from simple_back.backtester import BacktesterBuilder

builder = (
   BacktesterBuilder()
   .name('JNUG 20-Day Crossover')
   .balance(10_000)
   .calendar('NYSE')
   .compare(['JNUG']) # strategies to compare with
   .live_progress() # show a progress bar
   .live_plot(metric='Total Return (%)', min_y=None)  # we assume we are running this in a Jupyter Notebook
)

bt = builder.build() # build the backtest

for day, event, b in bt['2019-1-1':'2020-1-1']:
    if event == 'open':
        jnug_ma = b.prices['JNUG',-20:]['close'].mean()
        b.add_metric('Price', b.price('JNUG'))
        b.add_metric('MA (20 Days)', jnug_ma)

        if b.price('JNUG') > jnug_ma:
            if not b.portfolio['JNUG'].long: # check if we already are long JNUG
                b.portfolio['JNUG'].short.liquidate() # liquidate any/all short JNUG positions
                b.long('JNUG', percent=1) # long JNUG

        if b.price('JNUG') < jnug_ma:
            if not b.portfolio['JNUG'].short: # check if we already are short JNUG
                b.portfolio['JNUG'].long.liquidate() # liquidate any/all long JNUG positions
                b.short('JNUG', percent=1) # short JNUG