Change `backtest` output behavior - Githubissues

enzoampil / fastquant

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

MIT License

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Change `backtest` output behavior #351

Closed ghost closed 2 years ago

ghost commented 3 years ago

Description

This PR simplifies the return value of the backtest function. Specifically, the changes are the following:

Function call only returns backtest result metrics
Function call shows plot by default
Historical performance logs are silenced by default
Plot and historical performance can be accessed in the function output through *.plot and *.history attributes.

Checklist

[x] I am making a pull request from a branch other than master
[x] I have read the CONTRIBUTING.md
[x] I have added/edited documentation in a relevant docs/docusaurus markdown file
[x] (For new docs, check if not applicable) I have added the id of a new docs md to the docs/docusaurus/sidebars.js file

enzoampil commented 3 years ago

@jgendrinal is this a draft? Don't see any changes so far :smile: