We developed an in-house backtesting engine to test our algorithms.
This repository serves to host our engine and store trading algorithms.
Please use pip to install all required packages:
- pip3
pip3 install requirements.txt
All algorithms must inherit the Algorithm class.
To run your algorithm, create a script:
- You can use
Engineto run your algorithm and backtest it - Use
Chartto plot the results of your backtests
See something that could be improved with our backtester? Please make a branch with your changes and we will review them.
Note: Your changes must be:
- Well Documented - Include Docstrings for every method and class you add/modify
- Easily Legible - Must loosely adhere to Mike Scott's CS 314 Style Guidelines
- Tested - Please include unit-tests with your changes.
We are honored to have you working with us!