tiportfolio 1.3.1

A portfolio management tool with built-in state-of-the-art portfolio optimization algorithms, with extensibility for different use cases for both institutes and retail traders.

TiPortfolio

A portfolio management tool with built-in state-of-the-art portfolio optimization algorithms, with extensibility for different use cases for both institutes and retail traders.

Documentation | PyPI | GitHub

Quick Start

pip install tiportfolio

# For interactive Plotly charts:
pip install tiportfolio[interactive]

# For Equal Risk Contribution (ERC) weighting:
pip install tiportfolio[erc]

import tiportfolio as ti

# 1. Fetch data (Yahoo Finance by default, or Alpaca if API keys are set)
data = ti.fetch_data(["QQQ", "BIL", "GLD"], start="2019-01-01", end="2024-12-31")

# 2. Define strategy using the algo stack: Signal → Select → Weigh → Action
portfolio = ti.Portfolio(
    "monthly_equal_weight",
    [
        ti.Signal.Monthly(),    # WHEN to rebalance
        ti.Select.All(),        # WHAT to include
        ti.Weigh.Equally(),     # HOW MUCH to allocate
        ti.Action.Rebalance(),  # EXECUTE trades
    ],
    ["QQQ", "BIL", "GLD"],
)

# 3. Run backtest
result = ti.run(ti.Backtest(portfolio, data))

# 4. View results
result.summary()       # key metrics: Sharpe, CAGR, max drawdown, etc.
result.plot()          # equity curve + drawdown chart

• More examples

CLI

Run backtests directly from the terminal — no Python script needed.

Use pipx install tiportfolio --python python3.12 to install the CLI tool globally without affecting your Python environment.

Or use uvx to run the CLI without installing: uvx run tiportfolio -- [options] instead of tiportfolio [options].

# Monthly rebalance QQQ/BIL/GLD at 70/20/10
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio 0.7,0.2,0.1

# Quarterly equal-weight rebalance
tiportfolio quarterly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal

# Compare at 1x, 1.5x, 2x leverage (includes borrowing cost)
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio 0.7,0.2,0.1 --leverage 1.0,1.5,2.0

# Save equity curve chart
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --plot chart.png

See docs/cli.md for the full CLI reference with all subcommands and options.

Agent Skill

TiPortfolio includes an agent skill that lets you backtest strategies using natural language — no CLI flags to remember.

Install the skill for any agent that supports the Skills standard:

npx skills add https://github.com/TradeInsight-Info/TiPortfolio

For Claude Code specifically:

claude plugin add https://github.com/TradeInsight-Info/TiPortfolio

Then just ask your agent:

"Backtest QQQ BIL GLD equal weight monthly from 2019 to 2024"

"Monthly $1000 DCA into QQQ BIL GLD"

"Compare 1x vs 1.5x vs 2x leverage on quarterly QQQ BIL GLD"

The skill maps your request to uvx tiportfolio CLI commands, runs the backtest, and presents the results. Requires uv to be installed.

Requirements

• Python 3.10+
• pandas, numpy, matplotlib

Data fetching uses Yahoo Finance by default. For Alpaca, set ALPACA_API_KEY and ALPACA_API_SECRET in your environment (see .env.example).

Development

uv sync
uv run python -m pytest

License

Apache 2.0