Gahow Wang
42218741d4
Backtesting engine supporting 11 strategies across US (S&P 500) and CN (CSI 300) markets with open-to-close execution, proportional + fixed per-trade fees. Daily trader (trader.py) with auto/morning/evening/simulate/status commands and cron-friendly `auto` mode for unattended daily runs on a server. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
16 lines
395 B
Python
16 lines
395 B
Python
import pandas as pd
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from strategies.base import Strategy
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class BuyAndHoldStrategy(Strategy):
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"""
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A simple buy and hold strategy.
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"""
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def generate_signals(self, data):
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"""
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Generates equal weights for all assets.
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"""
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tickers = data.columns
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weights = pd.DataFrame(1 / len(tickers), index=data.index, columns=tickers)
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return weights
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