The quanTest project is created to conduct quantitative analysis of algorithmic trading strategies.

Check demo to see how backtester works.

About Project: There are 2 files - backtester.py and quantester.py with classes Backtester and Quantester respectively. The Backtester class would be used to back trade a given strategy on a given asset data frame with a given starting balance. The Quantester class would be used to statistically analyse aspects of various results generated by the Backtester class object. This project is currently under work in progress with the backtester.py completed and the quantester.py yet to start work on. The class is well documented with docstrings and comments. You may experiment with the existing functionalities.