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import talib # библиотека для технического анализа | |
import numpy as np | |
# функция, выполняемая перед началом тестирования | |
def initialize(context): | |
# сохраняем актив, с которым будем работать | |
context.asset = symbol('SPY') | |
context.strategy = 'roc_sma' | |
set_benchmark(symbol('SPY')) |