https://github.com/marfusios/simple-backtester

📈 A simple backtester for OHLC data
https://github.com/marfusios/simple-backtester

backtest backtesting cryptocurrency ohlc reports trading trading-strategies tradingview tradingview-charting-library visualization

Last synced: 8 months ago
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📈 A simple backtester for OHLC data

• Host: GitHub
• URL: https://github.com/marfusios/simple-backtester
• Owner: Marfusios
• License: mit
• Created: 2020-04-26T15:32:14.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2024-01-26T16:43:43.000Z (over 1 year ago)
• Last Synced: 2024-01-26T17:45:28.181Z (over 1 year ago)
• Topics: backtest, backtesting, cryptocurrency, ohlc, reports, trading, trading-strategies, tradingview, tradingview-charting-library, visualization
• Language: HTML
• Homepage:
• Size: 4.02 MB
• Stars: 27
• Watchers: 7
• Forks: 9
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
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# Simple Backtester [![Build Status](https://travis-ci.com/Marfusios/simple-backtester.svg?branch=master)](https://travis-ci.com/github/Marfusios/simple-backtester) 

A very simple backtesting application for OHLC data (range bars)

### License: 

    MIT

### Features

* cross platform

* chart and text report

* integrated TradingView charting library

![TradingView report](docs/report_tv.png) 

![Chart report](docs/report_chart.png) 

![Text report](docs/report_text.png)

![Artefacts](docs/artefacts.png)

### Usage

#### Data as CSV files

* minimal required columns: 

    * date and time, one of: 

        * `timestamp_unix` - unix seconds or milliseconds

        * `date` or `timestamp` - human readable string parsed via `DateTime.Parse()`

    * `mid` or `close` - last price

* additional columns (nice-to-have):

    * `bid` - last bid/buy price

    * `ask` - last ask/sell price

#### Strategy

Write strategy that implements interface `IStrategy`, see example [ones](SimpleBacktester/Strategies)

#### Configuration

Configure app via json file, see example [appsettings.json](SimpleBacktester/appsettings.json)

---

**Pull Requests are welcome!**

### Available for help

I do consulting, please don't hesitate to contact me if you have a custom solution you would like me to implement ([web](http://mkotas.cz/), 

)

Donations gratefully accepted.

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