import vectorbt as vb class ShortOnCloseBreakoutStrategy: def init(self): self.last_close = self.data.close[-1] def next(self): # Enter a short position when the price is below the last day's close if self.data.close < self.last_close: self.sell() # Exit the short position after 10 ticks elif self.data.close > self.last_close + 10: self.buy() # Create a backtest object #backtest = vb.Backtest(ShortOnCloseBreakoutStrategy()) # Load the closing prices for the assets in the portfolio close = vb.YFData.download('AAPL', start='2023-01-01').get('Close') print(close) # Backtest the strategy