in 4_Kinesis/model/algo_base.py [0:0]
def __init__(self,config,strategy):
self.config=config
self.cerebro = bt.Cerebro()
strategy.config=config
strategy.init_broker(self.cerebro.broker)
strategy.add_data(self.cerebro)
self.cerebro.addstrategy(strategy)
self.portfolioStartValue=self.cerebro.broker.getvalue()
self.cerebro.addanalyzer(btanalyzers.DrawDown, _name='dd')
self.cerebro.addanalyzer(btanalyzers.SharpeRatio_A, _name='sharpe')
self.cerebro.addanalyzer(btanalyzers.SQN, _name='sqn')
self.cerebro.addanalyzer(btanalyzers.TradeAnalyzer, _name='ta')