metrics(portfolio)
17
18if __name__ == '__main__':
19    with open('config.yaml') as f:
20        config = yaml.safe_load(f)
21    result = run_backtest(params=config)