removed previously added parameters

gnovelli · Aug 1, 2021 · a9912ad · a9912ad
1 parent cf72e30
commit a9912ad
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Showing 2 changed files with 0 additions and 8 deletions.
diff --git a/python/fastquant/backtest/backtest.py b/python/fastquant/backtest/backtest.py
@@ -58,8 +58,6 @@ def backtest(
     init_cash=INIT_CASH,
     plot=True,
     fractional=False,
-    rr_ratio=None,
-    sr_fib=None,
     verbose=1,
     sort_by="rnorm",
     sentiments=[],
@@ -152,8 +150,6 @@ def backtest(
                 symbol=symbol,
                 allow_short=allow_short,
                 fractional=fractional,
-                rr_ratio=rr_ratio,
-                sr_fib=sr_fib,
                 short_max=short_max,
                 **params,
             )
@@ -178,8 +174,6 @@ def backtest(
             channel=channel,
             symbol=symbol,
             fractional=fractional,
-            rr_ratio=rr_ratio,
-            sr_fib=sr_fib,
             allow_short=allow_short,
             short_max=short_max,
             **kwargs,

diff --git a/python/fastquant/strategies/base.py b/python/fastquant/strategies/base.py
@@ -49,8 +49,6 @@ class BaseStrategy(bt.Strategy):
         ("buy_prop", BUY_PROP),
         ("sell_prop", SELL_PROP),
         ("fractional", False),
-        ("rr_ratio", None),
-        ("sr_fib", None),  
         ("commission", COMMISSION_PER_TRANSACTION),
         ("stop_loss", 0),  # Zero means no stop loss
         ("stop_trail", 0),  # Zero means no stop loss