ivolatility-backtesting 1.14.0__tar.gz
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- ivolatility_backtesting-1.14.0/LICENSE +0 -0
- ivolatility_backtesting-1.14.0/PKG-INFO +72 -0
- ivolatility_backtesting-1.14.0/README.md +46 -0
- ivolatility_backtesting-1.14.0/ivolatility_backtesting/__init__.py +37 -0
- ivolatility_backtesting-1.14.0/ivolatility_backtesting/ivolatility_backtesting.py +4398 -0
- ivolatility_backtesting-1.14.0/ivolatility_backtesting.egg-info/PKG-INFO +72 -0
- ivolatility_backtesting-1.14.0/ivolatility_backtesting.egg-info/SOURCES.txt +10 -0
- ivolatility_backtesting-1.14.0/ivolatility_backtesting.egg-info/dependency_links.txt +1 -0
- ivolatility_backtesting-1.14.0/ivolatility_backtesting.egg-info/requires.txt +6 -0
- ivolatility_backtesting-1.14.0/ivolatility_backtesting.egg-info/top_level.txt +1 -0
- ivolatility_backtesting-1.14.0/pyproject.toml +36 -0
- ivolatility_backtesting-1.14.0/setup.cfg +4 -0
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Metadata-Version: 2.4
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Name: ivolatility_backtesting
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Version: 1.14.0
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Summary: A universal backtesting framework for financial strategies using the IVolatility API.
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Author-email: IVolatility <support@ivolatility.com>
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Project-URL: Homepage, https://ivolatility.com
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Keywords: backtesting,finance,trading,ivolatility
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.8
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Classifier: Programming Language :: Python :: 3.9
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Operating System :: OS Independent
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Requires-Python: >=3.8
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Description-Content-Type: text/markdown
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License-File: LICENSE
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Requires-Dist: pandas>=1.5.0
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Requires-Dist: numpy>=1.21.0
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Requires-Dist: matplotlib>=3.5.0
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Requires-Dist: seaborn>=0.11.0
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Requires-Dist: ivolatility>=1.8.2
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Requires-Dist: psutil>=7.1.0
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Dynamic: license-file
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# IVolatility Backtesting
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A universal backtesting framework for financial strategies using the IVolatility API.
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## Installation
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```bash
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pip install ivolatility_backtesting
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```
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## Usage
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```python
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from ivolatility_backtesting import run_backtest, init_api
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# Initialize API
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init_api("your-api-key")
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# Define your strategy
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def my_strategy(config):
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# Strategy logic
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return BacktestResults(
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equity_curve=[100000, 110000],
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equity_dates=["2023-01-01", "2023-01-02"],
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trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
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initial_capital=100000,
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config=config
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)
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# Run backtest
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CONFIG = {
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"initial_capital": 100000,
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"start_date": "2023-01-01",
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"end_date": "2024-01-01",
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"strategy_name": "My Strategy"
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}
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analyzer = run_backtest(my_strategy, CONFIG)
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# Access metrics
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print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
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```
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## Requirements
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- Python >= 3.8
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- pandas >= 1.5.0
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- numpy >= 1.21.0
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- matplotlib >= 3.5.0
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- seaborn >= 0.11.0
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- ivolatility >= 1.8.2
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# IVolatility Backtesting
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A universal backtesting framework for financial strategies using the IVolatility API.
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## Installation
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```bash
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pip install ivolatility_backtesting
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```
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## Usage
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```python
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from ivolatility_backtesting import run_backtest, init_api
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# Initialize API
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init_api("your-api-key")
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# Define your strategy
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def my_strategy(config):
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# Strategy logic
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return BacktestResults(
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equity_curve=[100000, 110000],
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equity_dates=["2023-01-01", "2023-01-02"],
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trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
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initial_capital=100000,
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config=config
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)
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# Run backtest
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CONFIG = {
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"initial_capital": 100000,
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"start_date": "2023-01-01",
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"end_date": "2024-01-01",
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"strategy_name": "My Strategy"
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}
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analyzer = run_backtest(my_strategy, CONFIG)
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# Access metrics
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print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
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```
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## Requirements
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- Python >= 3.8
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- pandas >= 1.5.0
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- numpy >= 1.21.0
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- matplotlib >= 3.5.0
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- seaborn >= 0.11.0
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- ivolatility >= 1.8.2
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from .ivolatility_backtesting import (
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BacktestResults, BacktestAnalyzer, ResultsReporter,
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ChartGenerator, ResultsExporter, run_backtest, run_backtest_with_stoploss,
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init_api, api_call, APIHelper, APIManager,
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ResourceMonitor, create_progress_bar, update_progress, format_time,
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StopLossManager, PositionManager, StopLossConfig,
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calculate_stoploss_metrics, print_stoploss_section, create_stoploss_charts,
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create_stoploss_comparison_chart,
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optimize_parameters, plot_optimization_results,
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create_optimization_folder,
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preload_options_data,
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preload_data_universal,
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safe_get_greek,
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apply_optimization_preset, list_optimization_presets,
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calculate_combinations_count, print_preset_info,
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get_cache_config, UniversalCacheManager,
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_process_options_df
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)
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__all__ = [
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'BacktestResults', 'BacktestAnalyzer', 'ResultsReporter',
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'ChartGenerator', 'ResultsExporter', 'run_backtest', 'run_backtest_with_stoploss',
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'init_api', 'api_call', 'APIHelper', 'APIManager',
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'ResourceMonitor', 'create_progress_bar', 'update_progress', 'format_time',
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'StopLossManager', 'PositionManager', 'StopLossConfig',
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'calculate_stoploss_metrics', 'print_stoploss_section', 'create_stoploss_charts',
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'create_stoploss_comparison_chart',
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'optimize_parameters', 'plot_optimization_results',
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'create_optimization_folder',
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'preload_options_data',
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'preload_data_universal',
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'safe_get_greek',
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'apply_optimization_preset', 'list_optimization_presets',
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'calculate_combinations_count', 'print_preset_info',
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'get_cache_config', 'UniversalCacheManager',
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'_process_options_df'
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]
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