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add file option for macd cross backtest
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arms22 committed Jun 15, 2018
1 parent eabf63a commit eaddedc
Showing 1 changed file with 3 additions and 1 deletion.
4 changes: 3 additions & 1 deletion macd_cross_backtest.py
Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
# -*- coding: utf-8 -*-
import sys
import pandas as pd
from backtest import Backtest, BacktestIteration
from hyperopt import hp
Expand Down Expand Up @@ -89,11 +90,12 @@ def store_datetime(str):
return dateutil.parser.parse(str)

parser = argparse.ArgumentParser(description="")
parser.add_argument('csv', nargs='?', type=argparse.FileType('r'), default=sys.stdin)
parser.add_argument("--start", type=store_datetime)
parser.add_argument("--end", type=store_datetime)
args = parser.parse_args()

ohlcv = pd.read_csv('csv/bitmex_2018_1h.csv', index_col='timestamp', parse_dates=True)
ohlcv = pd.read_csv(args.csv, index_col='timestamp', parse_dates=True)
if args.start is not None and args.end is not None:
ohlcv = ohlcv[args.start:args.end]
elif args.start is None:
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