beingsebi / alphatester

Trading strategies backtesting platform

AlphaTester

Trading strategies backtesting platform

Web platform that allows users to create, test, and manage automated trading strategies. Users can define their strategies based on various technical indicators and risk management parameters, while simulating performance and exchange fees for multiple financial instruments.

DISCLAIMER: Past performance does not guarantee future results

MOTTO: Any sufficiently advanced technology is indistinguishable from magic.

- Arthur C. Clarke

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Diagrams

Source control

Throughout the development process we've used github. Here are some noticeable pull requests we've made:

• PR #26 fixed a bug
• PR #34 refactored part of the code
• PR #22 implemented the strategy runner
• PR #31 added async functionality for the strategy runner

Design Patterns

In our project, we have utilized:

• The Factory design pattern for creating instances of indicators.
• Django's formset_factory to generate forms for indicators, as seen in this code snippet.
• The Model-View-Controller (MVC) architecture, albeit with Django's unique interpretation. In Django's MVC, the Controller is referred to as the View, and the View is known as the Template. The Model remains the same as in traditional MVC. This design pattern aids in separating responsibilities, thereby enhancing the manageability and comprehensibility of the code.

AI help

We used chatgpt and github copilot during the development. Here are some of the conversations we had with chatgpt:

• https://chatgpt.com/share/d54a1459-9d93-4db1-9dbd-57f72ac74c3e
• https://chatgpt.com/share/99319408-368c-4471-a8d7-eebc704a1e79
• https://chatgpt.com/share/2593d2de-a6a5-409d-99ec-0a89baafeceb
• https://chatgpt.com/share/59b71d70-1078-4960-8bf7-0d669d7101f7

Demo

• youtube link

alphatester's Issues

Add disclaimer

• Accuracy of results may vary
• Past performance does not guarantee future outcomes.

As a user, I want to see the results of my strategy (charts, profit, etc.).

Generate charts, reports, etc.

Bug: free_funds reaches negative values

When running specific strategies, the algorithm buys more shares than he has money to do.

Create scripts to import historical market data into database

Related to #3. Create python script to import data from a CSV to a (postgres) database.

As an administrator, I can delete users and strategies.

Add/delete users/strategies

As a user, I want to be able to create a strategy and save it to my account.

Create and save strategy

As a user, I want to be able to add TAKE PROFIT and STOP LOSS thresholds.

Add TP and SL

As a user, I want to be able to select my strategy's behavior based on various indicators (RSI, MACD, etc.).

Add indicators.

As a user, I want to be able to create an account and log into it.

Register and Login

As a user, I want to be able to test a strategy on multiple financial instruments.

Have access to multiple financial instruments.

As a user, I want to be able to select the time frame on which a strategy operates (daily, weekly).

Select time frame (daily, weekly)

As a user, I want to be able to select how exchange fees are calculated.

Select fees as percents or fixed values.

Create server

Related to #1 . Create minimal infrastructure django server.

As a user, I want to be able to select the size of the bids placed by a strategy (percentage or fixed).

Configure bid size.