Backtesting Engine to Backtest Index Strategies (BankNIFTY, NIFTY).
The Python backtesting engine is created by Prem Agarwal (He's 20) from the community Unofficed.
The most important thing it contains is properly formatted weekly options data of NIFTY and BankNIFTY available in the Internet. We salvaged whatever we could. You can add the rest.
- This is just the initial dump created a couple months back.
- There are lots of mistake and immaturaity as it is coded within a short span of time.
- The code have hardcoded path in it too.
While the backtesting engine got complicated and integrated with other systems after that and the latest version is hard to salvage we are just pushing the initial build. (Think of the initial Steve Job's Garage)
We shall fix these issues and refactor this when we get time.
You can and should contribute in this as well. Fork it!
The underlying strategy and its subsequent modifications are currently automated in Zerodha, Upstox, Aliceblue, Fyers, Angel Broking, Sas Online for automated members of Theta