It is assumed you are in an environment with python, and poetry as a dependency manager. It's recommended to run with miniconda environments.
- Python3
curl -sSL https://install.python-poetry.org | python3 -
pip install poetry
After poetry is installed, just run poetry install
.
Testing is done with pytest. Pytest should have been installed as a dep, and tests can be run with poetry run pytest
.
A sample analysis report can be found in the BacktestsReport.ipynb
. Inside of Backtests.models is a set
of strategy abstractions pre-set using vectorbt
. One can use jupyter notebooks to view and run backtests,
and start their own strategy development. To run jupyter notebooks, run poetry run jupyter lab
.