Simple Backtester

A simple, readily extensible backtesting framework for financial time series data.

Table of Contents

• Introduction
• Installation
• Usage
• Contributing
• License

Introduction

This project, simple_backtester, is designed to provide a framework for backtesting financial time series data. It is developed by Zhuolin Xiang, Haoqian Zhang, Yuheng Zheng, and Siqing Zou.

Installation

To install the required dependencies, run:

pip install .

For development, you can install the optional dependencies:

pip install .[dev]

Usage

To use the backtesting framework, follow these steps:

1. Clone the repository:

git clone https://github.com/MikamkanSQ123/apc524_proj.git

2. Create your own branch:

git checkout -b your-branch-name

3. Add your local configuration files, examples configs are in tests/test_data/strategy.

4. To run the whole pipeline, refer to examples in examples/backtest.ipynb, or you may choose to interact with the front-end interface.

python -m simple_backtester.app

Contributing

We welcome contributions to the project. Please follow these steps to contribute:

1. Fork the repository.
2. Create a new branch for your feature or bugfix.
3. Commit your changes.
4. Push your branch and create a pull request.

License

This project is licensed under the MIT License. See the LICENSE file for more details.