Backtest your own algo, fetch Coinbase data, and generate Brownian data
Project description
BacktestingEngine
MATLAB and Python scripts to fetch data from Coinbase and backtest an algorithm on the data. Start by running main.m or main.py then choose what you would like to do. You can test your own algorithm quickly by changing StratFile.m or StratFile.py to anything you'd like. This is Not Financial Advice
=======================================================================================================
Backtester.m / Backtester.py output these charts/data (More analysis as well as an option to backtest on Brownian Motion will soon be added)
Python:
MATLAB:
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file python_backtesting_engine-4.0.6.tar.gz.
File metadata
- Download URL: python_backtesting_engine-4.0.6.tar.gz
- Upload date:
- Size: 46.5 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/4.0.1 CPython/3.9.12
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
89c65fcac60642428900d81dc96ba94792849edaae849528564824368363128a
|
|
| MD5 |
4c3c6dd1ba39d86df4dbcb6ee94ecfe6
|
|
| BLAKE2b-256 |
aa003862e439d10386cffe73d17627bc1e2c66e6a28b79a440395a4eed07fb90
|
File details
Details for the file python_backtesting_engine-4.0.6-py3-none-any.whl.
File metadata
- Download URL: python_backtesting_engine-4.0.6-py3-none-any.whl
- Upload date:
- Size: 36.1 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/4.0.1 CPython/3.9.12
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
8ae2983faeee4988a0a4e50e9619ce677637bf1d994ee4e0c4ae3a86f18492c0
|
|
| MD5 |
9d322959c30913b1cf97acd7b93a6ff8
|
|
| BLAKE2b-256 |
f2202ce73f16ecc94e4c260649ab5723b4abb7adacce7b87ab80342911d4cd7b
|
