backtest 0.7.7

Backtest engine for algorithmic trading

======== Backtest

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Overview

Backtest is a backtesting_ engine for developing algorithmic trading strategy.

.. _backtesting: https://en.wikipedia.org/wiki/Backtesting

Requirements

• Python <https://www.python.org/>__ 3.9
• Numpy <https://numpy.org/>__ 1.18.0
• Requests <https://requests.readthedocs.io/>__ 2.23.0

Installation

The quick way:

.. code:: bash

$ pip install backtest

See the install section in the documentation at https://backtest.readthedocs.io/en/latest/intro/install.html for more details.

Preparation

Fetching symbols of KOSPI and KOSDAQ exchanges:

.. code:: bash

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

Documentation

Documentation is available online_ and in the docs directory. (also in 한국어_)

.. _online: https://backtest.readthedocs.io/en/latest/ .. _한국어: https://backtest.readthedocs.io/ko/latest/

Support

Please open an issue <https://github.com/yoonbae81/backtest/issues/new>__ for support.

Contributing

Please contribute using Github Flow <https://guides.github.com/introduction/flow/>. Create a branch, add commits, and open a pull request <https://github.com/yoonbae/backtest/compare/>.