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.
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