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-0.3.9.tar.gz (338.3 kB view details)

Uploaded Source

Built Distribution

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

backcastpro-0.3.9-py3-none-any.whl (85.5 kB view details)

Uploaded Python 3

File details

Details for the file backcastpro-0.3.9.tar.gz.

File metadata

  • Download URL: backcastpro-0.3.9.tar.gz
  • Upload date:
  • Size: 338.3 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: uv/0.9.28 {"installer":{"name":"uv","version":"0.9.28","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-0.3.9.tar.gz
Algorithm Hash digest
SHA256 ce5254eb30fdff32ce906864050a3fb9b47b532ec8d248cf368d8d44c86951eb
MD5 d2f96f954b89b178f391211bccf121f0
BLAKE2b-256 af00a9eced91e7f5bab3d2cbe345b6a61261d4db0f16e7e889c3361c7eee4c5e

See more details on using hashes here.

File details

Details for the file backcastpro-0.3.9-py3-none-any.whl.

File metadata

  • Download URL: backcastpro-0.3.9-py3-none-any.whl
  • Upload date:
  • Size: 85.5 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: uv/0.9.28 {"installer":{"name":"uv","version":"0.9.28","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-0.3.9-py3-none-any.whl
Algorithm Hash digest
SHA256 d19d0e1cb97b6be220c684250d1eee32310e5d656a87d0f80374348c79dc6a2c
MD5 bc46a189de4c85536b838ca5d3e67500
BLAKE2b-256 0cde7d594532f6d93b448af2b899539f23d6b1885262dfea24decbeb7d6bf555

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