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 will execute the backtest after loading configuration file, config.json
in same directory.
python -m backtest
Sample content of config.json
{
"market": "korea",
"strategy": "dummy",
"ticks_dir": "ticks",
"ledger_dir": "ledger",
"cash": 1000000
}
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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