simtrading-engine 0.1.0

A Python backtesting engine for trading strategies, designed for SimTrading platform.

SimTrading Engine

A lightweight and flexible Python backtesting engine designed for testing trading strategies with the SimTrading platform.

Features

• Event-driven Architecture: Simulates market data replay candle by candle.
• Strategy Interface: Easy-to-implement BaseStrategy class.
• Remote & Local Execution: Run backtests locally or connect to a remote platform.
• Detailed Reporting: Generates comprehensive logs and metrics (PnL, Drawdown, etc.).

Installation

You can install the package from PyPI:

pip install simtrading-engine

Or from source:

pip install -e .

Usage

Defining a Strategy

Create a new class inheriting from BaseStrategy:

from simtrading.backtest_engine.strategy.base import BaseStrategy
from simtrading.backtest_engine.entities.order_intent import OrderIntent, OrderSide, OrderType

class MyStrategy(BaseStrategy):
    def on_bar(self, context):
        # Your logic here
        pass

Running a Backtest

from simtrading.runners.local_runner import run_local_backtest
# or
from simtrading.runners.remote_runner import run_remote_backtest
from my_strategy import MyStrategy

strategy = MyStrategy()

# See examples in the repository for more details.

License

This project is licensed under the MIT License - see the LICENSE file for details.