PandasBT

Simples Framework to Backtest Strategies using pandas

Installation

pip install pandasbt

Calculation a factor zscore

import pandasbt as pbt

df_test = pd.DataFrame([
    {"close": 25}, {"close": 15}, {"close": 41}, {"close": 7},
    {"close": 5}, {"close": 115}, {"close": 45}, {"close": 32},
])

pbt.zscore(df_test, period=20)

or you can specify the column

pbt.zscore(df_test, 20, "close")

Calculation Buy and Sell signals

That mean add a signal column into dataframe.
0 - means nothing
-1 - means sell
1 - means buy

import pandasbt as pbt

df_test = pd.DataFrame([
    {"close": 25}, {"close": 15}, {"close": 41}, {"close": 7},
    {"close": 5}, {"close": 115}, {"close": 45}, {"close": 32},
])

pbt.calc_signal(df_test, buy_query="close > 20", sell_query="close < 10")