About project
A small wrapper over smartapi to backtest basic trading strategies. Easy installation and usage
Installation
pip install alphatools_jv
Usage
Creating and running a strategy
from alphatools.backtesting_app import BackTestingApp
from datetime import datetime
class TestSmartApiApp(BackTestingApp):
def on_md(self, data_row):
# your strat code goes here
print("New row found: {}".format(data_row))
app = TestSmartApiApp('/Users/jaskiratsingh/projects/smart-api-creds.ini')
app.set_start_date(datetime.strptime('2022-12-20 11:39:00+05:30', '%Y-%m-%d %H:%M:%S%z'))
app.set_end_date(datetime.strptime('2022-12-29 11:39:00+05:30', '%Y-%m-%d %H:%M:%S%z'))
app.set_interval('ONE_MINUTE')
app.add_instrument(53825, "NFO")
app.add_instrument(48756, "NFO")
app.load_data() # Loads the data into a dataframe
app.get_candle_info_df() # Returns the entire simulation dataframe
app.simulate() # Starts simulation from the beginning
# To place a trade, use trade api to send the orders to the pnl calculator.
# Pnl calculator uses last tick prices to calculate the observed Pnl
app.trade(53825, 1) # Buys 1 unit for token 53825
app.trade(53825, -3) # Sells 3 units for token 53825
app.get_total_pnl() # Returns pnl after all trades are made
Helper for instruments
from alphatools.utils.token_manager import TokenManager
tok = TokenManager()
# Refer documentation for more overrides
info = tok.get_instrument(53825) # Returns instrument info
info = tok.get_instrument('NIFTY23FEB23FUT') # Returns instrument info
1 maintainer
Release files for alphatools-jv 3.4.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
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| alphatools_jv-3.4.1.tar.gz | 11.3 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| alphatools_jv-3.4.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size:26.1 kB
Release files / alphatools_jv-3.4.1.tar.gz
| Download URL | alphatools_jv-3.4.1.tar.gz |
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| Size | 11.3 kB |
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Release files / alphatools_jv-3.4.1-py3-none-any.whl
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