octopolugal / backtestanalyzer

A lite toolkit for analyzing and plotting backtest data

#Backtest Data Analysis Toolkit BacktestAnalyzer #Author:Wang Zhangyu Version:1.0 Date:2018/04/24 #Credited to JAQS

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BacktestAnalyzer is a lite toolkit for analyzing backtest data and plotting it into formatted HTML report.

Dependencies: numpy, pandas, datetime, matplotlib, pyh

File Organization: Backtest data are by default stored at Data/ Table-like files such as pnl.csv and return.csv are by default stored at Output/ Graphs and HTML report files are by default stored at Report/

Example code: Simply run the example.py to have a quick experience of this toolkit. Test backtest data are stored at test_data/ Test output data are stored at test_output/ Test report data are stored at test_report/ Files generated by example.py are all stored