gavindiaz/backtestingfx
1
0
Fork 0
mirror of https://github.com/KhizarImran/backtestingfx.git synced 2026-07-28 12:37:43 +00:00
Code Issues Packages Projects Releases Wiki Activity

getting it ready for publishing

Browse Source
This commit is contained in:
KhizarImran
2026-06-21 17:56:41 +01:00
parent cb9bf41ff3
commit 62131a2918
10 changed files with 122 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files
python/simple_strategy.py
+3 -10
View File
@@ -1,7 +1,7 @@
import os
import pandas as pd
from backtest import Backtest, Strategy
from backtestingfx import Backtest, Strategy
from dotenv import load_dotenv
from lse import LSE
@@ -17,7 +17,7 @@ df.to_csv("data/EURUSD_1H.csv", index=False)
class BuyEveryBar(Strategy):
def next(self):
self.close_all()
self.buy(1.0)
self.buy(0.1)
df = pd.read_csv("data/EURUSD_1H.csv")
@@ -25,11 +25,4 @@ df = pd.read_csv("data/EURUSD_1H.csv")
bt = Backtest(df, BuyEveryBar, cash=10000.0, commission=0.0, spread=0.0001)
stats = bt.run()
print(f"Return: {stats.total_return_pct:.2f}%")
print(f"Trades: {stats.num_trades}")
print(f"Win Rate: {stats.win_rate_pct:.1f}%")
print(f"Avg PnL: {stats.avg_pnl:.5f}")
print(f"Best Trade: {stats.best_trade:.5f}")
print(f"Worst Trade: {stats.worst_trade:.5f}")
print(f"Max Drawdown: {stats.max_drawdown_pct:.2f}%")
print(f"Profit Factor:{stats.profit_factor:.2f}")
print(stats)