backtest 0.7.8

Backtest engine for algorithmic trading

Backtest

A backtest engine for developing algorithmic trading strategy.

Table of Contents

• Backtest
  • Table of Contents
  • Installation
  • Usage
  • Support
  • Contributing
  • Testing

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.