Backtesting Crypto

Requirments

• Python 3.11.9 (i'm using pyenv with fishshell)
• uv (rust based - python package manger)
  • On macOS and Linux
    • curl -LsSf https://astral.sh/uv/install.sh | sh
  • windows
    • coming soon
• install the latest backtesting.py version pip install git+https://github.com/kernc/backtesting.py.git
• TA Lib
  • brew install ta-lib - need ta-lib c library to work with ta-lib python
  • pip install numpy==1.26.4 - need to ensure that we are using a numpy version lower then 2.0
• install additional deps pip install pandas
• Jupyter Noteboks deps
  • pip install ipykernel for jupyter notebooks
• CCXT for candle stick data
  • pip install ccxt

Purpose

In this repo i will be learning how to backtest different strategies in crypto using backtesting.py

Why?

The goal is to document the journey of learning how to become a quant and deploying stratgies in production

Watch me build in public

• I endevour to stream weekly Mon-Wed-Friday and sometimes on Saturdays if time permits

https://www.youtube.com/watch?v=-TytHI38sU8&list=PLwbt1uBf9iqAsuCpIwOxrHJlSVCH7SsDY&pp=gAQBiAQB

Documentation

• https://kernc.github.io/backtesting.py/
• https://numpy.org/
• https://pandas.pydata.org/docs/index.html
• https://ta-lib.org/

Todo's

• add requirments for differnt operating systems like windows and linux (top 5 distros, arch, ubuntu, fedora...etc)