oq-backtest
Honest, vectorized backtester for Indian equities.
Models every cost an Indian retail trader actually pays — STT, brokerage, exchange charges, GST, stamp duty, SEBI fees, slippage, and STCG/LTCG — with broker presets for Zerodha, Upstox, Fyers, Dhan. Outputs gross vs net equity curves side-by-side with a full cost attribution breakdown.
pip install oq-backtest
import oq_backtest as ob
result = ob.backtest(signals, prices, costs="zerodha")
print(result.tearsheet())
Includes walk-forward / out-of-sample utilities and an intraday layer for 1–60 min bars with session square-off.
Part of OpenQuant India — honest, open source quant infrastructure for Indian markets. Apache 2.0.
1 maintainer
Metadata
1 maintainer
Release files for oq-backtest 0.1.0
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