jrmeier / fast-trade

low code backtesting library utilizing pandas and technical analysis indicators

Hi there 👋

• 🔭 I’m working at FieldSync
• 💬 Talk to me about: Python, JavaScript, or algorithmic trading
• 📫 How to reach me: [email protected]

fast-trade's Issues

So how do you write a strategy?

Give docs.

#### Better run summary

Return a better run summary, try to match backtesting.py

Start 2004-08-19 00:00:00
End 2013-03-01 00:00:00
Duration 3116 days 00:00:00
Exposure [%] 94.29
Equity Final [$] 69665.12
Equity Peak [$] 69722.15
Return [%] 596.65
Buy & Hold Return [%] 703.46
Max. Drawdown [%] -33.61
Avg. Drawdown [%] -5.68
Max. Drawdown Duration 689 days 00:00:00
Avg. Drawdown Duration 41 days 00:00:00
numTrades 93
Win Rate [%] 53.76
Best Trade [%] 56.98
Worst Trade [%] -17.03
Avg. Trade [%] 2.44
Max. Trade len 121 days 00:00:00
Avg. Trade len 32 days 00:00:00

sorry. please delete this issue

Add exit after X percent gain in current trade

Add a field that defines an exit after a trade is work an user defined amount.

Error when run_backtest

print(validate_backtest(strategy_object))
datafile_path = "./archive/BTCUSDT1.csv"
result = run_backtest(strategy_object, datafile_path)

File "blablab\venv\lib\site-packages\fast_trade\build_data_frame.py", line 246, in standardize_df
new_df.open = pd.to_numeric(new_df.open)

AttributeError: 'DataFrame' object has no attribute 'open'

I cant run_backtest on my computer