pybacktestchain 0.2.1

Store your backtests in a Blockchain

pybacktestchain

Store your backtests in a Blockchain

Installation

$ pip install pybacktestchain

Usage

from pybacktestchain.data_module import FirstTwoMoments
from pybacktestchain.broker import Backtest, StopLoss
from pybacktestchain.blockchain import load_blockchain
from datetime import datetime

# Set verbosity for logging
verbose = False  # Set to True to enable logging, or False to suppress it

backtest = Backtest(
    initial_date=datetime(2019, 1, 1),
    final_date=datetime(2020, 1, 1),
    information_class=FirstTwoMoments,
    risk_model=StopLoss,
    name_blockchain='backtest',
    verbose=verbose
)

backtest.run_backtest()

block_chain = load_blockchain('backtest')
print(str(block_chain))
# check if the blockchain is valid
print(block_chain.is_valid())

Contributing

Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.

License

pybacktestchain was created by Juan F. Imbet as part of a project for the course Python Programming for Finance at Paris Dauphine University - PSL.

. It is licensed under the terms of the MIT license.

Credits

pybacktestchain was created with cookiecutter and the py-pkgs-cookiecutter template.