polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

PythonOtherfinancedata-sciencemachine-learningtime-seriestradingdata-visualizationcryptocurrencyportfolio-optimizationtrading-strategiesquantitative-financealgorithmic-tradingbacktestingquantitative-analysisalgorithmic-traiding
This is stars and forks stats for /polakowo/vectorbt repository. As of 29 Apr, 2024 this repository has 3211 stars and 512 forks.

✨ Usage vectorbt allows you to easily backtest strategies with a couple of lines of Python code. Here is how much profit we would have made if we invested $100 into Bitcoin in 2014: import vectorbt as vbt price = vbt.YFData.download('BTC-USD').get('Close') pf = vbt.Portfolio.from_holding(price, init_cash=100) pf.total_profit() 8961.008555963961 Buy whenever 10-day SMA crosses above 50-day SMA and sell when opposite: fast_ma = vbt.MA.run(price, 10) slow_ma = vbt.MA.run(price, 50) entries = fast_ma.ma_crossed_above(slow_ma) exits...
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