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A java stock trading algorithm backtester for users of Alpaca.markets and Polygon.io

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dexdays/AlpacaJavaBacktest

 
 

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AlpacaJavaBacktest is a simple and fast Stock Trading Algorithm Backtesting Library for Java that uses Polygon for historic quotes, trades, aggregates, and other data points to give trading algorithm developers a more accurate understanding of what their algorithm might do in a live market. You should have a live trading account with Alpaca in order to get a free API key for Polygon to use this backtesting library. This Library uses alpaca-java exclusively as it contains a Polygon Java API and useful POJO classes. This library is community developed.

To-Do

  • Finish 1.0
    • Fetching and caching data via BacktestData
    • Running a backtest
    • UI for charts and algo trades, shows backtest info, aggregates/quotes/trades of a ticker, etc.
  • Implement Time updates (e.g. every minute, hour, or day update)
  • Allow for parallel backtests
  • Save/Load previous backtests to display on website
  • Historical ETB and HTB ticker data
  • More stats (like shown in the 'stats' output here)

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A java stock trading algorithm backtester for users of Alpaca.markets and Polygon.io

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