fmzquant / backtest_python

FMZ backtest engine python package

backtest_python

FMZ backtest engine python package support python2 and python3, support Windows, Linux, Mac

install

pip install https://github.com/fmzquant/backtest_python/archive/master.zip

OR

pip3 install https://github.com/fmzquant/backtest_python/archive/master.zip

simple example

'''backtest
start: 2018-02-19 00:00:00
end: 2018-03-22 12:00:00
period: 15m
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD","balance":10000,"stocks":0}]
'''
from fmz import *
task = VCtx(__doc__) # initialize backtest engine from __doc__
print(exchange.GetAccount())
print(exchange.GetTicker())
print(task.Join(True)) # print backtest result
task.Show() # or show backtest chart

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

api

https://www.fmz.com/api