Backtesting

Tip

If you are a burger, the API used for crypto prices will fail. You may choose to use a VPN based somewhere that crypto laws are chill.

This repository provides a base template to do backtesting on Equities and Cryptocurrencies that will get you up and running in seconds. You do not need to do any configuration or retrieval of API keys.

├─ Yahoo - "Provider for equity prices."
└─ Binance - "Provider for crypto prices."

Installation

python3 -m venv venv
source venv/bin/activate
pip install -r requirements.txt

Usage

All data is stored in a local SQLite database. I recommend using a tool such as TablePlus anytime you would like to interact with the database outside of the Python environment.

If you would like to make sure that you are using the latest set of tickers/symbols, run:

python symbols.py

If your database has no data or is not up to date with all the symbols, run:

python pull.py

By running this command you will have:

• a 1_minute.db that contains the last 30 days of data on a minute interval. For high frequency strategies.
• a 1_year.db that contains the last year of data on a daily interval. For long-term strategies.

Note

It will take several hours to sync the entire state of your database. It will be fine running a super long time and is setup to defend from unexpected errors. Just run the command and go do something else for the day.

With your database populated, you are now ready to run the tests that power the indicators and strategies. You can do so by returning to your terminal and running:

python test.py