run pip install -r requirements.txt to install all dependencies

How to Create a signal

The name of signal file, cfg file and class should be the same. ex.

• python file: Cross.py
• json file: Cross.json
• class: Cross

How to backtest a signal

1. clone the file to local workspace.
2. add signal file to signal folder.
3. add config file to cfg folder.
4. cd to base directory (CryptoPredictor).
5. run python -m backtest.test_factor $(signal_name)

ex. python -m backtest.test_factor weilun01

Show all signal results

python -m backtest.test_factor all

Show factor model backtest result

python -m backtest.factor_model