변동성 돌파전략 단일종목 백테스터

import pandas as pd from pykrx import stock import datetime import numpy as np import time import matplotlib.pyplot as plt import math import tick def back_testing(code,date): df = stock.get_market_ohlcv_by_date(fromdate=date, todate=datetime.datetime.now(), ticker=code) df = df.reset_index() df['날짜'] = df['날짜'].dt.strftime('%Y%m%d') df = df.set_index('날짜') dayopen_1td = df['시가'].shift(1) dayhigh_1td = df['고가'].shift(1) daylow_1td = df['저가'].shift(1) dayopen = df['시가'] ##########################...

원문링크 : 변동성 돌파전략 단일종목 백테스터