Move dynamic creation of looping parameters from config.py to the corresponding tasks.

Author: niklasniedermeier

src/backtest_bay/backtest/task_backtest.py

@@ -1,5 +1,7 @@
 """This script deploys a task to generate trading signals and backtest them."""
 
+import itertools
+
 import pandas as pd
 import pytask
 
@@ -8,15 +10,34 @@
     merge_data_with_backtest_portfolio,
 )
 from backtest_bay.backtest.generate_signals import generate_signals
-from backtest_bay.config import BLD, INITIAL_CASH, PARAMS, SRC, TAC, TRADE_PCT
+from backtest_bay.config import (
+    BLD,
+    END_DATES,
+    INITIAL_CASH,
+    INTERVALS,
+    SRC,
+    START_DATES,
+    STOCKS,
+    STRATEGIES,
+    TAC,
+    TRADE_PCT,
+)
 
 scripts = [
     SRC / "config.py",
     SRC / "backtest" / "generate_signals.py",
     SRC / "backtest" / "backtest_signals.py",
 ]
 
-for row in PARAMS.itertuples(index=False):
+params_to_backtest = pd.DataFrame(
+    list(
+        itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS], STRATEGIES)
+    ),
+    columns=["stock", "start_date", "end_date", "interval", "strategy"],
+)
+
+
+for row in params_to_backtest.itertuples(index=False):
     id_backtest = (
         f"{row.stock}_{row.start_date}_{row.end_date}_" f"{row.interval}_{row.strategy}"
     )

src/backtest_bay/config.py

@@ -1,10 +1,7 @@
 """All the general configuration of the project."""
 
-import itertools
 from pathlib import Path
 
-import pandas as pd
-
 SRC = Path(__file__).parent.resolve()
 ROOT = SRC.joinpath("..", "..").resolve()
 
@@ -23,11 +20,3 @@
 INITIAL_CASH = 1000000
 TAC = 0.005
 TRADE_PCT = 0.05
-
-# Define PARAMS using input data
-PARAMS = pd.DataFrame(
-    list(
-        itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS], STRATEGIES)
-    ),
-    columns=["stock", "start_date", "end_date", "interval", "strategy"],
-)

src/backtest_bay/data/task_download_data.py

@@ -1,14 +1,18 @@
 """This script deploys a task to download data."""
 
+import itertools
+
+import pandas as pd
 import pytask
 
-from backtest_bay.config import BLD, PARAMS, SRC
+from backtest_bay.config import BLD, END_DATES, INTERVALS, SRC, START_DATES, STOCKS
 from backtest_bay.data.download_data import download_data
 
 scripts = [SRC / "config.py", SRC / "data" / "download_data.py"]
 
-data_to_download = PARAMS.drop_duplicates(
-    subset=["stock", "start_date", "end_date", "interval"]
+data_to_download = pd.DataFrame(
+    list(itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS])),
+    columns=["stock", "start_date", "end_date", "interval"],
 )
 
 for row in data_to_download.itertuples(index=False):

src/backtest_bay/plot/task_plot.py

@@ -1,9 +1,21 @@
 """This script deploys a task to plot the backtested portfolio and trading signals."""
 
+import itertools
+
 import pandas as pd
 import pytask
 
-from backtest_bay.config import BLD, INITIAL_CASH, PARAMS, SRC, TAC
+from backtest_bay.config import (
+    BLD,
+    END_DATES,
+    INITIAL_CASH,
+    INTERVALS,
+    SRC,
+    START_DATES,
+    STOCKS,
+    STRATEGIES,
+    TAC,
+)
 from backtest_bay.plot.plot_portfolio import plot_portfolio
 from backtest_bay.plot.plot_signals import plot_signals
 
@@ -13,7 +25,14 @@
     SRC / "plot" / "plot_portfolio.py",
 ]
 
-for row in PARAMS.itertuples(index=False):
+params_to_plot = pd.DataFrame(
+    list(
+        itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS], STRATEGIES)
+    ),
+    columns=["stock", "start_date", "end_date", "interval", "strategy"],
+)
+
+for row in params_to_plot.itertuples(index=False):
     id_backtest = (
         f"{row.stock}_{row.start_date}_{row.end_date}_{row.interval}_{row.strategy}"
     )