https://github.com/10mohi6/bitmex-backtest-python
bitmex-backtest is a python library for backtest with bitmex fx trade rest api on Python 3.7 and above.
https://github.com/10mohi6/bitmex-backtest-python
api backtest bitmex btc fx python trade xbt
Last synced: 25 days ago
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bitmex-backtest is a python library for backtest with bitmex fx trade rest api on Python 3.7 and above.
- Host: GitHub
- URL: https://github.com/10mohi6/bitmex-backtest-python
- Owner: 10mohi6
- License: mit
- Created: 2019-11-02T18:05:54.000Z (almost 6 years ago)
- Default Branch: master
- Last Pushed: 2022-12-08T07:43:44.000Z (almost 3 years ago)
- Last Synced: 2025-04-14T04:14:20.553Z (6 months ago)
- Topics: api, backtest, bitmex, btc, fx, python, trade, xbt
- Language: Python
- Homepage:
- Size: 316 KB
- Stars: 12
- Watchers: 2
- Forks: 4
- Open Issues: 4
-
Metadata Files:
- Readme: README.md
- License: LICENSE.txt
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README
# bitmex-backtest
[](https://pypi.org/project/bitmex-backtest/)
[](https://opensource.org/licenses/MIT)
[](https://codecov.io/gh/10mohi6/bitmex-backtest-python)
[](https://travis-ci.com/10mohi6/bitmex-backtest-python)
[](https://pypi.org/project/bitmex-backtest/)
[](https://pepy.tech/project/bitmex-backtest)
bitmex-backtest is a python library for backtest with bitmex fx trade rest api on Python 3.7 and above.
## Installation
$ pip install bitmex-backtest
## Usage
### basic
```python
from bitmex_backtest import Backtest
bt = Backtest()
bt.candles("XBTUSD")
fast_ma = bt.sma(period=5)
slow_ma = bt.sma(period=25)
bt.sell_exit = bt.buy_entry = (fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())
bt.buy_exit = bt.sell_entry = (fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())
bt.run()
bt.plot()
```
### advanced
```python
from bitmex_backtest import Backtest
bt = Backtest(test=True)
filepath = "xbtusd-60.csv"
if bt.exists(filepath):
bt.read_csv(filepath)
else:
params = {
"resolution": "60", # 1 hour candlesticks (default=1) 1,3,5,15,30,60,120,180,240,360,720,1D,3D,1W,2W,1M
"count": "5000" # 5000 candlesticks (default=500)
}
bt.candles("XBTUSD", params)
bt.to_csv(filepath)
fast_ma = bt.sma(period=10)
slow_ma = bt.sma(period=30)
exit_ma = bt.sma(period=5)
bt.buy_entry = (fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())
bt.sell_entry = (fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())
bt.buy_exit = (bt.C < exit_ma) & (bt.C.shift() >= exit_ma.shift())
bt.sell_exit = (bt.C > exit_ma) & (bt.C.shift() <= exit_ma.shift())
bt.quantity = 100 # default=1
bt.stop_loss = 200 # stop loss (default=0)
bt.take_profit = 1000 # take profit (default=0)
print(bt.run())
bt.plot("backtest.png")
```
```python
total profit -342200.000
total trades 162.000
win rate 32.716
profit factor 0.592
maximum drawdown 470950.000
recovery factor -0.727
riskreward ratio 1.295
sharpe ratio -0.127
average return -20.325
stop loss 23.000
take profit 1.000
```
## Supported indicators
- Simple Moving Average 'sma'
- Exponential Moving Average 'ema'
- Moving Average Convergence Divergence 'macd'
- Relative Strenght Index 'rsi'
- Bollinger Bands 'bband'
- Stochastic Oscillator 'stoch'
- Market Momentum 'mom'
## Getting started
For help getting started with bitmex REST API, view our online [documentation](https://www.bitmex.com/app/restAPI).
## Contributing
1. Fork it
2. Create your feature branch (`git checkout -b my-new-feature`)
3. Commit your changes (`git commit -am 'Add some feature'`)
4. Push to the branch (`git push origin my-new-feature`)
5. Create new Pull Request