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Implement a pipeline to collect the best portfolio from a nCrResult object and automatically run a backtest by passing the investment parameters through nCrOptimize to the BtEngine object.
Pipeline Steps
Investment parameter and best portfolio retrieval
BtEngine initialisation with portfolio weights and investment parameters
BtEngine.run() with a preselected strategy (proposed default strat: "rsi_ewma")
Implement a BtResult object to store and append the backtest results to the HTML report generated by nCrResult
Record data on instance memory or external cache, use IPython.display to render the HTML report in a jupyter environment
Activity