TradeTide 0.3.0

Features

• Bundled historical samples for five major FX pairs.

• Technical indicators including Bollinger Bands, moving-average crossings, RMI, RSI, and MACD.

• Composable all_of, any_of, and weighted signal rules.

• Backtesting with configurable exit and capital-management strategies.

Installation

TradeTide is available from PyPI and Anaconda:

pip install TradeTide
conda install TradeTide --channel MartinPdeS

Verify the installation with the Python interpreter used for backtests:

python -c "import TradeTide; print(TradeTide.__version__)"

Released wheels are the easiest option. Building from source requires CMake, a C++20 compiler, pybind11, and OpenMP.

First backtest

Load the bundled EUR/USD sample, add an indicator to a strategy, and run a backtest:

from TradeTide import Backtester, BacktestResult, Currency, Market, Strategy
from TradeTide import capital_management, exit_strategy
from TradeTide.indicators import BollingerBands
from TradeTide.times import days, minutes

market = Market()
market.load_from_database(Currency.EUR, Currency.USD, time_span=3 * days)

strategy = Strategy()
strategy.add_indicator(BollingerBands(window=30 * minutes, multiplier=2.0))

backtester = Backtester(
    strategy=strategy,
    market=market,
    exit_strategy=exit_strategy.Static(stop_loss=4, take_profit=4),
    capital_management=capital_management.FixedLot(
        capital=100_000,
        fixed_lot_size=10_000,
        max_capital_at_risk=10_000,
        max_concurrent_positions=1,
    ),
)
backtester.run()
result = BacktestResult.from_portfolio(backtester.portfolio)
result.plot_equity_drawdown()

Bundled datasets are EUR/USD, GBP/USD, CHF/USD, JPY/USD, and CAD/USD. time_span accepts a timedelta or a positive duration string such as "2d 6h".

Testing

For local development, install the development extra and run the suite:

git clone https://github.com/MartinPdeS/TradeTide.git
cd TradeTide
pip install -e '.[dev]'
pytest

Contributing

See CONTRIBUTING.md for the native-build requirements, formatting checks, and pull-request guidelines.

Contact

For questions or contributions, contact martin.poinsinet.de.sivry@gmail.com.