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Backtester

Requirements

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

Install Poetry with bash

    curl -sSL https://install.python-poetry.org | python3 -

Install Poetry with pip

    pip install poetry

Installation

After poetry is installed, just run poetry install.

Testing

Testing is done with pytest. Pytest should have been installed as a dep, and tests can be run with poetry run pytest.

Analysis Code

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.

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