https://github.com/0xaquawolf/backtesting-crypto

Learning how to build Algo and backtesting quant strategies
https://github.com/0xaquawolf/backtesting-crypto

algorithmic-trading backtesting backtesting-strategy bitcoin bot-development cryptocurrency quantitative-finance trading-algorithms

Last synced: 22 days ago
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Learning how to build Algo and backtesting quant strategies

• Host: GitHub
• URL: https://github.com/0xaquawolf/backtesting-crypto
• Owner: 0xAquaWolf
• Created: 2024-08-12T15:57:41.000Z (3 months ago)
• Default Branch: main
• Last Pushed: 2024-08-20T15:07:53.000Z (3 months ago)
• Last Synced: 2024-10-11T10:46:17.193Z (about 1 month ago)
• Topics: algorithmic-trading, backtesting, backtesting-strategy, bitcoin, bot-development, cryptocurrency, quantitative-finance, trading-algorithms
• Language: Jupyter Notebook
• Homepage: https://www.youtube.com/watch?v=-TytHI38sU8&list=PLwbt1uBf9iqAsuCpIwOxrHJlSVCH7SsDY&pp=gAQBiAQB
• Size: 8.09 MB
• Stars: 3
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: readme.md

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README

        
# Backtesting Crypto

## Requirments

- Python 3.11.9 (i'm using pyenv with fishshell)

- uv (rust based - python package manger)

    - _On macOS and Linux_

        - `curl -LsSf https://astral.sh/uv/install.sh | sh`

    - _windows_

        - coming soon

- install the latest backtesting.py version `pip install git+https://github.com/kernc/backtesting.py.git`

- TA Lib

    - `brew install ta-lib` - need ta-lib c library to work with ta-lib python

    - `pip install numpy==1.26.4` - need to ensure that we are using a numpy version lower then 2.0

- install additional deps `pip install pandas`

- Jupyter Noteboks deps

    - `pip install ipykernel` for jupyter notebooks

- CCXT for candle stick data

    - `pip install ccxt`

### Purpose

In this repo i will be learning how to backtest different strategies in crypto using backtesting.py

### Why?

The goal is to document the journey of learning how to become a quant and deploying stratgies in production

## Watch me build in public

- I endevour to stream weekly Mon-Wed-Friday and sometimes on Saturdays if time permits

https://www.youtube.com/watch?v=-TytHI38sU8&list=PLwbt1uBf9iqAsuCpIwOxrHJlSVCH7SsDY&pp=gAQBiAQB

### Documentation

- https://kernc.github.io/backtesting.py/

- https://numpy.org/

- https://pandas.pydata.org/docs/index.html

- https://ta-lib.org/

#### Todo's

- [ ] add requirments for differnt operating systems like windows and linux (top 5 distros, arch, ubuntu, fedora...etc)