Signal Backtester

a small repo Based on Backtesting Lib .
easiest way to backtest your generated signal

Quick Start

installation

pip install signal-backtester

Usage

from signal_backtester import SignalBacktester

# address of your dataset file 
# columns should include "Open, High, Low, Close, Volume, signal"

backtest = SignalBacktester(
                dataset="/home/xibalbas/sample.csv",
                strategy='two_side_sl_tp_reversed',
                cash=1000,
                commission=0.0005,  # equal 0.05 %
                percent_of_portfolio=99,
                stop_loss=1,
                take_profit=10,
                trailing_stop=3,    # if you are using trailing stop
                time_frame='30m', 
                output_path='.'     # path of result files
            )

backtest.run()

strategy

available strategy to use are :

• two_side_sl_tp_reversed
• two_side_sl_trailing_reversed
• one_side_buy_sl_tp
• one_side_sell_sl_tp
• one_side_buy_sl_trailing
• one_side_sell_sl_trailing

dataset structure

your data set structure should be like this table

your buy signals should generate as 2 and your sell signals should generate as 1

you must have this columns in your dataset

• Date
• Open
• High
• Low
• Close
• Volume
• signal