Implement a pipeline to collect the best portfolio from a nCrResult object and automatically run a backtest by passing the investment parameters through nCrOptimize to the BtEngine object.
Pipeline Steps
- Investment parameter and best portfolio retrieval
BtEngine initialisation with portfolio weights and investment parametersBtEngine.run() with a preselected strategy (proposed default strat: "rsi_ewma")- Implement a
BtResult object to store and append the backtest results to the HTML report generated by nCrResult
- Record data on instance memory or external cache, use
IPython.display to render the HTML report in a jupyter environment
Implement a pipeline to collect the best portfolio from a
nCrResultobject and automatically run a backtest by passing the investment parameters throughnCrOptimizeto theBtEngineobject.Pipeline Steps
BtEngineinitialisation with portfolio weights and investment parametersBtEngine.run()with a preselected strategy (proposed default strat: "rsi_ewma")BtResultobject to store and append the backtest results to the HTML report generated bynCrResultIPython.displayto render the HTML report in a jupyter environment