BotVS backtest engine python package support python2 and python3, support Windows, Linux, Mac
pip install https://github.com/botvs/backtest_python/archive/master.zip
'''backtest
start: 2018-02-19 00:00:00
end: 2018-03-22 12:00:00
period: 15m
exchanges: [{"eid":"OKEX","currency":"LTC_BTC","balance":3,"stocks":0}]
'''
from botvs import *
task = VCtx(__doc__) # initialize backtest engine from __doc__
print exchange.GetAccount()
print exchange.GetTicker()
print task.Join() # print backtest result
The config string can be generated automatically by saving the backtest configuration in the strategy edit page.
配置字符串可以通过策略编辑界面里的保存回测配置来自动生成