kernc/backtesting.py

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Backtesting.py Backtest trading strategies with Python. Project website + Documentation Installation $ pip install backtesting Usage from backtesting import Backtest, Strategy from backtesting.lib import crossover from backtesting.test import SMA, GOOG class SmaCross(Strategy): def init(self): price = self.data.Close self.ma1 = self.I(SMA, price, 10) self.ma2 = self.I(SMA, price, 20) def next(self): if crossover(self.ma1, self.ma2): self.buy() ...