Backtest documentation

Contents:

• API

Indices and tables

• Index
• Module Index
• Search Page

Quick start

The following will execute the backtest after loading configuration file, config.json in same directory. Additional information will be added.

$ backtest [--config config.json]

Sample content of config.json

{
    "market": "korea",
    "strategy": "dummy",
    "ticks_dir": "ticks",
    "ledger_dir": "ledger",
    "cash": 1000000
}

Basic concepts

:doc:`topics/architecture’

Architecture

topics/fetcher

Fetcher

:doc:`topics/analyzer’

Analyzer

:doc:`topics/broker’

Broker

:doc:`topics/reporter’

Reporter

Developing strategy

topics/jupyter-notebook

testing on `Jupyter Notebook`_

Testing

Test codes are located in tests/ based on PyTest framework.