index.rst

Backtest documentation

.. toctree::
   :maxdepth: 2
   :caption: Contents:

   api

Indices and tables

• :ref:`genindex`
• :ref:`modindex`
• :ref:`search`

Quick start

The following will execute the backtest after loading configuration file, config.json in same directory. Additional information will be added.

$ backtest [--config config.json]

Sample content of config.json

{
    "market": "korea",
    "strategy": "dummy",
    "ticks_dir": "ticks",
    "ledger_dir": "ledger",
    "cash": 1000000
}

Basic concepts

.. toctree::
    :caption: Basic concepts
    :hidden:

    topics/architecture
    topics/fetcher
    topics/analyzer
    topics/broker
    topics/reporter

:doc:`topics/architecture'

Architecture

:doc:`topics/fetcher`

Fetcher

:doc:`topics/analyzer'

Analyzer

:doc:`topics/broker'

Broker

:doc:`topics/reporter'

Reporter

Developing strategy

.. toctree::
    :caption: Developing strategy
    :hidden:

:doc:`topics/jupyter-notebook`

testing on `Jupyter Notebook`_

Testing

Test codes are located in tests/ based on PyTest framework.