백테스팅 툴

from pykrx import stock import datetime import numpy as np import time df= stock.get_market_ohlcv_by_date(fromdate='20120227',todate=datetime.datetime.now(),ticker='005930') del df['거래량'] while True: try: entry_cond = df.종가.shift(2) < df.종가.shift(1) df['진입가'] = np.where(entry_cond, df['시가'], '') entry_date = df.index[entry_cond][0] rebal_date = df[entry_date:].index[21] entry_price = df.loc[df['진입가'] != '', '진입가'][0] for index,row in df[entry_date:].iterrows(): close = row['종가'] # close = close ...