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Backtester

This project allows you to backtest your trading strategies with historical stock market data.

Getting started

Get a copy of the project locally

git clone https://github.com/CS594GROUP2/backtester

Automate virtual environment creation and dependency installation by executing setup.sh inside the project folder:

./setup.sh

Note: bash shell scripting is not supported natively on windows but you can use wsl/wsl2 to run it.

Activate the virtual environment (CL)

Now, switch to the newly created virtual environment by running:

source env/bin/activate

To test for successful setup:

pip list

You should see a number of dependencies installed including pandas and yfianance.

Project Structure

Core folder

This folder should contain all of files and methods we will implement for our project. This way should there a need to intergrate more features such as testing or web front-end, it will be easier to manage.

Testing

The project utilizes Pytest framework for testing. To test run the following command in the root folder:

pytest

for more detail

pytest -vv

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This project allows you to backtest your trading strategies with historical stock market data.

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