{"id":17116463,"url":"https://github.com/dakimura/loopifdone-backtest","last_synced_at":"2025-06-17T19:06:10.720Z","repository":{"id":137757616,"uuid":"344001264","full_name":"dakimura/loopifdone-backtest","owner":"dakimura","description":null,"archived":false,"fork":false,"pushed_at":"2021-05-09T06:29:25.000Z","size":123,"stargazers_count":0,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-03-24T00:53:12.248Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"TypeScript","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/dakimura.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2021-03-03T04:29:23.000Z","updated_at":"2021-05-09T06:29:27.000Z","dependencies_parsed_at":null,"dependency_job_id":"e5ae23f7-063f-4867-938b-597d102f0398","html_url":"https://github.com/dakimura/loopifdone-backtest","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/dakimura/loopifdone-backtest","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dakimura%2Floopifdone-backtest","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dakimura%2Floopifdone-backtest/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dakimura%2Floopifdone-backtest/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dakimura%2Floopifdone-backtest/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/dakimura","download_url":"https://codeload.github.com/dakimura/loopifdone-backtest/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dakimura%2Floopifdone-backtest/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":260424645,"owners_count":23007038,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-14T17:48:55.497Z","updated_at":"2025-06-17T19:06:05.705Z","avatar_url":"https://github.com/dakimura.png","language":"TypeScript","funding_links":[],"categories":[],"sub_categories":[],"readme":"# loopifdone-backtest\n\n時系列データに特化したDBである[marketstore](https://github.com/alpacahq/marketstore/)に保存された各通貨ペアの分足のOHLCVデータを\n用いて、[ループイフダン](https://sec.himawari-group.co.jp/loopifdone/about/)アルゴリズムで取引を行った際の資産変化をバックテストする\nシミュレーションです。\n\n\n## Usage\n- marketstore DBに、過去の分足データが`{通貨ペア}/1Min/OHLCV`のバケットに\n`Epoch(int64),Open(float32),High(float32),Close(float32),Volume(int32)`の形式でデータが保存されていることが前提となっています。\n  (例)\n```\n=============================  ==========  ==========  ==========  ==========  ==========  \n» \\show USDJPY/1Min/OHLCV 2021-02-26\n=============================  ==========  ==========  ==========  ==========  ==========  \n                        Epoch        Open        High         Low       Close      Volume  \n=============================  ==========  ==========  ==========  ==========  ==========  \n2021-02-26 00:00:00 +0000 UTC     106.165     106.168     106.134     106.168          87  \n2021-02-26 00:01:00 +0000 UTC     106.174     106.202     106.172      106.19          81  \n2021-02-26 00:02:00 +0000 UTC     106.191     106.199     106.182     106.195          66  \n2021-02-26 00:03:00 +0000 UTC     106.193     106.203     106.188     106.197          57  \n2021-02-26 00:04:00 +0000 UTC     106.194     106.217     106.192     106.213          61  \n2021-02-26 00:05:00 +0000 UTC     106.214     106.214     106.177     106.188          62  \n2021-02-26 00:06:00 +0000 UTC     106.186     106.202     106.167     106.202          81  \n...\n=============================  ==========  ==========  ==========  ==========  ========== \n```\n\n- marketstoreサーバを準備した上で、下記のようにパラメータを指定してループイフダンのバックテストを実行することができます。\n\n```typescript\n\n```\n\n## 出力されるデータ","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdakimura%2Floopifdone-backtest","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fdakimura%2Floopifdone-backtest","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdakimura%2Floopifdone-backtest/lists"}