kissbt 0.1.1__py3-none-any.whl
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- kissbt/__init__.py +0 -0
- kissbt/analyzer.py +323 -0
- kissbt/broker.py +590 -0
- kissbt/engine.py +29 -0
- kissbt/entities.py +70 -0
- kissbt/strategy.py +98 -0
- kissbt-0.1.1.dist-info/LICENSE +201 -0
- kissbt-0.1.1.dist-info/METADATA +346 -0
- kissbt-0.1.1.dist-info/RECORD +11 -0
- kissbt-0.1.1.dist-info/WHEEL +5 -0
- kissbt-0.1.1.dist-info/top_level.txt +1 -0
kissbt/strategy.py
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from abc import ABC, abstractmethod
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import pandas as pd
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from kissbt.broker import Broker
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class Strategy(ABC):
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"""
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Abstract base class for trading strategies in the kissbt backtesting framework.
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This class serves as a template for implementing trading strategies. Subclasses must
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implement the generate_orders() method to define the trading logic. The strategy
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interacts with a broker instance to place orders and manage positions.
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Attributes:
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_broker (Broker): Trading broker instance for order execution and position
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management
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"""
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def __init__(self, broker: Broker) -> None:
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"""
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Initialize the strategy with a broker instance.
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Args:
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broker: Broker instance for order execution
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Raises:
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TypeError: If broker is not an instance of Broker class
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"""
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if not isinstance(broker, Broker):
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raise TypeError("broker must be an instance of Broker")
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self._broker = broker # Make broker protected
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self.initialize()
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def initialize(self) -> None:
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"""
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Hook method for strategy initialization and parameter setup.
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Override this method to set up strategy-specific parameters, indicators,
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or other initialization logic. Called automatically after strategy creation.
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Returns:
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None
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"""
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pass
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@abstractmethod
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def generate_orders(
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self,
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current_data: pd.DataFrame,
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current_datetime: pd.Timestamp,
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) -> None:
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"""
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Generate trading orders based on current market data and indicators.
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This is the main method where trading logic should be implemented. It is called
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for each bar in the backtest data sequence.
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Args:
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current_data: DataFrame containing market data and indicators for the
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current bar. Index consists of ticker symbols. For single-asset
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strategies, the DataFrame will have one row. For multi-asset strategies,
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it contains data for all assets in the current universe.
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Common columns include:
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- open: Opening price
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- high: High price
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- low: Low price
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- close: Closing price
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- volume: Trading volume
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- [custom]: Any additional indicators added during data preparation
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current_datetime: Timestamp of the current bar, e.g. used for order timing
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Returns:
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None
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Note:
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- Orders are placed through the _broker instance using methods like:
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create_market_order(), create_limit_order()
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- Position and portfolio information can be accessed through the _broker
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- Avoid look-ahead bias by only using data available at current_datetime
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- All orders are processed at the next bar's prices (which price depends on
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the order type)
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Raises:
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NotImplementedError: If the method is not implemented by subclass
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"""
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raise NotImplementedError("Subclass must implement generate_orders()")
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def __call__(self, *args, **kwargs) -> None:
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"""
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Make strategy callable to generate orders.
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Delegates to generate_orders() method.
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"""
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self.generate_orders(*args, **kwargs)
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@@ -0,0 +1,346 @@
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Metadata-Version: 2.2
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Name: kissbt
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Version: 0.1.1
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Summary: The keep it simple backtesting framework for Python.
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Author-email: Adrian Hasse <adrian.hasse@finblobs.com>
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Maintainer-email: Adrian Hasse <adrian.hasse@finblobs.com>
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License: Apache License
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Version 2.0, January 2004
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# kissbt
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**kissbt**, the `keep it simple` backtesting framework, is a lightweight and user-friendly Python framework for backtesting trading strategies. It focuses on simplicity, performance, and ease of extensibility while providing essential tools for effective backtesting.
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## Why kissbt?
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- **🚀 Lightweight** – Minimal dependencies ensure fast installation and execution.
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- **📖 Simple API** – Lowers the barrier for traders new to backtesting.
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- **🔌 Extensible** – Modular architecture enables easy customization.
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- **📊 Essential Features** – Includes tools for data handling, strategy implementation, and performance evaluation.
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## Features
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✔️ Object-oriented design for intuitive strategy development
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✔️ Fast execution, even for large universes
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✔️ Supports long and short positions
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✔️ Built-in trade execution, position tracking, and P&L calculation
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✔️ Performance analysis with key trading metrics
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✔️ Backtesting with historical market data
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✔️ Modular components (Strategy, Broker, Engine, Analyzer)
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## Installation
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You can install `kissbt` using either `pip` or `conda`.
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### Using pip
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To install `kissbt` via `pip`, run the following command:
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```sh
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pip install kissbt
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```
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### Using conda
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To install `kissbt` via `conda`, run the following command:
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```sh
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conda install kissbt
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```
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## Usage
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### 1. Define a Strategy
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Create a custom strategy by extending the `Strategy` class and implementing the `generate_orders` method:
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```python
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from kissbt.strategy import Strategy
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from kissbt.entities import Order, OrderType
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class MyStrategy(Strategy):
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def generate_orders(self, current_data, current_datetime):
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# Example: Buy if the close price is above the 128-day SMA
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for ticker in current_data.index:
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close_price = current_data.loc[ticker, "close"]
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sma_128 = current_data.loc[ticker, "sma_128"]
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if close_price > sma_128:
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order = Order(ticker=ticker, size=10, order_type=OrderType.OPEN)
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self._broker.place_order(order)
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```
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### 2. Set Up the Broker
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Initialize the `Broker` with starting capital, fees, and other parameters:
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```python
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from kissbt.broker import Broker
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broker = Broker(start_capital=100000, fees=0.001)
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```
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### 3. Run the Backtest
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Use the `Engine` to run the backtest with your strategy and market data:
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```python
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from kissbt.engine import Engine
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import pandas as pd
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# Load market data
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data = pd.read_csv('market_data.csv', parse_dates=['date'])
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# Initialize strategy and engine
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strategy = MyStrategy(broker)
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engine = Engine(broker, strategy)
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# Run the backtest
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engine.run(data)
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```
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### 4. Analyze Performance
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Use the `Analyzer` to calculate and display performance metrics:
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```python
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from kissbt.analyzer import Analyzer
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analyzer = Analyzer(broker)
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metrics = analyzer.get_performance_metrics()
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print(metrics)
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```
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## Examples
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Check out the `examples` directory for more detailed examples and use cases.
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## License
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This project is licensed under the Apache License 2.0. See the [LICENSE](LICENSE) file for details.
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## Contributing
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We welcome contributions! If you have ideas, bug fixes, or feature requests, feel free to open an issue or submit a pull request.
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## Contact
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For any questions or inquiries, please contact Adrian Hasse at adrian.hasse@finblobs.com.
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kissbt/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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kissbt/analyzer.py,sha256=n4RZsAu2hYZmYjtXfodKDCdCeTIqn29Stteh2DOZsds,14009
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kissbt/broker.py,sha256=HSdJLaXfn_cCnW3VGGORD5ieVDtCJ4cFpisbqpAiRtg,23186
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kissbt/engine.py,sha256=MeRhCGkDn-BPWPLsJgiIIK-695hdJM_9DegYgKWKxsw,978
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kissbt/entities.py,sha256=SccTgLPU3Fd3JJMul5-x3_1ZXeX7EwwfpQTETqWWV9Q,1942
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kissbt/strategy.py,sha256=eblYpO8_daQG7xLGMX-ejoLdGt7VtDRM6GU1gsGTYRY,3408
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kissbt-0.1.1.dist-info/LICENSE,sha256=_GKyfzDdVHMUQWxpWL8ywZTBseAJGUhjMhYn-CHJtko,11343
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8
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+
kissbt-0.1.1.dist-info/METADATA,sha256=HOlXLn9rmAQaWNEJ36rUetNPzWabODNtM91t9uEhofc,17265
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9
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kissbt-0.1.1.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
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10
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kissbt-0.1.1.dist-info/top_level.txt,sha256=C0fXgJnoBmNvgGwD-KpJ1rVkdOx8zJey9SD4kbMv3Sk,7
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kissbt-0.1.1.dist-info/RECORD,,
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kissbt
|