old_contents: from decimal import Decimal
  
  from qstrader.backtest.backtest import Backtest
  from qstrader.execution_handler.execution_handler import IBSimulatedExecutionHandler
  from qstrader.portfolio_handler.portfolio_handler import PortfolioHandler
  from qstrader.position_sizer.position_sizer import TestPositionSizer
  from qstrader.price_handler.yahoo_price_handler import YahooDailyBarPriceHandler
  from qstrader.risk_manager.risk_manager import TestRiskManager
  from qstrader.statistics.statistics import SimpleStatistics
  from qstrader.compliance.compliance import TestCompliance
  from qstrader import settings
  from qstrader.strategy.moving_average_cross_strategy import MovingAverageCrossStrategy
  try:
          import Queue as queue
  except ImportError:
          import queue
  
  
  if __name__ == "__main__":
      tickers = ["SP500TR"]
  
      # Set up variables needed for backtest
      events_queue = queue.Queue()
      csv_dir = settings.CSV_DATA_DIR
      initial_equity = Decimal("500000.00")
      heartbeat = 0.0
      max_iters = 10000000000
  
      # Use Yahoo Daily Price Handler
      price_handler = YahooDailyBarPriceHandler(
          csv_dir, events_queue, tickers
      )
  
      # Use the MAC Strategy
      strategy = MovingAverageCrossStrategy( tickers, events_queue )
  
      # Use an example Position Sizer,
      position_sizer = TestPositionSizer()
  
      # Use an example Risk Manager,
      risk_manager = TestRiskManager()
  
      # Use the default Portfolio Handler
      portfolio_handler = PortfolioHandler(
          initial_equity, events_queue, price_handler,
          position_sizer, risk_manager
      )
  
      # Use the TestCompliance component
      compliance = TestCompliance();
  
      # Use a simulated IB Execution Handler
      execution_handler = IBSimulatedExecutionHandler(
          events_queue, price_handler, compliance
      )
  
      # Use the default Statistics
      statistics = SimpleStatistics(portfolio_handler)
  
      # Set up the backtest
      backtest = Backtest(
          tickers, price_handler,
          strategy, portfolio_handler,
          execution_handler,
          position_sizer, risk_manager,
          statistics,
          initial_equity
      )
      backtest.simulate_trading()
  
new_contents: from decimal import Decimal
  
  from qstrader.backtest.backtest import Backtest
  from qstrader.execution_handler.execution_handler import IBSimulatedExecutionHandler
  from qstrader.portfolio_handler.portfolio_handler import PortfolioHandler
  from qstrader.position_sizer.position_sizer import TestPositionSizer
  from qstrader.price_handler.yahoo_price_handler import YahooDailyBarPriceHandler
  from qstrader.risk_manager.risk_manager import TestRiskManager
  from qstrader.statistics.statistics import SimpleStatistics
  from qstrader.compliance.compliance import TestCompliance
  from qstrader import settings
  from qstrader.strategy.moving_average_cross_strategy import MovingAverageCrossStrategy
  try:
          import Queue as queue
  except ImportError:
          import queue
  
  
  if __name__ == "__main__":
      tickers = ["AAPL"]
  
      # Set up variables needed for backtest
      events_queue = queue.Queue()
      csv_dir = settings.CSV_DATA_DIR
      initial_equity = Decimal("500000.00")
      heartbeat = 0.0
      max_iters = 10000000000
  
      # Use Yahoo Daily Price Handler
      price_handler = YahooDailyBarPriceHandler(
          csv_dir, events_queue, tickers
      )
  
      # Use the MAC Strategy
      strategy = MovingAverageCrossStrategy( tickers, events_queue )
  
      # Use an example Position Sizer,
      position_sizer = TestPositionSizer()
  
      # Use an example Risk Manager,
      risk_manager = TestRiskManager()
  
      # Use the default Portfolio Handler
      portfolio_handler = PortfolioHandler(
          initial_equity, events_queue, price_handler,
          position_sizer, risk_manager
      )
  
      # Use the TestCompliance component
      compliance = TestCompliance();
  
      # Use a simulated IB Execution Handler
      execution_handler = IBSimulatedExecutionHandler(
          events_queue, price_handler, compliance
      )
  
      # Use the default Statistics
      statistics = SimpleStatistics(portfolio_handler)
  
      # Set up the backtest
      backtest = Backtest(
          tickers, price_handler,
          strategy, portfolio_handler,
          execution_handler,
          position_sizer, risk_manager,
          statistics,
          initial_equity
      )
      backtest.simulate_trading()
  
subject: Revert ticker used in example MAC backtest