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requirements

python 3.10 required.. (because vectorbt module needed) TODO

installation

git clone https://github.com/fromitive/backtest.git
cd backtest
pip install -r requirements/prod.txt # production mode
pip install -r requirements/test.txt # test mode
pip install -r requirements/dev.txt # development mode

execute test code

  1. install test mode
git clone https://github.com/fromitive/backtest.git
cd backtest
pip install -r requirements/test.txt
  1. execute pytest
pytest -svv

Usage

basic useage

Example for Usage in tests directory or example.ipynb file


for alram and real-trading

WARNING don't use real api-key, if you want loss your money. just refer the file as example. if you want to alram or trade real money using your strategy, you can refer cli-auto-trade.py or cli-discord-alram.py


the talib message

maybe, if you run the any script of the above example code, you are occured following message in below.

[WARNING] could not import module talib trying next..

if you want using talib for executing strategy just install ta-lib moudle.

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