Optimal positions from backtest? #1304
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I'm running backtest with provided rob_system from systems.provided.rob_system.run_system import futures_system and was excepting optimal positions as with standalone AFTS DO scripts. But e.g. the following print(system.portfolio.get_instrument_weights()) gives me weights and positions for all instruments. So can I get the optimal positions from ad-hoc backtest runs or do I have setup the complete system first? |
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Answered by
robcarver17
Dec 16, 2023
Replies: 1 comment
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system.optimisedPositions.get_optimised_position_df |
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Answer selected by
j1404
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system.optimisedPositions.get_optimised_position_df