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pmorissette/bt

Line chart titled Equity Progression. One blue line labelled above50sma starts at 100 in 2010, dips below 80 in 2011, rises to nearly 300 in 2021 and ends near 215 in 2022.
A chart from the documentation's examples: the equity line of an example backtest named above50sma. It is the repository's own example of what the tool prints, not a result anyone should expect. Image from the repository's docs folder. Copyright (c) 2015 Philippe Morissette. Licence: MIT. Source file on GitHub, copied and resized. How images are chosen.

In its own words: bt - flexible backtesting for Python

Independent and unofficialRead from GitHub

Open pmorissette/bt on GitHub

Risk warning: CFDs and spread bets are complex instruments and come with a high risk of losing money rapidly due to leverage. You can lose money on these products, and each provider publishes its own loss figure under FCA rules. You should consider whether you understand how they work and whether you can afford to take the high risk of losing your money. Automated and API trading can amplify losses through bugs, connectivity failures and runaway orders.

The facts

Stars
2,995
Forks
500
Language
Python
Licence
MIT
Created
Last push
Kind
Backtesting and research
Read from GitHub
github.com/pmorissette/btchecked

Stars measure attention, not quality or safety. Nothing here reviews the code or its author. Read the licence, the open issues and the code itself before you run anything against an account. Star velocity: unmeasurable, because this site holds one reading for this repository.

Get started in a couple of minutes

You need Python and Git installed. Then, in a terminal:

git clone https://github.com/pmorissette/bt.git
cd bt
  1. python -m venv .venv
  2. Activate it: .venv\Scripts\activate on Windows, source .venv/bin/activate on macOS or Linux
  3. Install what the project needs. Most Python projects use: pip install -r requirements.txt or pip install -e .

These are the usual steps for a project in this language, not instructions taken from this repository. Its README has the exact commands, and it wins wherever the two differ.

Before you connect anything to a broker: read what the code does, use a demo account, and keep keys in environment variables, never in the code. New to GitHub? Start with the basics.

Use it with

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