Formulate global variables in the singular form if they receive a single input.

Author: niklasniedermeier

README.md

@@ -35,13 +35,13 @@ First, the data source is specified in more detail in the configuration file:
 
 ```python
 STOCKS = ["AAPL", "MSFT"]
-START_DATES = "2019-01-01"
-END_DATES = "2025-01-01"
-INTERVALS = "1d"
+START_DATE = "2019-01-01"
+END_DATE = "2025-01-01"
+INTERVAL = "1d"
 ```
 
 Multiple valid symbols from [yfinance](https://pypi.org/project/yfinance/) can be added
-to the `STOCKS` list. `START_DATES` and `END_DATES` define the time range for the price
+to the `STOCKS` list. `START_DATE` and `END_DATE` define the time range for the price
 history of the selected `STOCKS` at a specified `INTERVAL`. The available options for
 `INTERVAL` are listed at the end of the README file.
 

src/backtest_bay/backtest/task_backtest.py

@@ -12,11 +12,11 @@
 from backtest_bay.backtest.generate_signals import generate_signals
 from backtest_bay.config import (
     BLD,
-    END_DATES,
+    END_DATE,
     INITIAL_CASH,
-    INTERVALS,
+    INTERVAL,
     SRC,
-    START_DATES,
+    START_DATE,
     STOCKS,
     STRATEGIES,
     TAC,
@@ -30,9 +30,7 @@
 ]
 
 params_to_backtest = pd.DataFrame(
-    list(
-        itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS], STRATEGIES)
-    ),
+    list(itertools.product(STOCKS, [START_DATE], [END_DATE], [INTERVAL], STRATEGIES)),
     columns=["stock", "start_date", "end_date", "interval", "strategy"],
 )
 

src/backtest_bay/config.py

@@ -9,9 +9,9 @@
 
 # Data source
 STOCKS = ["AAPL", "MSFT"]
-START_DATES = "2019-01-01"
-END_DATES = "2025-01-01"
-INTERVALS = "1d"
+START_DATE = "2019-01-01"
+END_DATE = "2025-01-01"
+INTERVAL = "1d"
 
 # Trading strategies
 STRATEGIES = ["bollinger", "macd", "roc", "rsi"]

src/backtest_bay/data/task_download_data.py

@@ -5,13 +5,13 @@
 import pandas as pd
 import pytask
 
-from backtest_bay.config import BLD, END_DATES, INTERVALS, SRC, START_DATES, STOCKS
+from backtest_bay.config import BLD, END_DATE, INTERVAL, SRC, START_DATE, STOCKS
 from backtest_bay.data.download_data import download_data
 
 scripts = [SRC / "config.py", SRC / "data" / "download_data.py"]
 
 data_to_download = pd.DataFrame(
-    list(itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS])),
+    list(itertools.product(STOCKS, [START_DATE], [END_DATE], [INTERVAL])),
     columns=["stock", "start_date", "end_date", "interval"],
 )
 

src/backtest_bay/plot/task_plot.py

@@ -7,11 +7,11 @@
 
 from backtest_bay.config import (
     BLD,
-    END_DATES,
+    END_DATE,
     INITIAL_CASH,
-    INTERVALS,
+    INTERVAL,
     SRC,
-    START_DATES,
+    START_DATE,
     STOCKS,
     STRATEGIES,
     TAC,
@@ -26,9 +26,7 @@
 ]
 
 params_to_plot = pd.DataFrame(
-    list(
-        itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS], STRATEGIES)
-    ),
+    list(itertools.product(STOCKS, [START_DATE], [END_DATE], [INTERVAL], STRATEGIES)),
     columns=["stock", "start_date", "end_date", "interval", "strategy"],
 )