INNER CODE UNIT · Python
backtest
TauricResearch/TradingAgents · cli/main.py:108
def backtest(
tickers: str = typer.Argument(..., help="Comma-separated tickers, e.g. NVDA,AAPL"),
start: str = typer.Option(..., "--start", help="First analysis date, YYYY-MM-DD"),
end: str = typer.Option(..., "--end", help="Last analysis date, YYYY-MM-DD"),
every: int = typer.Option(7, "--every", help="Days between analysis dates"),
analysts: str = typer.Option(
None, "--analysts", help="Comma-separated analysts to run: market, sentiment, news, fundamentals; omit for all the asset type allows"
),
asset_type: str = typer.Option("stock", "--asset-type", help="stock or crypto"),
portfolio: str = typer.Option(
None, "--portfolio", help="JSON file with holdings and cash, held constant across the grid"
),
run_id: str = typer.Option(
None, "--run-id", help="Continue an earlier sweep: its cells are skipped and its log reused"
),
):
"""Score past decisions over a grid of tickers and dates."""