user-friendly backtester in React and Python to simulate strategies on portfolios
- Here's a basic example of how you could create a user-friendly backtester in React and Python to simulate strategies on portfolios.
The user selects a strategy, portfolio, start date, and end date using the React frontend. The user clicks the "Backtest" button, which sends a POST request to the Python backend with the selected parameters. The Python backend receives the request and filters the historical data to the selected date range. The Python backend runs the selected strategy on the filtered data using the selected portfolio. The Python backend returns the result of the backtest to the React frontend as a JSON response. The React frontend displays the result to the user. Note: This is a basic example, and you will need to implement the actual strategies and portfolios in the Python backend. Additionally, you will need to modify the React frontend to display the result in a user-friendly format.
- Here is a basic example of how you could structure a backtester using React for the frontend and Python for the backend. This is a simplified example and you would need to expand on it to create a fully functional backtester.
- This code creates a simple backtester that allows the user to select a strategy, a portfolio, and a date range. The backend then applies the selected strategy to the portfolio data and returns the cumulative returns of the strategy. The frontend displays the results in a list.
Please note that this is a very basic example and a real-world backtester would require more complex logic and error handling. Also, this example uses a very simple moving average strategy and a mean reversion strategy, you may want to add more complex strategies and also you may want to add more features like walk-forward optimization, and also you may want to use more advanced libraries like Zipline, Catalyst, or Backtrader.
Also, this example uses a very simple frontend, you may want to add more features like charts, and also you may want to use more advanced libraries like Highcharts, or D3.js.
Please keep in mind that this is just an example, you should not use it in production without further testing and validation.