A simple framework for fast and dirty backtesting
fastbt is a simple and dirty way to do backtests based on end of day data, especially for day trading. The main purpose is to provide a simple framework to weed out bad strategies so that you could test and improve your better strategies further.
It is based on the assumption that you enter into a position based on some pre-defined rules for a defined period and exit either at the end of the period or when stop loss is triggered. See the [rationale]for this approach and the built itinassumptions.
If your strategy gets you good results, then check them with a full featured backtesting framework such as zipline or backtrader to verify your results. If your strategy fails, then it would most probably fail in other environments.
This is very much alpha
import pandas as pd from datasource import DataSource
- First release on PyPI.
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