This is a basic trading strategy backtesting library. It can be used to backtest option strategies.

Three files are needed to backtest the option strategies. One file with the futures data. Another file with the call option data. Third file with the put option data.

Ensure the below format for the files and the files should be of the csv format.

Futures file : Order of Columns : yyyy-mm-dd, date, month, year, expiry_date(of the format dd-(first three characters of month)-yy example : 26-May-22), open, high, low, close Call Option File : Order of Columns : datetime year month Date expiry_date Time strike_price open high low close (example : 2022-01-03 9:15:00 2022 1 3 27-Jan-22 9:15:00 15500 1961.55 2010 1961.55 2004.45) Put Option File : Order of Columns : datetime year month date expiry_date time strike_price open high low close (example : 2022-04-01 9:15:00 2022 4 1 28-Apr-22 9:15:00 15500 25.1 25.55 19.95 20.1)

Argument list for ironCondorStrategy : self, putFile, callFile, spotFile, sellPut, sellCall, buyCall, buyPut, entry, exit, lotSize

example of code

from AlgoAshutosh import *

object = ironCondor() object.ironCondorStrategy(“/Users/username/Desktop/putOptionsFile.csv”,”/Users/username/Desktop/callOptionsFile.csv”,”/Users/username/Desktop/futuresFile.csv”,100,100,200,200,1,10,50) This means if spot price is 15000 then call sold at strike price 15000+100, call bought at 15000+200, put sold at strike price 15000-100, put bought at 15000-200, would be backtested. The entry would be at the first day of the month and exit at expiry date - 10 days before. So for example to exit position at expiry date pass that argument as 0. 50 represents the lot size.

Argument list for shortStraddleStrategy : self, putFile, callFile, spotFile, entry, exit, lotSize

Argument list for shortStrangleStrategy : self, putFile, callFile, spotFile, sellPut, sellCall, entry,exit, lotSize