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I have some backtest code that can be run in two ways:
1) against a single shortable security, in which case it goes both long and
short,
or
2) against a watchlist containing a pair of non-shortable securities, one of
which has inverse beta (RYVYX and RYVNX typically). in this case, it goes
long on both, buying the inverse fund as the "short".
the internal logic of the code needs to know which mode it's in. I could use
a param statement, or make aminor change in the code, but I wonder if
there's another way.
specifically, is there any way for backtest code to find out any of the
following:
- how many stocks are in the total universe of stocks it's running against,
or at least if there's more than one
- if it's running against a single security or a watchlist
- anything about stocks included in the backtest besides the one currently
being processed
any ideas? did I say this in a way that makes sense?
Dave Merrill
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