my_bt_mlp.py 文件源码

def backtesting_with_lstm():
    model = get_loaded_model()
    df = pd.read_csv('btc_etc.csv').rename(columns={
        'Close': 'close',
        'Date time': 'datetime',
        'Open': 'open',
        'High': 'high',
        'Low': 'low',
        'Volume': 'volume'
    })
    ds = DataSeries(df)

    scaler = joblib.load(open('scaler.sav', 'rb'))
    look_back = 1

    bt = NNBT(ds, 1000.0, model, look_back, scaler)
    bt.run()

    print('Profit: ${:.2f}'.format(bt.get_profit()))