Backtest

A backtest engine for developing algorithmic trading strategy.

Backtest

Installation

$ pip install backtest

Preparation

Fetching symbols of KOSPI and KOSDAQ exchanges:

$ python -m backtest.utils.symbols_krx symbols.json
Fetched 2,820 symbols
Saved in symbols.json

Usage

The following will execute the backtest after loading configuration file, config.json in same directory.

python -m backtest

Sample content of config.json

{
  "cash": 1000000,
  "ticks_dir": "ticks",
  "ledger_dir": "ledger",
  "symbols_file": "symbols.json",
  "strategy": "strategy",
  "exchanges": [
    "backtest.exchanges.kospi",
    "backtest.exchanges.kosdaq"
  ]
}

Support

Please open an issue for support.

Contributing

Please contribute using Github Flow. Create a branch, add commits, and open a pull request.

Testing

Test codes are prepared in tests/ based on PyTest framework.

Release files for backtest 0.7.8

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for backtest 0.7.8
File	Size	Uploaded
backtest-0.7.8.tar.gz	17.3 kB	Aug 9, 2020	Details

Built distribution (wheel)

Table of built distributions (wheels) for backtest 0.7.8
File	Interpreter	ABI	Platform	Reset
backtest-0.7.8-py3-none-any.whl 38.5 kB Aug 9, 2020	Python 3	none	any	Details

Total release size: 55.8 kB

Release files / backtest-0.7.8.tar.gz

Download URL	backtest-0.7.8.tar.gz
Size	17.3 kB
Tags	Source
SHA-256 checksum How to use checksums	`b36da3489fb0b67299cc21584fb5ade706a3c488fb212e527e92c98d608e7fef`
BLAKE2b-256 checksum How to use checksums	`5a1bcd174c6a3bce465e8f10370bc7af165c9f5fee4e6407900c6fdaeff5ac67`
Upload date	Aug 9, 2020
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/3.2.0 pkginfo/1.5.0.1 requests/2.24.0 setuptools/47.1.0 requests-toolbelt/0.9.1 tqdm/4.48.2 CPython/3.9.0b4`

Release files / backtest-0.7.8-py3-none-any.whl

Download URL	backtest-0.7.8-py3-none-any.whl
Size	38.5 kB
Tags	Python 3
SHA-256 checksum How to use checksums	`738ffb215347a378bec43aa5d43e7ff3d6a8ed5f8a3a0c7094529b8eced12022`
BLAKE2b-256 checksum How to use checksums	`a289a265896ac06bc39365554fbb888ba6053a1e0014e5c021de40ce84b61afe`
Upload date	Aug 9, 2020
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/3.2.0 pkginfo/1.5.0.1 requests/2.24.0 setuptools/47.1.0 requests-toolbelt/0.9.1 tqdm/4.48.2 CPython/3.9.0b4`