DOC: Update README.md

kernc · Jan 18, 2019 · b4a43532af4ac8d23aa7661a71929c2b0ea22ce9 · b4a4353
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 Backtesting.py
 ==============
-  
-Backtest trading strategies with Python.
-  
-
 [![Build Status](https://img.shields.io/travis/kernc/backtesting.py.svg?style=for-the-badge)](https://travis-ci.org/kernc/backtesting.py)
 [![Code Coverage](https://img.shields.io/codecov/c/gh/kernc/backtesting.py.svg?style=for-the-badge)](https://codecov.io/gh/kernc/backtesting.py)
 [![Backtesting on PyPI](https://img.shields.io/pypi/v/backtesting.svg?style=for-the-badge)](https://pypi.org/project/backtesting)
+  
+Backtest trading strategies with Python.
+  
+
 [**Project website**](https://kernc.github.io/backtesting.py/)
-  
-[Documentation](https://kernc.github.io/backtesting.py/doc/backtesting/)
+  
+[Documentation]
+  
+
+  
+[Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/
+  
+
+  
+
+  
+Installation
+  
+------------
+  
+
+  
+    $ pip install backtesting
+  
+
+  
+
+  
+Usage
+  
+-----
+  
+```python
+  
+from backtesting import Backtest, Strategy
+  
+from backtesting.lib import crossover
+  
+
+  
+from backtesting.test import SMA, GOOG
+  
+
+  
+
+  
+class SmaCross(Strategy):
+  
+    def init(self):
+  
+        Close = self.data.Close
+  
+        self.ma1 = self.I(SMA, Close, 10)
+  
+        self.ma2 = self.I(SMA, Close, 20)
+  
+
+  
+    def next(self):
+  
+        if crossover(self.ma1, self.ma2):
+  
+            self.buy()
+  
+        elif crossover(self.ma2, self.ma1):
+  
+            self.sell()
+  
+
+  
+
+  
+bt = Backtest(GOOG, SmaCross,
+  
+              cash=10000, commission=.002)
+  
+bt.run()
+  
+bt.plot()
+  
+```
+  
+
+  
+Results in:
+  
+
+  
+```text
+  
+Start                     2004-08-19 00:00:00
+  
+End                       2013-03-01 00:00:00
+  
+Duration                   3116 days 00:00:00
+  
+Exposure [%]                            94.29
+  
+Equity Final [$]                     69665.12
+  
+Equity Peak [$]                      69722.15
+  
+Return [%]                             596.65
+  
+Buy & Hold Return [%]                  703.46
+  
+Max. Drawdown [%]                      -33.61
+  
+Avg. Drawdown [%]                       -5.68
+  
+Max. Drawdown Duration      689 days 00:00:00
+  
+Avg. Drawdown Duration       41 days 00:00:00
+  
+# Trades                                   93
+  
+Win Rate [%]                            53.76
+  
+Best Trade [%]                          56.98
+  
+Worst Trade [%]                        -17.03
+  
+Avg. Trade [%]                           2.44
+  
+Max. Trade Duration         121 days 00:00:00
+  
+Avg. Trade Duration          32 days 00:00:00
+  
+Expectancy [%]                           6.92
+  
+SQN                                      1.77
+  
+Sharpe Ratio                             0.22
+  
+Sortino Ratio                            0.54
+  
+Calmar Ratio                             0.07
+  
+_strategy                            SmaCross
+  
+```
+  
+[![plot of trading simulation](https://i.imgur.com/q6OSQD8.png)](https://kernc.github.io/backtesting.py/#example)
+  
+
+  
+Find more usage examples in the [documentation].
+  
+
+  
+Features
+  
+--------
+  
+* Simple, well-documented API
+  
+* Blazing fast execution
+  
+* Built-in optimizer
+  
+* Library of composable base strategies and utilities
+  
+* Indicator-library-agnostic
+  
+* Supports _any_ financial instrument with candlestick data
+  
+* Detailed results
+  
+* Interactive visualizations