Metadata-Version: 2.1
Name: oanda-backtest
Version: 0.2.2
Summary: oanda-backtest is a python library         for backtest with oanda fx rest api on Python 3.6 and above.
Home-page: https://github.com/10mohi6/oanda-backtest-python
Author: 10mohi6
Author-email: 10.mohi.6.y@gmail.com
License: MIT
Description: # oanda-backtest
        
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        oanda-backtest is a python library for backtest with oanda fx trade rest api on Python 3.6 and above.
        
        
        ## Installation
        
            $ pip install oanda-backtest
        
        ## Usage
        
        ### basic
        ```python
        from oanda_backtest import Backtest
        
        bt = Backtest(access_token='<your access token>', environment='practice')
        bt.candles("EUR_USD")
        fast_ma = bt.sma(period=5)
        slow_ma = bt.sma(period=25)
        bt.sell_exit = bt.buy_entry = (fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())
        bt.buy_exit = bt.sell_entry = (fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())
        bt.run()
        bt.plot()
        ```
        
        ### advanced
        ```python
        from oanda_backtest import Backtest
        
        bt = Backtest(access_token='<your access token>', environment='practice')
        filepath='usd-jpy-h1.csv'
        if bt.exists(filepath):
            bt.read_csv(filepath)
        else:
            params = {
                "granularity": "H1",  # 1 hour candlesticks (default=S5)
                "count": 5000 # 5000 candlesticks (default=500, maximum=5000)
            }
            bt.candles("USD_JPY", params)
            bt.to_csv(filepath)
        
        fast_ma = bt.sma(period=10)
        slow_ma = bt.sma(period=30)
        exit_ma = bt.sma(period=5)
        bt.buy_entry = (fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())
        bt.sell_entry = (fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())
        bt.buy_exit = (bt.C < exit_ma) & (bt.C.shift() >= exit_ma.shift())
        bt.sell_exit = (bt.C > exit_ma) & (bt.C.shift() <= exit_ma.shift())
        
        bt.initial_deposit = 100000 # default=0
        bt.units = 1000 # currency unit (default=10000)
        bt.stop_loss = 50 # stop loss pips (default=0)
        bt.take_profit = 100 # take profit pips (default=0)
        
        print(bt.run())
        bt.plot("backtest.png")
        
        ```
        
        ```python
        total profit        1989.000
        total trades         171.000
        win rate              35.088
        profit factor          1.198
        maximum drawdown    2745.000
        recovery factor        0.725
        riskreward ratio       2.236
        sharpe ratio           0.050
        average return        10.666
        stop loss              5.000
        take profit            5.000
        ```
        ![advanced.png](https://raw.githubusercontent.com/10mohi6/oanda-backtest-python/master/tests/advanced.png)
        
        
        ## Supported indicators
        - Simple Moving Average 'sma'
        - Exponential Moving Average 'ema'
        - Moving Average Convergence Divergence 'macd'
        - Relative Strenght Index 'rsi'
        - Bollinger Bands 'bband'
        - Stochastic Oscillator 'stoch'
        - Market Momentum 'mom'
        
        
        ## Getting started
        
        For help getting started with OANDA REST API, view our online [documentation](https://developer.oanda.com/rest-live-v20/introduction/).
        
        
        ## Contributing
        
        1. Fork it
        2. Create your feature branch (`git checkout -b my-new-feature`)
        3. Commit your changes (`git commit -am 'Add some feature'`)
        4. Push to the branch (`git push origin my-new-feature`)
        5. Create new Pull Request
Keywords: oanda backtest api python fx trade
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Operating System :: OS Independent
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: License :: OSI Approved :: MIT License
Requires-Python: >=3.6.0
Description-Content-Type: text/markdown
