backtest.py

df = get_data('ETH-USD')
df = df/1000
strategies = [SmaCross, EmaCross, WmaCross]
all_runs = []
for strategy in strategies:
  bt = Backtest(df, strategy, cash=100, commission=.002)
  stats = bt.optimize(n1=range(5, 90, 5),
                      n2=range(10, 120, 5),
                      maximize='Return (Ann.) [%]',
                      constraint=lambda param: param.n1 < param.n2)
  all_runs.append(stats)