/backtester

Some backtesting examples using pyAlgoTrade

Primary LanguagePython

Backtester

This project is a just a boilerplate that demonstrates usage of PyAlgoTrage library for backtesting your own strategies.

Some sample strategies can be found in strategies/ dir.

Usage

Clone this repo and run pip to install other required packages.

pip install -r requirements.txt

To transform hourly data feed from JSON to CSV and set appropriate column names run a simple Pandas script transform_json_to_csv.py. This way we can later simply use GenericBarFeed when passing bar feed.

python transform_json_to_csv.py

Run example strategy with default settings.

python strategies/s01_sma_cross.py