Skip to main content

Simple trading backtester

Project description

This project aims to provide easy and straitforward backtesting oportunities.


Install via

git clone
cd stbt
python install


import datetime as dt
import pandas as pd
import matplotlib.pyplot as plt
from Simple_trading_backtest.simulator import Strategy
import Simple_trading_backtest.helpers as hlp

# creating fake trading data

# prepare datetime index
some_date = dt.datetime(2017, 1, 1)
days = pd.date_range(some_date, some_date + dt.timedelta(30), freq='D')

# initialize close prices
data_values = list(range(1, 32))
closes_df = pd.DataFrame({'Date': days, 'inst1': data_values})
closes_df.set_index('Date', inplace=True)

# initialize weights
weights_values = [1 for i in range(31)]
weights_df = pd.DataFrame({'Date': days, 'inst1': weights_values})
weights_df.set_index('Date', inplace=True)

# create strategy
s = Strategy(closes_df, weights_df, cash=100)

# run backtest, robust tests, calculate stats
s.run_all(delay=2, verify_data_integrity=True, instruments_drop=None,
        commissions_const=0, capitalization=False)

# check strategy stats

# save strategy to futher comparison

# plot pool correlation heatmap
heatmap_fig, corr_matrix = s.get_pool_heatmap()



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

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

stbt-0.0.2.tar.gz (23.0 kB view hashes)

Uploaded source

Built Distribution

stbt-0.0.2-py2.py3-none-any.whl (23.1 kB view hashes)

Uploaded py2 py3

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page