Install

pip install --upgrade bktest

Usage

bktest [OPTIONS]

Options

Option	Value	Default	Format	Description
`--start`	`<start date>`	`orders' first date`	`date` (ISO-8601)	The starting date of the backtesting. If the value is before the first ordering day, the value will be discarded.
`--end`	`<end date>`	`orders' last date`	`date` (ISO-8601)	The ending date of the backtesting. If the value is after today, the value will be discarded.
`--offset-before-trading`	`<days>`	`1`	`int`	Number of day to offset to push each date of the portfolio before trading it.
`--offset-before-ending`	`<days>`	`0`	`int`	Number of day to continue the backtest after every orders.
`--order-file`	`<file>`		`path`	The single order file to use. The file must contain symbol, quantity and date information.
`--single-file-provider-column-date`	`<column>`	`date`	`string`	Change the date column name to use.
`--single-file-provider-column-symbol`	`<column>`	`symbol`	`string`	Change the symbol column name to use.
`--single-file-provider-column-quantity`	`<column>`	`quantity`	`string`	Change the quantity column name to use.
`--order-files`	`<directory>`		`path`	The directory of order file to use. The filename must be a date. The file must contain symbol and quantity information.
`--order-files-extension`	`<extension>`	`csv`	`[csv, parquet, json]`	Change the file extension to use when listing for order files.
`--initial-cash`	`<amount>`	`100_000`	`number`	Change the initial cash to use for the backtesting.
`--quantity-mode`	`<mode>`	`percent`	`[percent, share]`	If the mode is `share`, all quantities will be interpreted as integers. If the mode is `percent`, all values will be multiplied by the current cash value.
`--weekends`		`false`		Enable ordering on weekends.
`--holidays`		`false`		Enable ordering on holidays.
`--symbol-mapping`	`<mapping>`		`path` (.json)	Specify a custom symbol mapping file enabling vendor-id translation.
`--no-caching`		`false`		Disable prices caching.
`--fee-model`	`<model>`		`expression` or `constant`	Specify a fee model to use. The value can be a `constant`. Or an expression that allow the usage of the `price` and `quantity` variable. Example: `abs(price * quantity) * 0.1`
`--holiday-provider`	`<name>`	`nyse`	`[legacy, nyse]`	Specify which holiday provider to use.
`--rfr-file`	`<directory>`		`path`	The directory of rfr file to use. The file must contain a column with date information and a column with the rfr information in %.
`--rfr-file-column-date`	`<column>`	`date`	`string`	Change the date column name to use.

Exporters

Multiple exporters can be enabled at one time.

Console

The console exporter allows a quick look at the backtest.

Option	Value	Default	Format	Description
`--console`		`false`		Enable the console exporter.
`--console-format`	`<format>`	`text`	`[text, json]`	Change the output format.
`--console-file`	`<file>`	`out`	`[out, err]`	Change the output file.
`--console-hide-skips`		`false`		Do not the skipped days.
`--console-text-no-color`		`false`		Disable colors in the output. (only if the format is `text`)

Dump

The dump exporter generate a dump of the portfolio at each day.

Option	Value	Default	Format	Description
`--dump`		`false`		Enable the dump exporter.
`--dump-output-file`	`<file>`	`dump.csv`	`path`	Specify the output file.
`--dump-auto-delete`		`false`		Automatically delete the previous dump file if it is present.

QuantStats

Generate a tearsheet from the backtest data.

Option	Value	Default	Format	Description
`--quantstats`		`false`		Enable the quantstats exporter.
`--quantstats-output-file-html`	`<file>`	`report.html`	`path`	Specify the output file containing the tearsheet.
`--quantstats-output-file-csv`	`<file>`	`report.csv`	`path`	Specify the output file containing raw returns.
`--quantstats-benchmark-ticker`	`<ticker>`	`SPY`	`symbol`	Specify the ticker to use as a benchmark in the tearsheet.
`--quantstats-auto-delete`		`false`		Automatically delete the previous report files if they are present.

PDF

Generate a tearsheet from a custom template.

Option	Value	Default	Format	Description
`--pdf`		`false`		Enable the pdf exporter.
`--pdf-template`	`<file>`	`tearsheet.sketch`	`path`	Specify the template file.
`--pdf-output-file`	`<file>`	`report.pdf`	`path`	Specify the output file.
`--pdf-auto-delete`		`false`		Automatically delete the previous report file if present.
`--pdf-debug`		`false`		Enable the pdf renderer's debugging tools.
`--pdf-variable`	`[<key> <value>]`	`[]`	`string` `string`	Add a custom variable.
`--pdf-user-script`	`[<file>]`	`[]`	`path`	Add a user script.

Specific Return

Generate a tearsheet from the specific return backtest data.

Option	Value	Default	Format	Description
`--specific-return`	`<file>`		`path`	Enable the specific return exporter by proving a file.
`--specific-return-column-date`	`<column>`	`date`	`string`	Specify the name of column containing the dates informations.
`--specific-return-column-symbol`	`<column>`	`symbol`	`string`	Specify the name of column containing the symbols informations.
`--specific-return-column-value`	`<column>`	`specific_return`	`string`	Specify the name of column containing the value informations.
`--specific-return-output-file-html`	`<file>`	`sr-report.html`	`path`	Specify the output file containing the tearsheet.
`--specific-return-output-file-csv`	`<file>`	`sr-report.csv`	`path`	Specify the output file containing raw returns.
`--specific-return-auto-delete`		`false`		Automatically delete the previous report files if they are present.

Data Sources

Only one data source can be used at once.

Yahoo

Option	Value	Default	Format	Description
`--yahoo`		`false`		Enable yahoo as the data source.

CoinMarketCap

Option	Value	Default	Format	Description
`--coinmarketcap`		`false`		Enable coinmarketcap as the data source.
`--coinmarketcap-force-mapping-refresh`		`false`		Force a mapping refresh. This is usually only done automatically the first time of using this data source.
`--coinmarketcap-page-size`	`<size>`	`10_000`	`number`	Specify the page size while building the mapping.

FactSet

Option	Default	Description
`--factset`	`false`	Enable factset as the data source.
`--factset-username-serial`	`$FACTSET_USERNAME_SERIAL`	Specify the factset's username serial to use.
`--factset-api-key`	`$FACTSET_API_KEY`	Specify the factset's api key to use.

File

Use a static file as a price data source.

If another data source is specified, files sources will be used first in a delegated data source. Meaning that if the data are not available in the file, the next data source will be used.

.parquet

Option	Value	Default	Format	Description
`--file-parquet`	`<file>`		`path`	Use a static `.parquet` file as a the data source.
`--file-parquet-column-date`	`<column>`	`date`	`string`	Specify the name of column containing the dates informations.
`--file-parquet-column-symbol`	`<column>`	`symbol`	`string`	Specify the name of column containing the symbols informations.
`--file-parquet-column-price`	`<column>`	`price`	`string`	Specify the name of column containing the prices informations.

Metadata

Release files for bktest 2.1.0

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Source distribution for bktest 2.1.0
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Built distribution (wheel)

Table of built distributions (wheels) for bktest 2.1.0
File	Interpreter	ABI	Platform	Reset
bktest-2.1.0-py3-none-any.whl 47.1 kB May 9, 2024	Python 3	none	any	Details

Total release size: 85.1 kB

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Uploaded via	`twine/5.0.0 CPython/3.12.3`