chore: Add benchmark option to backtest function

jesse-ai · Aug 5, 2024 · 46d51c2 · 46d51c2
1 parent c1a3d92
commit 46d51c2
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Showing 2 changed files with 5 additions and 0 deletions.
diff --git a/jesse/research/backtest.py b/jesse/research/backtest.py
@@ -13,6 +13,7 @@ def backtest(
         generate_quantstats: bool = False,
         generate_hyperparameters: bool = False,
         generate_equity_curve: bool = False,
+        benchmark: bool = False,
         generate_csv: bool = False,
         generate_json: bool = False,
         generate_logs: bool = False,
@@ -64,6 +65,7 @@ def backtest(
         generate_csv=generate_csv,
         generate_json=generate_json,
         generate_equity_curve=generate_equity_curve,
+        benchmark=benchmark,
         generate_hyperparameters=generate_hyperparameters,
         generate_logs=generate_logs,
         fast_mode=fast_mode,
@@ -84,6 +86,7 @@ def _isolated_backtest(
         generate_csv: bool = False,
         generate_json: bool = False,
         generate_equity_curve: bool = False,
+        benchmark: bool = False,
         generate_hyperparameters: bool = False,
         generate_logs: bool = False,
         fast_mode: bool = False,
@@ -150,6 +153,7 @@ def _isolated_backtest(
         generate_csv=generate_csv,
         generate_json=generate_json,
         generate_equity_curve=generate_equity_curve,
+        benchmark=benchmark,
         generate_hyperparameters=generate_hyperparameters,
         generate_logs=generate_logs,
         fast_mode=fast_mode,

diff --git a/jesse/services/charts.py b/jesse/services/charts.py
@@ -74,6 +74,7 @@ def equity_curve(benchmark: bool = False) -> list:
 
     return result
 
+
 def portfolio_vs_asset_returns(study_name: str = None) -> str:
     if jh.is_unit_testing():
         return 'charts'