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
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
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