oq-backtest 0.1.0

Honest, vectorized backtester for Indian equities with full STT/brokerage/GST/slippage/tax cost modeling.

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.