import backtest as bt import yahoo as yo import indicators as id import trend as td tickers = ['AAPL' ,'MSFT'] df = yo.history(' '.join(tickers), '2000-01-01', '2025-12-31') #features id.returns(df, tickers, [1,-1,5,10]) id.moving_averages(df, tickers, [1,2,3,5,10,20,50,100,150,200,300]) id.volatilities(df, tickers, [3,5,10,20,100]) #calculate weights td.moving_average(df, 'trend1', 'AAPL', 3, 200, 1, 0) #calculate the NAV of the hypothetical trades nav = bt.backtest(df,{"trend1:1"}) recs = df.to_dict(orient='records')