ModuleNotFoundError: No module named 'pyBacktest' #8
Description
steps
pip install -U pyBacktest
result
Successfully installed pyBacktest-1.1.8
code taken from pypi
import pyBacktest as pbt
from pyBacktest.strategy import Strategy
from pyBacktest.utils import calculateSMA, analyzeResults, calculateMACD
from pyBacktest.tradeTypes import TradeType
from datetime import datetime
import pandas as pd
class SMACross(Strategy):
def setup(self) -> None:
self.has_position = False
self.entry_price = 0
self.sma20 = calculateSMA(self.data['Close'], 20)
self.sma50 = calculateSMA(self.data['Close'], 50)
def step(self, row: pd.Series) -> None:
if row.name not in self.sma20.index or row.name not in self.sma50.index:
return
if self.backtest.cash>row['Close'] and self.sma20[row.name] > self.sma50[row.name]:
self.has_position = True
self.entry_price = row['Close']
self.backtest.trade(TradeType.BUY, int(self.backtest.cash*0.95/row["Close"]), row['Close'], "DAY")
elif self.has_position and self.sma20[row.name] < self.sma50[row.name]:
self.has_position = False
self.backtest.trade(TradeType.SELL, self.current_position, row['Close'], row.name)
class MACDStrategy(Strategy):
def setup(self) -> None:
self.macd, self.signal, self.histogram = calculateMACD(self.data['Close'])
def step(self, row: pd.Series) -> None:
if row.name not in self.macd.index:
return
if self.histogram[row.name] > 0:
numShares = int(self.backtest.cash / row['Close'])
trade_cost = self.backtest.calculate_trade_cost(TradeType.BUY, numShares, row['Close'])
if self.backtest.cash >= trade_cost:
self.backtest.trade(TradeType.BUY, numShares, row['Close'], "DAY")
elif self.histogram[row.name] < 0 and self.backtest.getPosition() > 0:
numShares = self.backtest.getPosition()
trade_cost = self.backtest.calculate_trade_cost(TradeType.SELL, numShares, row['Close'])
if self.backtest.cash >= trade_cost:
self.backtest.trade(TradeType.SELL, numShares, row['Close'], row.name)
if __name__ == "__main__":
sma_backtest = pbt.Backtest(
strategy=SMACross(),
ticker='AAPL',
commision=1.00,
startDate=datetime(2020, 1, 1),
endDate=datetime(2024, 1, 1),
cash=10000
)
macd_backtest = pbt.Backtest(
strategy=MACDStrategy(),
ticker='AAPL',
commision=1.00,
startDate=datetime(2020, 1, 1),
endDate=datetime(2024, 1, 1),
cash=10000
)
sma_results = sma_backtest.run()
macd_results = macd_backtest.run()
analyzeResults(sma_results)
analyzeResults(macd_results)
comparison = pbt.utils.compareBacktests(sma_results, macd_results)
print("\nComparison of SMA and MACD Strategies:")
print(f"Final Value Difference: ${comparison['final_value_diff']:,.2f}")
print(f"Total Return Difference: {comparison['total_return_diff']:.2f}%")
print(f"Number of Transactions Difference: {comparison['num_transactions_diff']}")
print(f"Better Strategy: {comparison['better_strategy']}")
result
ModuleNotFoundError Traceback (most recent call last)
[/tmp/ipython-input-2569454040.py](https://localhost:8080/#) in <cell line: 0>()
----> 1 import pyBacktest as pbt
2 from pyBacktest.strategy import Strategy
3 from pyBacktest.utils import calculateSMA, analyzeResults, calculateMACD
4 from pyBacktest.tradeTypes import TradeType
5 from datetime import datetime
ModuleNotFoundError: No module named 'pyBacktest'
---------------------------------------------------------------------------
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env
google colab
os ubuntu jammy
Python 3.11.13
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