Backtest

Backtesting is a key component of effective trading system development. It is accomplished by reconstructing, with historical data, trades that would have occurred in the past using rules defined by a given strategy. The result offers statistics to gauge the effectiveness of the strategy.

Dataset

The project is built using TATAMOTORS share price data for 20 years

For custom dataset place the csv file in /data directory and change input_file_path='custom data.csv'

Run Locally

Clone the project

  git clone https://github.com/nilesho5apr/Backtest.git

Go to the project directory

  cd Backtest

Create virtual enviroment

  virtualenv venv

Install dependencies

  python3 -m pip install -r requirements.txt

Run simulations

  python3 main.py --arguments

Documentation

Backtrader