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トレーディング戦略のためのPythonバックテストライブラリ

Project description

BackcastPro Logo BackcastPro

トレーディング戦略のためのPythonバックテストライブラリ。 リプレイ型シミュレーターで、1バーずつ時間を進めながらチャートと売買を可視化できます。

インストール(Windows)

PyPIから(エンドユーザー向け)

python -m pip install BackcastPro

開発用インストール

git clone <repository-url>
cd BackcastPro
python -m venv .venv
.\.venv\Scripts\Activate.ps1
python -m pip install -e .
python -m pip install -r requirements.txt

使用方法

基本的な使い方

from BackcastPro import Backtest
import pandas as pd

# データ準備
df = pd.read_csv("AAPL.csv", index_col=0, parse_dates=True)
bt = Backtest(data={"AAPL": df}, cash=100000)

# 戦略関数
def my_strategy(bt):
    if bt.position == 0:
        bt.buy(tag="entry")
    elif bt.position > 0:
        bt.sell(tag="exit")

# ステップ実行
while not bt.is_finished:
    my_strategy(bt)
    bt.step()

# 結果を取得
results = bt.finalize()
print(results)

一括実行

bt = Backtest(data={"AAPL": df}, cash=100000)
results = bt.run_with_strategy(my_strategy)

marimo連携(リプレイ型シミュレーター)

import marimo as mo

slider = mo.ui.slider(start=1, stop=len(bt.index), value=1, label="時間")
bt.goto(slider.value, strategy=my_strategy)
chart = bt.chart()  # plotlyローソク足 + 売買マーカー

mo.vstack([slider, chart])

ドキュメント

バグ報告 / サポート

  • バグ報告や要望は GitHub Issues へ
  • 質問は Discord コミュニティへ(招待リンク
  • 使い方はドキュメントをご参照ください

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