Update backtest.py #435
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Update backtest.py #435
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Key Changes:
Argument Naming Consistency: The argument *backtest in the run function has been renamed to *backtests to accurately reflect that it accepts a list of backtests. This change improves code readability and consistency.
Backtest Benchmarking Simplification: The process for benchmarking a random strategy within a given backtest has been simplified. Previously, an unnecessary list creation and append operation were performed. This has been streamlined to directly assign the backtest to a list, enhancing code efficiency and readability.
Enhanced Backtest Object: The Backtest class has been expanded to include two new attributes: risk_free_rate and annualization_factor. These additions allow for more detailed performance statistics calculations by incorporating a risk-free rate and specifying the annualization factor directly within the backtest setup. This is crucial for accurately assessing the performance of financial strategies over different time frames and in various risk environments.
Performance Statistics Calculation Enhancement: The calculation of performance statistics within the run method of the Backtest class has been updated to utilize the new risk_free_rate and annualization_factor attributes. This ensures that performance metrics are more accurately calculated, taking into account these crucial financial parameters.