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Quick Startup Guide

  1. Packages to install. Easiest way is via pip

    • numpy
    • pandas
    • pandas-datareader
    • plotly
    • yfinance
  2. Clone/Download this repository.

     git clone https://{your_username}@bitbucket.org/auquan/auquantoolbox.git
    
  3. Navigate to the place where you downloaded the repo. Go inside that folder and run which will execute your strategy.

    python my_trading_params.py
    
  4. Use my_trading_params.py as a template to create your very own strategy. Copy that template to another file and then start implementing the methods in that file. Use pair_trading_params.py and meanreversion_trading_params.py as exmaples for motivations. Detailed explanation for the trading system can be found here

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Backtesting toolbox for trading strategies

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  • Python 100.0%