Backtest engine for algorithmic trading
Project description
Backtest
A backtest engine for developing algorithmic trading strategy.
Table of Contents
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.
Project details
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