backtest 0.7.5

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

Usage

The following usage is in demo/main.py.

import backtest

if __name__ == '__main__':
    market = 'korea'
    strategy = 'dummy'
    initial_cash = 1_000_000
    ticks_dir = 'ticks'
    ledger_dir = 'ledger'

    backtest.run(market,
                 strategy,
                 ticks_dir,
                 ledger_dir,
                 initial_cash)

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 located in tests/ based on PyTest framework.