backtest1.py

from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test import SMA

class MLStrategy(Strategy):
  n1=5
  n2=10

  def init(self):
    self.sma1 = self.I(SMA, self.data.Close, self.n1)
    self.sma2 = self.I(SMA, self.data.Close, self.n2)

  def next(self):
    if crossover(self.sma1, self.sma2) and self.data.target == 1:
      self.buy()
    elif crossover(self.sma2, self.sma1) and self.data.target == 0: 
      self.position.close()

bt = Backtest(data=backtest_df,
              strategy=MLStrategy, 
              commission=.002,
              cash=100000)

stats = bt.optimize(n1=range(5, 100, 5),
                    n2=range(10, 160, 5),
                    maximize='SQN',
                    constraint=lambda param: param.n1 < param.n2)