# Backtrade
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<a href="https://python-poetry.org/">
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</a>
<a href="https://github.com/ambv/black">
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<a href="https://pypi.org/project/backtrade/">
<img src="https://img.shields.io/pypi/v/backtrade.svg?logo=python&logoColor=fff&style=flat-square" alt="PyPI Version">
</a>
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<img src="https://img.shields.io/pypi/l/backtrade.svg?style=flat-square" alt="License">
</p>
A small Python package for backtesting.
## Installation
Install this via pip (or your favourite package manager):
`pip install backtrade`
## Usage
```python
from backtrade import Backtester, CloseData, LimitOrder, MarketOrder, _IndexType
# Define my strategy
class MyBacktest(Backtester):
def init(self):
pass
def next(
self, close_data: "CloseData[_IndexType]", row: "Series[Any]"
) -> "Iterable[Union[MarketOrder, LimitOrder]]":
yield MarketOrder(size=1 / close_data.close)
yield MarketOrder(size=-1 / close_data.close)
# Run backtest and plot results
bt = MyBacktest()
bt(df, maker_fee=-0.025 * 0.01, taker_fee=0.001).plot()
```
## Contributors ✨
Thanks goes to these wonderful people ([emoji key](https://allcontributors.org/docs/en/emoji-key)):
<!-- prettier-ignore-start -->
<!-- ALL-CONTRIBUTORS-LIST:START - Do not remove or modify this section -->
<!-- prettier-ignore-start -->
<!-- markdownlint-disable -->
<table>
<tbody>
<tr>
<td align="center"><a href="https://github.com/34j"><img src="https://avatars.githubusercontent.com/u/55338215?v=4?s=80" width="80px;" alt="34j"/><br /><sub><b>34j</b></sub></a><br /><a href="https://github.com/34j/backtrade/commits?author=34j" title="Code">💻</a></td>
</tr>
</tbody>
</table>
<!-- markdownlint-restore -->
<!-- prettier-ignore-end -->
<!-- ALL-CONTRIBUTORS-LIST:END -->
<!-- prettier-ignore-end -->
This project follows the [all-contributors](https://github.com/all-contributors/all-contributors) specification. Contributions of any kind welcome!
## Credits
This package was created with
[Copier](https://copier.readthedocs.io/) and the
[browniebroke/pypackage-template](https://github.com/browniebroke/pypackage-template)
project template.
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"description": "# Backtrade\n\n<p align=\"center\">\n <a href=\"https://github.com/34j/backtrade/actions?query=workflow%3ACI\">\n <img src=\"https://img.shields.io/github/workflow/status/34j/backtrade/CI/main?label=CI&logo=github&style=flat-square\" alt=\"CI Status\" >\n </a>\n <a href=\"https://backtrade.readthedocs.io\">\n <img src=\"https://img.shields.io/readthedocs/backtrade.svg?logo=read-the-docs&logoColor=fff&style=flat-square\" alt=\"Documentation Status\">\n </a>\n <a href=\"https://codecov.io/gh/34j/backtrade\">\n <img src=\"https://img.shields.io/codecov/c/github/34j/backtrade.svg?logo=codecov&logoColor=fff&style=flat-square\" alt=\"Test coverage percentage\">\n </a>\n</p>\n<p align=\"center\">\n <a href=\"https://python-poetry.org/\">\n <img src=\"https://img.shields.io/badge/packaging-poetry-299bd7?style=flat-square&logo=data:image/png;base64,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\" alt=\"Poetry\">\n </a>\n <a href=\"https://github.com/ambv/black\">\n <img src=\"https://img.shields.io/badge/code%20style-black-000000.svg?style=flat-square\" alt=\"black\">\n </a>\n <a href=\"https://github.com/pre-commit/pre-commit\">\n <img src=\"https://img.shields.io/badge/pre--commit-enabled-brightgreen?logo=pre-commit&logoColor=white&style=flat-square\" alt=\"pre-commit\">\n </a>\n</p>\n<p align=\"center\">\n <a href=\"https://pypi.org/project/backtrade/\">\n <img src=\"https://img.shields.io/pypi/v/backtrade.svg?logo=python&logoColor=fff&style=flat-square\" alt=\"PyPI Version\">\n </a>\n <img src=\"https://img.shields.io/pypi/pyversions/backtrade.svg?style=flat-square&logo=python&logoColor=fff\" alt=\"Supported Python versions\">\n <img src=\"https://img.shields.io/pypi/l/backtrade.svg?style=flat-square\" alt=\"License\">\n</p>\n\nA small Python package for backtesting.\n\n## Installation\n\nInstall this via pip (or your favourite package manager):\n\n`pip install backtrade`\n\n## Usage\n\n```python\nfrom backtrade import Backtester, CloseData, LimitOrder, MarketOrder, _IndexType\n\n# Define my strategy\nclass MyBacktest(Backtester):\n def init(self):\n pass\n\n def next(\n self, close_data: \"CloseData[_IndexType]\", row: \"Series[Any]\"\n ) -> \"Iterable[Union[MarketOrder, LimitOrder]]\":\n yield MarketOrder(size=1 / close_data.close)\n yield MarketOrder(size=-1 / close_data.close)\n\n# Run backtest and plot results\nbt = MyBacktest()\nbt(df, maker_fee=-0.025 * 0.01, taker_fee=0.001).plot()\n```\n\n## Contributors \u2728\n\nThanks goes to these wonderful people ([emoji key](https://allcontributors.org/docs/en/emoji-key)):\n\n<!-- prettier-ignore-start -->\n<!-- ALL-CONTRIBUTORS-LIST:START - Do not remove or modify this section -->\n<!-- prettier-ignore-start -->\n<!-- markdownlint-disable -->\n<table>\n <tbody>\n <tr>\n <td align=\"center\"><a href=\"https://github.com/34j\"><img src=\"https://avatars.githubusercontent.com/u/55338215?v=4?s=80\" width=\"80px;\" alt=\"34j\"/><br /><sub><b>34j</b></sub></a><br /><a href=\"https://github.com/34j/backtrade/commits?author=34j\" title=\"Code\">\ud83d\udcbb</a></td>\n </tr>\n </tbody>\n</table>\n\n<!-- markdownlint-restore -->\n<!-- prettier-ignore-end -->\n\n<!-- ALL-CONTRIBUTORS-LIST:END -->\n<!-- prettier-ignore-end -->\n\nThis project follows the [all-contributors](https://github.com/all-contributors/all-contributors) specification. Contributions of any kind welcome!\n\n## Credits\n\nThis package was created with\n[Copier](https://copier.readthedocs.io/) and the\n[browniebroke/pypackage-template](https://github.com/browniebroke/pypackage-template)\nproject template.\n\n",
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