Moonshot Backtest¶
We're ready to run a backtest. Moonshot returns the backtest results as a CSV, and we'll use Moonchart, a companion library to Moonshot, to look a tear sheet of performance results.
First, run the backtest:
In [1]:
from quantrocket.moonshot import backtest
backtest("umd-demo", start_date="2017-01-01", end_date="2020-01-01", filepath_or_buffer="umd_moonshot_results.csv")
Then, view a tear sheet:
In [2]:
from moonchart import Tearsheet
Tearsheet.from_moonshot_csv("umd_moonshot_results.csv")
