kissbt 0.1.1__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- 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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Apache License
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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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Classifier: Programming Language :: Python :: 3
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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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kissbt-0.1.1.dist-info/METADATA,sha256=HOlXLn9rmAQaWNEJ36rUetNPzWabODNtM91t9uEhofc,17265
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kissbt-0.1.1.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
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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
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