Metadata-Version: 2.1
Name: foxbt
Version: 0.2.5
Summary: Backtest trading strategies in Python
Home-page: https://kernc.github.io/backtesting.py/
Author: Zach Lûster
License: AGPL-3.0
Project-URL: Documentation, https://kernc.github.io/backtesting.py/doc/backtesting/
Project-URL: Source, https://github.com/thefoxquant/foxbt/
Project-URL: Tracker, https://github.com/thefoxquant/foxbt
Description: [![](https://i.imgur.com/E8Kj69Y.png)](https://kernc.github.io/backtesting.py/)
        
        Backtesting.py
        ==============
        [![Build Status](https://img.shields.io/github/workflow/status/kernc/backtesting.py/CI/master?style=for-the-badge)](https://github.com/kernc/backtesting.py/actions)
        [![Code Coverage](https://img.shields.io/codecov/c/gh/kernc/backtesting.py.svg?style=for-the-badge)](https://codecov.io/gh/kernc/backtesting.py)
        [![Backtesting on PyPI](https://img.shields.io/pypi/v/backtesting.svg?color=blue&style=for-the-badge)](https://pypi.org/project/backtesting)
        [![PyPI downloads](https://img.shields.io/pypi/dd/backtesting.svg?color=skyblue&style=for-the-badge)](https://pypi.org/project/backtesting)
        [![GitHub Sponsors](https://img.shields.io/github/sponsors/kernc?color=pink&style=for-the-badge)](https://github.com/sponsors/kernc)
        
        Backtest trading strategies with Python.
        
        [**Project website**](https://kernc.github.io/backtesting.py)
        
        [Documentation]
        
        [![Star](https://i.imgur.com/LSI6p6O.png)](#top) the project if you use it.
        
        [Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/
        
        
        Installation
        ------------
        
            $ pip install backtesting
        
        
        Usage
        -----
        ```python
        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()
                elif crossover(self.ma2, self.ma1):
                    self.sell()
        
        
        bt = Backtest(GOOG, SmaCross, commission=.002,
                      exclusive_orders=True)
        stats = bt.run()
        bt.plot()
        ```
        
        Results in:
        
        ```text
        Start                     2004-08-19 00:00:00
        End                       2013-03-01 00:00:00
        Duration                   3116 days 00:00:00
        Exposure Time [%]                       94.27
        Equity Final [$]                     68935.12
        Equity Peak [$]                      68991.22
        Return [%]                             589.35
        Buy & Hold Return [%]                  703.46
        Return (Ann.) [%]                       25.42
        Volatility (Ann.) [%]                   38.43
        Sharpe Ratio                             0.66
        Sortino Ratio                            1.30
        Calmar Ratio                             0.77
        Max. Drawdown [%]                      -33.08
        Avg. Drawdown [%]                       -5.58
        Max. Drawdown Duration      688 days 00:00:00
        Avg. Drawdown Duration       41 days 00:00:00
        # Trades                                   93
        Win Rate [%]                            53.76
        Best Trade [%]                          57.12
        Worst Trade [%]                        -16.63
        Avg. Trade [%]                           1.96
        Max. Trade Duration         121 days 00:00:00
        Avg. Trade Duration          32 days 00:00:00
        Profit Factor                            2.13
        Expectancy [%]                           6.91
        SQN                                      1.78
        _strategy              SmaCross(n1=10, n2=20)
        _equity_curve                          Equ...
        _trades                       Size  EntryB...
        dtype: object
        ```
        [![plot of trading simulation](https://i.imgur.com/xRFNHfg.png)](https://kernc.github.io/backtesting.py/#example)
        
        Find more usage examples in the [documentation].
        
        Features
        --------
        * Simple, well-documented API
        * Blazing fast execution
        * Built-in optimizer
        * Library of composable base strategies and utilities
        * Indicator-library-agnostic
        * Supports _any_ financial instrument with candlestick data
        * Detailed results
        * Interactive visualizations
        
        Alternatives
        ------------
        See [alternatives.md] for a list of alternative Python
        backtesting frameworks and related packages.
        
        [alternatives.md]: https://github.com/kernc/backtesting.py/blob/master/doc/alternatives.md
        
Keywords: algo,algorithmic,ashi,backtest,backtesting,bitcoin,bokeh,bonds,candle,candlestick,cboe,chart,cme,commodities,crash,crypto,currency,doji,drawdown,equity,etf,ethereum,exchange,finance,financial,forecast,forex,fund,futures,fx,fxpro,gold,heiken,historical,indicator,invest,investing,investment,macd,market,mechanical,money,oanda,ohlc,ohlcv,order,price,profit,quant,quantitative,rsi,silver,stocks,strategy,ticker,trader,trading,tradingview,usd
Platform: UNKNOWN
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: Topic :: Scientific/Engineering :: Visualization
Requires-Python: >=3.6
Description-Content-Type: text/markdown
Provides-Extra: doc
Provides-Extra: test
Provides-Extra: dev
