caioeps/backtesting

Repo to perform backtesting on stocks and validate strategies.

Backtesting

Repo to perform backtesting on stocks and validate strategies.

In order to setup this project, run:

Setting up

bin/setup

Running it

You'll then be able to:

NOSTATS=true STRATEGY=landry python3 main.py

Deps

This project relies on:

• https://github.com/mementum/backtrader
• https://github.com/quantopian/pyfolio

TODO

• Show stats in the end of the run using pyfolio.
• Improve Landry's strategy.