I have pandas dataframe containing OHLCV for a given ticker. Along with these columns I also have column named Signal
. This column is already generated using results from a ML model. I want to test out this strategy using VectorBT.
Use code below to generate a sample dataframe.
import pandas as pd
import numpy as np
import vectorbt as vbt
data = {
'Date': pd.date_range('2022-01-01', '2022-12-31'),
'Close': np.random.rand(365) * 100,
'Signal': np.random.choice([-1, 0, 1], size=365)
}
df = pd.DataFrame(data)
df.set_index('Date', inplace=True)
How would I test out this strategy using VectorBT?