Backtest of strategies to operate in Brazilian Mini Indice and Mini Dollar
- Minibacktest was created to facilitate the run of backtesting for this mode of investing very common in Brazil.
How to run:
from backtest import Strategy, Backtest
strategy = SmaCross()
backtest = Backtest(df, strategy)
result = backtest.run_backtest()
SmaCross must inherit from the Strategy class and implement the methods below:
- create_indicators(dataframe)
- buy_entry(dataframe)
- buy_exit(dataframe)
- sell_entry(dataframe)
- sell_exit(dataframe)
Check the example strategy