Backtesting tips?

Questions
#1

I’m trying to conduct some backtesting in a Jupyter notebook. My idea is to have a SQL query in the catalog that queries based on a date parameter so I can pull historical data.

What is the best way to write this SQL query so that I can change the date based on how far I want to go back in time? Should I store a date parameter in the parameters file and then call it in the catalog? What would the syntax look like? Or, is there a better alternative?

Thanks!

#2

Hi @vivianngo14,

you want to specify a date window at runtime and not have it hard-coded in your catalog entry? Something like catalog.load(sql_dataset, start_date=...) ?