quant-tiny
A tiny & lightweight quantitative trading framework for learning.
Installation
pip install quant-tiny
Quick Start
from quant_tiny import Backtest, Bar, Strategy
class MyStrategy(Strategy):
def on_bar(self, bar: Bar, portfolio):
if portfolio.position.is_flat and bar.close > 100:
return [self.buy(bar.timestamp, 10, bar.close)]
return []
data = [
Bar("2024-01-01", 100, 105, 95, 102, 1000),
Bar("2024-01-02", 102, 108, 100, 106, 1200),
]
backtest = Backtest(data, MyStrategy())
result = backtest.run()
print(f"Final value: ${result['final_value']:.2f}")
print(f"Total trades: {result['total_trades']}")
Run Tests
This project keeps example strategies in pytest tests instead of a separate
examples/ directory.
pytest -q
You can find the demo strategy and regression tests in tests/test_core.py.
Features
- Core Components:
Strategy,Bar,Order,Portfolio,Position - Backtesting: Simple event-driven backtest engine
- Indicators:
sma(),ema(),rsi()
License
MIT
1 maintainer
Metadata
1 maintainer
Release files for quant-tiny 0.2.0
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