Han-BackTest 1.1.2

A naive backtest framework for stock trading in Chinese market

Han_BackTest

Han_BackTest is a lightweight backtesting framework designed for the Chinese stock market. It allows users to quickly develop, test, and analyze quantitative investment strategies.

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Features

• Efficient Data Management: Load and cache financial data seamlessly with DataClass.
• Flexible Factor Calculation: Create custom factors with FactorClass.
• Modular Strategy Design: Build strategies by extending the StrategyClass.
• Comprehensive Backtesting: Use BackTestClass for visualizing performance and comparing strategies.

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Installation

Install via pip:

pip install Han-BackTest

Quick Start

Here’s how to get started with Han_BackTest in just a few steps:

from Han_BackTest.DataClass import DataClass
from Han_BackTest.BackTestClass import BackTestClass

from Strategies.ReversalStrategy import ReversalStrategy  # Import your strategy

# Load data
data_paths = {"daily": "path/to/data.feather"}
data = DataClass(data_paths)
data.generate_cache()

# Define strategy
strategy = ReversalStrategy(name="Reversal", n=5)

# Run backtest
backtest = BackTestClass(
    strategy=strategy,
    data_class=data,
    start_date=20200101,
    end_date=20231231,
)

# Plot results
backtest.plot_nav()

Documentation

For detailed documentation and usage examples, please visit the online documentation.

Data Requirements

If you need sample data for testing, you can download it from this link.

Contributing

Contributions are welcome! Please feel free to submit issues or pull requests :)