/backtesting

Framework that allows you to test long position trading algorithms on historical data with a time frame in mind.

Primary LanguagePython

backtesting

Prerequisites

source venv/bin/activate

To execute simulation

python -m backtest -w <INSERT NUMBER OF WORKERS HERE e.g. 1>

To optimise

python -m backtest -o <INSERT WORKER COUNTS TO TRY e.g. 1 2 4 8 16>

To start web server

py -m fileserver

Commonly used functions

To plot the price of an asset

rc: RatesCollection = from_fmp_api("AAPL")
rc.plot()