Skip to main content

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

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

backcastpro-0.3.5.tar.gz (346.1 kB view details)

Uploaded Source

Built Distribution

If you're not sure about the file name format, learn more about wheel file names.

backcastpro-0.3.5-py3-none-any.whl (82.6 kB view details)

Uploaded Python 3

File details

Details for the file backcastpro-0.3.5.tar.gz.

File metadata

  • Download URL: backcastpro-0.3.5.tar.gz
  • Upload date:
  • Size: 346.1 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: uv/0.9.27 {"installer":{"name":"uv","version":"0.9.27","subcommand":["publish"]},"python":null,"implementation":{"name":null,"version":null},"distro":{"name":"Ubuntu","version":"24.04","id":"noble","libc":null},"system":{"name":null,"release":null},"cpu":null,"openssl_version":null,"setuptools_version":null,"rustc_version":null,"ci":true}

File hashes

Hashes for backcastpro-0.3.5.tar.gz
Algorithm Hash digest
SHA256 6da92748856c03be09415f5e4eec5bb232432d7857845cedc735afd812b880fe
MD5 1c60f42e8c2aa74a40f704b6c3056a8e
BLAKE2b-256 9088f4e42686d638fe7263d8b914ad588c9243334e7837b03ca5e93cf14a252d

See more details on using hashes here.

File details

Details for the file backcastpro-0.3.5-py3-none-any.whl.

File metadata

  • Download URL: backcastpro-0.3.5-py3-none-any.whl
  • Upload date:
  • Size: 82.6 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: uv/0.9.27 {"installer":{"name":"uv","version":"0.9.27","subcommand":["publish"]},"python":null,"implementation":{"name":null,"version":null},"distro":{"name":"Ubuntu","version":"24.04","id":"noble","libc":null},"system":{"name":null,"release":null},"cpu":null,"openssl_version":null,"setuptools_version":null,"rustc_version":null,"ci":true}

File hashes

Hashes for backcastpro-0.3.5-py3-none-any.whl
Algorithm Hash digest
SHA256 ada1b0fd197b7c781713675ebed1e937e2eec046a2b5513529763eb95d9ac7ff
MD5 035c0c4ecd16e4f089e954c564a30915
BLAKE2b-256 ab83c34ec1f99b89a3733895457f1b06534955bd18503993b638c7fc3bd4b4cc

See more details on using hashes here.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Depot Continuous Integration Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page