izzudinhafiz/pybt

A better, faster, simple to implement and extendable Python backtesting framework for stock trading algorithm evaluation.

pybt's Issues

Specifying/Loading alternate data source

Need method to initialize Market with other data source. Currently it is using a local DB as a data source and all the code is reliant on that interface.

Would be nice to have access to data from sources such as:

• Pandas (this will be eager load since user has to load Pandas anyway so its in memory already)
• SQL Databases (SQLite/PostgresDB/MySQL)
• Pandas to cached datapack
• Cached (custom) datapack - Lazy load (maybe add eager load mode too?)

Simulating different frequency

Currently PyBt defaults to 1minute frequency in simulation.

Need to add other frequencies:

• 1Minute
• 1Hour
• Daily

Maybe will be nice to have support for

• xMinute
• xHour

Create preview of simulation

Create graphical visualization of simulation data

Aim:

• Graph view of equity, gains and comparison to benchmark
• Graph view of other portfolio such as risk ratio, exposure metrics and etc
• Web browser based (hopefully a Flask app)