"Backtesting took a whole day," or "I have to manually re-enter parameters every time I change currency pairs"—have you ever had experiences like these? As an engineer, I use data to verify standard ...
A small, fast, vectorized backtesting engine for trading strategies — in pure Python + NumPy. Write a signal, size it, run it across one asset or a whole portfolio, and compare against buy-and-hold in ...
今回はバックテストを行うためのpythonライブラリであるBacktesting.pyについて解説します。 ずっと前に公開した自前のバックテストコードではそろそろ物足りなくなってきたので最近はBacktesting.pyを使っています。 最初からこっちを使っていれば良かったん ...
This is my 2nd project and it is a Python based backtesting tool that evaluates a trading strategy using the Relative Strength Index (RSI) on historical market data. It simulates trades and compares ...