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Event-Driven Trading Backtester

A modular, event-driven algorithmic trading backtester built in Python. This system utilizes a centralized event queue to process market data, strategy signals, and portfolio orders. It includes a Moving Average Crossover strategy as a core implementation example.

The project features an interactive Streamlit dashboard that allows users to adjust strategy parameters on the fly, visualize trading performance using Plotly charts, and track key financial metrics.

Features

  • Event-Driven Architecture: Processes market data, signals, and execution orders through a centralized event queue.
  • Moving Average Crossover Strategy: A built-in example strategy to demonstrate signal generation.
  • Interactive Dashboard: A frontend built with Streamlit to configure parameters and visualize results.
  • Performance Tracking: Calculates and displays key metrics and portfolio equity curves.

How to Run

  1. Install Dependencies It's recommended to use a virtual environment. Install the required Python packages by running:

    pip install -r requirements.txt
  2. Launch the Streamlit Dashboard You can start the visual interface by running the following command in your terminal:

    streamlit run app.py

    This will start a local web server and automatically open the application in your default web browser (usually at http://localhost:8501).

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A modular, event-driven algorithmic trading engine in Python, featuring a centralized event queue and an interactive Streamlit dashboard for real-time strategy visualization.

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