Sep-26-2018, 07:26 AM
def backtest(inCapital):
rCapital = inCapital
qty1 = 0
hp = 0
cap=0
preAdjClose = 0
tempAdjClose = 0
columns = ['Date'] #, 'AdjClose', 'POS', 'SMA' ,'LMA']
df = pdd.DataFrame(columns=columns)
for i in range(len(data)):
if hp == 0:
if data['short_moving_emavg'][i] > data['long_moving_emavg'][i]:
hp = 1
tempAdjClose = preAdjClose
preAdjClose = data['Adj Close'][i]
pd = data['Adj Close'][i] - preAdjClose
qty=100
pnl = qty * pd
rCapital = rCapital + pnl
print(data['Date'][i] +' | '+ str(data['Adj Close'][i]) +' | '+ str(tempAdjClose) +' | '+ str(hp) +' | '+
str(data['short_moving_emavg'][i]) +' | '+ str(data['long_moving_emavg'][i])+' | '+ str(pd)+' | '+
str(qty) +' | '+ str(pnl) +' | '+str(rCapital) )
continueOutput:1998-01-02 | 0.5143449999999999 | 0 | 1 | 0.4658776299999999 | 0.4653830649999999 | 0.0 | 100 | 0.0 | 100.0I want to convert this output into dataframe. I tried appending elements but did not work
