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A backtesting framework for crytpo currency

Project description

A backtesting framework for crytpo currency

Todo

  • add portfolio backtest

Updates

Version 0.1.0

  • add filter interface
  • add talib strategy wrapper
  • add talib filter wrapper

Version 0.0.9.dev1

  • vectorbt heatmap redesign
  • improve optimization plots
  • redesign strategy interface
  • add new function setup, to replace setup_colab

Version 0.0.8.dev1

  • fix transaction duplicate bug

Version 0.0.7.dev1

  • fix bugs of zero transaction

Version 0.0.6.dev1

  • fix latest signal
  • rename strategy.recent_signal
  • restructure rebalance function in online.py

Version 0.0.5.dev1

  • add init module
  • add colab setup function
  • set vectorbt default
  • fix crawler duplicated index

Version 0.0.4.dev1

  • add seaborn to dependencies
  • remove talib-binary from dependencies
  • fix padding style

Version 0.0.3.dev1

  • remove logs when calculating portfolio
  • add render html to show final portfolio changes
  • add button in html to place real trade with google cloud function

Version 0.0.2.dev1

  • skip heatmap if it is broken
  • add portfolio strategies
  • add talib dependency

Project details


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