This framework is developed for educational purposes only. If - for any reason - anyone likes to contribute or to fork this project, please feel absolutely free.
yabt is to be build on the following fundamental modules:
- DataCrawler (done as of 03.01.2021)
- DataHandler
- Tardis
- Portfolio
- ExecutionHandler
- Riskmanager
- Tradejournal
- Reporter
DataCrawler
The DataCrawler module is one of the most intuitive modules. It will parse whatever data or website you want to be parsed. At this time it is meant to download data from yahoo.finance. It saves all data into .csv files, as this is both the the most simplest and efficient ways to store financial data.
Ideas for future versions / features
At the moment it is planned to execute DataCrawler every time a new backtest is run. So new .csv files are generated each time. A future version should include the feature, that DataCrawler (or DataHandler) should search for the already existing data in dir ./data and only append .csv files for missing values (e.g. if you would expand your backtest period to the future).
DataHandler
The DataHandler module is the building block between Tardis and the DataCrawler. It is given a list of symbols and stores those symbolds into sqlite database.