From 46d51c20479042fd1d620dbcb38d8d0a0b9f5738 Mon Sep 17 00:00:00 2001 From: Saleh Mir Date: Mon, 5 Aug 2024 19:33:12 +0330 Subject: [PATCH] chore: Add benchmark option to backtest function --- jesse/research/backtest.py | 4 ++++ jesse/services/charts.py | 1 + 2 files changed, 5 insertions(+) diff --git a/jesse/research/backtest.py b/jesse/research/backtest.py index 90183c6d8..997a5e093 100644 --- 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 index 53f3c5f3d..f013cc163 100644 --- 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'