backtest.py

from dateutil.relativedelta import relativedelta

# def date_iter_periodicity(start_date, end_date, hold_days):
#     date = start_date
#     while date < end_date:
#         yield (date), (date + datetime.timedelta(hold_days))
#         date += datetime.timedelta(hold_days)
def date_iter_periodicity(start_date, end_date, interval):
      date = start_date
      while date < end_date:
          yield (date), (date + relativedelta(months=+interval))
          date += relativedelta(months=+interval)

# How to use - Trading on the 1st of each month
# start_date = datetime.date(2014, 5, 1)
# end_date = datetime.date(2019, 9, 1)
# interval = 1
# backtest(start_date, end_date, interval, strategy, data)