| from systems.provided.futures_chapter15.basesystem import * | |
| sys = futures_system() | |
| config = sys.config | |
| del(config.instrument_weights) # ensures all instruments are used equally weighted | |
| config.forecast_weights=dict(ewmac16_64=0.333, ewmac32_128=0.333, ewmac64_256=0.3333) | |
| config.use_forecast_div_mult_estimates=True | |
| config.use_instrument_div_mult_estimates=True | |
| config.use_forecast_scale_estimates=False | |
| system = futures_system(config=config) | |
| acc = system.accounts.portfolio() |
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