Diversified_Leverage.py

from datetime import datetime
import streamlit as st
from lumibot.backtesting import YahooDataBacktesting
from lumibot.brokers import Alpaca
from lumibot.entities import TradingFee
from lumibot.traders import Trader
from lumibot.example_strategies.stock_diversified_leverage import DiversifiedLeverage
"""
Strategy Description
This strategy will buy a few symbols that have 2x or 3x returns (have leverage), but will 
also diversify and rebalance the portfolio often.
"""
if __name__ == "__main__":
    is_live = False
    if is_live:
        ####
        # Run the strategy live
        ####
        from lumibot.credentials import ALPACA_CREDS
        trader = Trader()
        broker = Alpaca(ALPACA_CREDS)
        strategy = DiversifiedLeverage(broker=broker)
        trader.add_strategy(strategy)
        trader.run_all()
    else:
        ####
        # Backtest the strategy
        ####
        # Choose the time from and to which you want to backtest
        backtesting_start = datetime(2023, 6, 1)
        backtesting_end = datetime(2023, 7, 31)
        # 0.01% trading/slippage fee
        trading_fee = TradingFee(percent_fee=0.005)
        # Initialize the backtesting object
        print("Starting Backtest...")
        result = DiversifiedLeverage.backtest(
            YahooDataBacktesting,
            backtesting_start,
            backtesting_end,
            benchmark_asset="SPY",
            parameters={},
            buy_trading_fees=[trading_fee],
            sell_trading_fees=[trading_fee],
        )
        print("Backtest result: ", result)
        st.write(f"Backtest result: {result}")