backtesting 0.6.5

Backtest trading strategies in Python

Stars: 7937, Watchers: 7937, Forks: 1394, Open Issues: 68

The kernc/backtesting.py repo was created 7 years ago and the last code push was 1 months ago.
The project is extremely popular with a mindblowing 7937 github stars!

How to Install backtesting

You can install backtesting using pip

pip install backtesting

or add it to a project with poetry

poetry add backtesting

Package Details

Author

Zach Lûster

License

AGPL-3.0

Homepage

https://kernc.github.io/backtesting.py/

PyPi:

https://pypi.org/project/backtesting/

Documentation:

https://kernc.github.io/backtesting.py/doc/backtesting/

GitHub Repo:

https://github.com/kernc/backtesting.py

Classifiers

• Office/Business/Financial/Investment
• Scientific/Engineering/Visualization

Related Packages

Errors

A list of common backtesting errors.

Code Examples

Here are some backtesting code examples and snippets.

GitHub Issues

The backtesting package has 68 open issues on GitHub

• MultiBacktest.run errors out when tested strategy sometimes never enters a position
• PERF: faster trade DataFrame construction with many indicators
• Finalize Trades
• Stop Loss value being (still sometimes) erased when reached
• backtesting library skips bars where any indicator has NA values (or don't place orders)
• Speed Enhancements
• Crypto issue with fractional size
• Create Naitik
• Include the number of long and short trades in the output report
• Introduce flexible height by proportially sizing elements
• Add QTradeX to alternatives.md
• Add shape and size for scatter plot
• Friendly Note Regarding Your GitHub & backtesting Profile Picture
• feat: added color bar for each heatmap
• Iteration with Single-Step Progression to Improve Flexibility and Adaptability in Algorithmic Strategies

See more issues on GitHub