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https://github.com/10mohi6/oanda-backtest-python
oanda-backtest is a python library for backtest with oanda fx trade rest api on Python 3.6 and above.
https://github.com/10mohi6/oanda-backtest-python
api backtest fx oanda python trade
Last synced: 5 days ago
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oanda-backtest is a python library for backtest with oanda fx trade rest api on Python 3.6 and above.
- Host: GitHub
- URL: https://github.com/10mohi6/oanda-backtest-python
- Owner: 10mohi6
- License: mit
- Created: 2019-10-12T08:34:34.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2022-12-08T07:43:36.000Z (about 2 years ago)
- Last Synced: 2025-01-16T14:27:28.233Z (10 days ago)
- Topics: api, backtest, fx, oanda, python, trade
- Language: Python
- Homepage:
- Size: 382 KB
- Stars: 13
- Watchers: 2
- Forks: 8
- Open Issues: 5
-
Metadata Files:
- Readme: README.md
- License: LICENSE.txt
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README
# oanda-backtest
[](https://pypi.org/project/oanda-backtest/)
[](https://opensource.org/licenses/MIT)
[](https://codecov.io/gh/10mohi6/oanda-backtest-python)
[](https://travis-ci.com/10mohi6/oanda-backtest-python)
[](https://pypi.org/project/oanda-backtest/)
[](https://pepy.tech/project/oanda-backtest)
oanda-backtest is a python library for backtest with oanda fx trade rest api on Python 3.6 and above.
## Installation
$ pip install oanda-backtest
## Usage
### basic
```python
from oanda_backtest import Backtest
bt = Backtest(access_token='', environment='practice')
bt.candles("EUR_USD")
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 oanda_backtest import Backtest
bt = Backtest(access_token='', environment='practice')
filepath='usd-jpy-h1.csv'
if bt.exists(filepath):
bt.read_csv(filepath)
else:
params = {
"granularity": "H1", # 1 hour candlesticks (default=S5)
"count": 5000 # 5000 candlesticks (default=500, maximum=5000)
}
bt.candles("USD_JPY", 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.initial_deposit = 100000 # default=0
bt.units = 1000 # currency unit (default=10000)
bt.stop_loss = 50 # stop loss pips (default=0)
bt.take_profit = 100 # take profit pips (default=0)
print(bt.run())
bt.plot("backtest.png")
```
```python
total profit 1989.000
total trades 171.000
win rate 35.088
profit factor 1.198
maximum drawdown 2745.000
recovery factor 0.725
riskreward ratio 2.236
sharpe ratio 0.050
average return 10.666
stop loss 5.000
take profit 5.000
```
## 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 OANDA REST API, view our online [documentation](https://developer.oanda.com/rest-live-v20/introduction/).
## 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