ludwigvonmises2 / clojure-backtesting

Backtesting framework for quantitative investing/trading

Home Page:https://clojure-finance.github.io/clojure-backtesting-website/

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Clojure Backtesting Library

A backtesting framework for quantitative investing and trading.

Try it out online

Online interactive notebook

Go to /examples folder to find the executable notebooks.

Requirements

- Clojure
- Leiningen

How to use

Detailed installation instructions and the API documentation could be accessed at https://clojure-finance.github.io/clojure-backtesting-website/.

All Jupyter Notebook examples could be found in the /examples directory.

Update

Make sure you have the latest version of the code installed by running:

git pull
make add_kernel # need to re-install kernel after update

Report bugs

As we are still working to fully debug the code and create more examples, feel free to report issues in the repository and we appreciate your kind support.

Development

To start an interactive prompt where you can enter arbitrary code to run in the context of your project:

lein repl

To run the default :main set in project.clj:

lein run

To run all tests written in the test namespace:

lein test

About

Backtesting framework for quantitative investing/trading

https://clojure-finance.github.io/clojure-backtesting-website/

License:MIT License


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Language:Clojure 85.0%Language:Jupyter Notebook 14.3%Language:Batchfile 0.3%Language:Shell 0.2%Language:Makefile 0.1%