\\n\"+\n", " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n", " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n", " \"
\\n\"+\n", " \"\\n\"+\n",
" \"from bokeh.resources import INLINE\\n\"+\n",
" \"output_notebook(resources=INLINE)\\n\"+\n",
" \"\\n\"+\n",
" \"\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"\\n\"+\n", " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n", " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n", " \"
\\n\"+\n", " \"\\n\"+\n",
" \"from bokeh.resources import INLINE\\n\"+\n",
" \"output_notebook(resources=INLINE)\\n\"+\n",
" \"\\n\"+\n",
" \"\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"| n2 | \n", "40 | \n", "60 | \n", "80 | \n", "100 | \n", "120 | \n", "140 | \n", "160 | \n", "180 | \n", "200 | \n", "
|---|---|---|---|---|---|---|---|---|---|
| n1 | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 100 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "11253.157 | \n", "7101.260 | \n", "11323.427 | \n", "10163.322 | \n", "11944.455 | \n", "
| 90 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "8958.143 | \n", "9538.050 | \n", "9884.416 | \n", "9685.920 | \n", "11343.644 | \n", "8806.572 | \n", "
| 80 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "10863.109 | \n", "7721.244 | \n", "9139.946 | \n", "8813.950 | \n", "10414.656 | \n", "8908.486 | \n", "
| 70 | \n", "NaN | \n", "NaN | \n", "14712.143 | \n", "7192.893 | \n", "10403.015 | \n", "10065.280 | \n", "8293.734 | \n", "9895.782 | \n", "9360.478 | \n", "
| 60 | \n", "NaN | \n", "NaN | \n", "9232.415 | \n", "8046.486 | \n", "10838.454 | \n", "12876.589 | \n", "10312.955 | \n", "9427.545 | \n", "9555.402 | \n", "
| 50 | \n", "NaN | \n", "8383.465 | \n", "10180.503 | \n", "10563.790 | \n", "9081.947 | \n", "14272.266 | \n", "13575.861 | \n", "11383.465 | \n", "10053.469 | \n", "
| 40 | \n", "NaN | \n", "13666.448 | \n", "NaN | \n", "7549.100 | \n", "10629.479 | \n", "12860.994 | \n", "11405.291 | \n", "10863.807 | \n", "10658.140 | \n", "
| 30 | \n", "13974.917 | \n", "11696.319 | \n", "11757.991 | \n", "15092.994 | \n", "13152.243 | \n", "11518.687 | \n", "11271.354 | \n", "11384.551 | \n", "10649.053 | \n", "
| 20 | \n", "NaN | \n", "10102.867 | \n", "9864.219 | \n", "11003.218 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "
\\n\"+\n", " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n", " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n", " \"
\\n\"+\n", " \"\\n\"+\n",
" \"from bokeh.resources import INLINE\\n\"+\n",
" \"output_notebook(resources=INLINE)\\n\"+\n",
" \"\\n\"+\n",
" \"\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"| \n", " | Open | \n", "High | \n", "Low | \n", "Close | \n", "Volume | \n", "
|---|---|---|---|---|---|
| 2013-02-25 | \n", "802.30 | \n", "808.41 | \n", "790.49 | \n", "790.77 | \n", "2303900 | \n", "
| 2013-02-26 | \n", "795.00 | \n", "795.95 | \n", "784.40 | \n", "790.13 | \n", "2202500 | \n", "
| 2013-02-27 | \n", "794.80 | \n", "804.75 | \n", "791.11 | \n", "799.78 | \n", "2026100 | \n", "
| 2013-02-28 | \n", "801.10 | \n", "806.99 | \n", "801.03 | \n", "801.20 | \n", "2265800 | \n", "
| 2013-03-01 | \n", "797.80 | \n", "807.14 | \n", "796.15 | \n", "806.19 | \n", "2175400 | \n", "
| \n", " | Equity | \n", "DrawdownPct | \n", "DrawdownDuration | \n", "
|---|---|---|---|
| 2004-08-19 | \n", "10000.00 | \n", "0.00 | \n", "NaT | \n", "
| 2004-08-20 | \n", "10000.00 | \n", "0.00 | \n", "NaT | \n", "
| 2004-08-23 | \n", "10000.00 | \n", "0.00 | \n", "NaT | \n", "
| 2004-08-24 | \n", "10000.00 | \n", "0.00 | \n", "NaT | \n", "
| 2004-08-25 | \n", "10000.00 | \n", "0.00 | \n", "NaT | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "
| 2013-02-25 | \n", "103035.53 | \n", "0.05 | \n", "NaT | \n", "
| 2013-02-26 | \n", "102952.33 | \n", "0.05 | \n", "NaT | \n", "
| 2013-02-27 | \n", "104206.83 | \n", "0.04 | \n", "NaT | \n", "
| 2013-02-28 | \n", "104391.43 | \n", "0.04 | \n", "NaT | \n", "
| 2013-03-01 | \n", "105040.13 | \n", "0.03 | \n", "533 days | \n", "
2148 rows × 3 columns
\n", "| \n", " | Size | \n", "EntryBar | \n", "ExitBar | \n", "EntryPrice | \n", "ExitPrice | \n", "PnL | \n", "ReturnPct | \n", "EntryTime | \n", "ExitTime | \n", "Duration | \n", "
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "87 | \n", "20 | \n", "60 | \n", "114.65 | \n", "185.23 | \n", "6140.56 | \n", "0.62 | \n", "2004-09-17 | \n", "2004-11-12 | \n", "56 days | \n", "
| 1 | \n", "-87 | \n", "60 | \n", "69 | \n", "184.86 | \n", "175.80 | \n", "788.18 | \n", "0.05 | \n", "2004-11-12 | \n", "2004-11-26 | \n", "14 days | \n", "
| 2 | \n", "96 | \n", "69 | \n", "71 | \n", "176.15 | \n", "180.71 | \n", "437.61 | \n", "0.03 | \n", "2004-11-26 | \n", "2004-11-30 | \n", "4 days | \n", "
| 3 | \n", "-96 | \n", "71 | \n", "75 | \n", "180.35 | \n", "179.13 | \n", "116.98 | \n", "0.01 | \n", "2004-11-30 | \n", "2004-12-06 | \n", "6 days | \n", "
| 4 | \n", "97 | \n", "75 | \n", "82 | \n", "179.49 | \n", "177.99 | \n", "-145.33 | \n", "-0.01 | \n", "2004-12-06 | \n", "2004-12-15 | \n", "9 days | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 147 | \n", "-121 | \n", "2056 | \n", "2085 | \n", "738.65 | \n", "687.78 | \n", "6155.24 | \n", "0.07 | \n", "2012-10-16 | \n", "2012-11-29 | \n", "44 days | \n", "
| 148 | \n", "139 | \n", "2085 | \n", "2111 | \n", "689.16 | \n", "735.54 | \n", "6447.44 | \n", "0.07 | \n", "2012-11-29 | \n", "2013-01-08 | \n", "40 days | \n", "
| 149 | \n", "-139 | \n", "2111 | \n", "2113 | \n", "734.07 | \n", "742.83 | \n", "-1217.79 | \n", "-0.01 | \n", "2013-01-08 | \n", "2013-01-10 | \n", "2 days | \n", "
| 150 | \n", "136 | \n", "2113 | \n", "2121 | \n", "744.32 | \n", "735.99 | \n", "-1132.29 | \n", "-0.01 | \n", "2013-01-10 | \n", "2013-01-23 | \n", "13 days | \n", "
| 151 | \n", "-136 | \n", "2121 | \n", "2127 | \n", "734.52 | \n", "750.51 | \n", "-2174.91 | \n", "-0.02 | \n", "2013-01-23 | \n", "2013-01-31 | \n", "8 days | \n", "
152 rows × 10 columns
\n", "\\n\"+\n", " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n", " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n", " \"
\\n\"+\n", " \"\\n\"+\n",
" \"from bokeh.resources import INLINE\\n\"+\n",
" \"output_notebook(resources=INLINE)\\n\"+\n",
" \"\\n\"+\n",
" \"\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"\\n\"+\n", " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n", " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n", " \"
\\n\"+\n", " \"\\n\"+\n",
" \"from bokeh.resources import INLINE\\n\"+\n",
" \"output_notebook(resources=INLINE)\\n\"+\n",
" \"\\n\"+\n",
" \"\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"| \n", " | Open | \n", "High | \n", "Low | \n", "Close | \n", "Volume | \n", "
|---|---|---|---|---|---|
| 2017-04-19 09:00:00 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1413 | \n", "
| 2017-04-19 10:00:00 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1241 | \n", "
| 2017-04-19 11:00:00 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1025 | \n", "
| 2017-04-19 12:00:00 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1460 | \n", "
| 2017-04-19 13:00:00 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1.07 | \n", "1554 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2018-02-07 11:00:00 | \n", "1.23 | \n", "1.24 | \n", "1.23 | \n", "1.24 | \n", "2203 | \n", "
| 2018-02-07 12:00:00 | \n", "1.24 | \n", "1.24 | \n", "1.23 | \n", "1.23 | \n", "2325 | \n", "
| 2018-02-07 13:00:00 | \n", "1.23 | \n", "1.23 | \n", "1.23 | \n", "1.23 | \n", "2824 | \n", "
| 2018-02-07 14:00:00 | \n", "1.23 | \n", "1.23 | \n", "1.23 | \n", "1.23 | \n", "4065 | \n", "
| 2018-02-07 15:00:00 | \n", "1.23 | \n", "1.23 | \n", "1.23 | \n", "1.23 | \n", "6143 | \n", "
5000 rows × 5 columns
\n", "
Backtesting.py