import backtrader as bt
import backtrader.feeds as btfeeds

class ReversalStrategy(bt.Strategy):

    def __init__(self):
        self.ranked_data = []

    def prenext(self):
        self.next()

    def next(self):
        if len(self) % 36 != 0:
            return
        self.ranked_data = sorted(self.datas, key=lambda data: data.close[0] / data.close[-36])
        for data in self.ranked_data[:4]:
            self.order_target_percent(data, target=0.25)
        for data in self.ranked_data[-4:]:
            self.order_target_percent(data, target=-0.25)

if __name__ == '__main__':
    cerebro = bt.Cerebro()
    # Add ETF data
    for etf in etf_list:  # Assuming `etf_list` contains a list of ETF symbols or filenames
        data = btfeeds.YahooFinanceData(dataname=etf, fromdate=start_date, todate=end_date)  # Modify data source accordingly        cerebro.adddata(data)
    cerebro.addstrategy(ReversalStrategy)
    cerebro.broker.setcash(100000)
    cerebro.broker.setcommission(commission=0.001)
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.run()
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())