kissbt 0.1.1__tar.gz
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- kissbt-0.1.1/LICENSE +201 -0
- kissbt-0.1.1/PKG-INFO +346 -0
- kissbt-0.1.1/README.md +118 -0
- kissbt-0.1.1/kissbt/__init__.py +0 -0
- kissbt-0.1.1/kissbt/analyzer.py +323 -0
- kissbt-0.1.1/kissbt/broker.py +590 -0
- kissbt-0.1.1/kissbt/engine.py +29 -0
- kissbt-0.1.1/kissbt/entities.py +70 -0
- kissbt-0.1.1/kissbt/strategy.py +98 -0
- kissbt-0.1.1/kissbt.egg-info/PKG-INFO +346 -0
- kissbt-0.1.1/kissbt.egg-info/SOURCES.txt +18 -0
- kissbt-0.1.1/kissbt.egg-info/dependency_links.txt +1 -0
- kissbt-0.1.1/kissbt.egg-info/requires.txt +12 -0
- kissbt-0.1.1/kissbt.egg-info/top_level.txt +1 -0
- kissbt-0.1.1/pyproject.toml +61 -0
- kissbt-0.1.1/setup.cfg +4 -0
- kissbt-0.1.1/tests/test_broker.py +353 -0
- kissbt-0.1.1/tests/test_entities.py +39 -0
- kissbt-0.1.1/tests/test_integration.py +107 -0
- kissbt-0.1.1/tests/test_strategy.py +32 -0
kissbt-0.1.1/LICENSE
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kissbt-0.1.1/PKG-INFO
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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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http://www.apache.org/licenses/
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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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|
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### 2. Set Up the Broker
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|
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Initialize the `Broker` with starting capital, fees, and other parameters:
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|
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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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|
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### 3. Run the Backtest
|
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|
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Use the `Engine` to run the backtest with your strategy and market data:
|
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|
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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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|
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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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|
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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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|
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# Run the backtest
|
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engine.run(data)
|
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|
+
```
|
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|
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|
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|
+
### 4. Analyze Performance
|
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|
+
|
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|
+
Use the `Analyzer` to calculate and display performance metrics:
|
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|
+
|
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|
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```python
|
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|
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from kissbt.analyzer import Analyzer
|
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|
+
|
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|
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analyzer = Analyzer(broker)
|
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|
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metrics = analyzer.get_performance_metrics()
|
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|
+
print(metrics)
|
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|
+
```
|
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|
+
|
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|
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## Examples
|
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|
+
|
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|
+
Check out the `examples` directory for more detailed examples and use cases.
|
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|
+
|
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|
+
## License
|
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+
|
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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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|
+
|
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|
+
## Contributing
|
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|
+
|
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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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|
+
|
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|
+
## Contact
|
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|
+
|
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+
For any questions or inquiries, please contact Adrian Hasse at adrian.hasse@finblobs.com.
|
kissbt-0.1.1/README.md
ADDED
@@ -0,0 +1,118 @@
|
|
1
|
+
# kissbt
|
2
|
+
|
3
|
+
**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.
|
4
|
+
|
5
|
+
## Why kissbt?
|
6
|
+
|
7
|
+
- **🚀 Lightweight** – Minimal dependencies ensure fast installation and execution.
|
8
|
+
- **📖 Simple API** – Lowers the barrier for traders new to backtesting.
|
9
|
+
- **🔌 Extensible** – Modular architecture enables easy customization.
|
10
|
+
- **📊 Essential Features** – Includes tools for data handling, strategy implementation, and performance evaluation.
|
11
|
+
|
12
|
+
## Features
|
13
|
+
|
14
|
+
✔️ Object-oriented design for intuitive strategy development
|
15
|
+
✔️ Fast execution, even for large universes
|
16
|
+
✔️ Supports long and short positions
|
17
|
+
✔️ Built-in trade execution, position tracking, and P&L calculation
|
18
|
+
✔️ Performance analysis with key trading metrics
|
19
|
+
✔️ Backtesting with historical market data
|
20
|
+
✔️ Modular components (Strategy, Broker, Engine, Analyzer)
|
21
|
+
|
22
|
+
## Installation
|
23
|
+
|
24
|
+
You can install `kissbt` using either `pip` or `conda`.
|
25
|
+
|
26
|
+
### Using pip
|
27
|
+
|
28
|
+
To install `kissbt` via `pip`, run the following command:
|
29
|
+
|
30
|
+
```sh
|
31
|
+
pip install kissbt
|
32
|
+
```
|
33
|
+
|
34
|
+
### Using conda
|
35
|
+
|
36
|
+
To install `kissbt` via `conda`, run the following command:
|
37
|
+
|
38
|
+
```sh
|
39
|
+
conda install kissbt
|
40
|
+
```
|
41
|
+
|
42
|
+
## Usage
|
43
|
+
|
44
|
+
### 1. Define a Strategy
|
45
|
+
|
46
|
+
Create a custom strategy by extending the `Strategy` class and implementing the `generate_orders` method:
|
47
|
+
|
48
|
+
```python
|
49
|
+
from kissbt.strategy import Strategy
|
50
|
+
from kissbt.entities import Order, OrderType
|
51
|
+
|
52
|
+
class MyStrategy(Strategy):
|
53
|
+
def generate_orders(self, current_data, current_datetime):
|
54
|
+
# Example: Buy if the close price is above the 128-day SMA
|
55
|
+
for ticker in current_data.index:
|
56
|
+
close_price = current_data.loc[ticker, "close"]
|
57
|
+
sma_128 = current_data.loc[ticker, "sma_128"]
|
58
|
+
if close_price > sma_128:
|
59
|
+
order = Order(ticker=ticker, size=10, order_type=OrderType.OPEN)
|
60
|
+
self._broker.place_order(order)
|
61
|
+
```
|
62
|
+
|
63
|
+
### 2. Set Up the Broker
|
64
|
+
|
65
|
+
Initialize the `Broker` with starting capital, fees, and other parameters:
|
66
|
+
|
67
|
+
```python
|
68
|
+
from kissbt.broker import Broker
|
69
|
+
|
70
|
+
broker = Broker(start_capital=100000, fees=0.001)
|
71
|
+
```
|
72
|
+
|
73
|
+
### 3. Run the Backtest
|
74
|
+
|
75
|
+
Use the `Engine` to run the backtest with your strategy and market data:
|
76
|
+
|
77
|
+
```python
|
78
|
+
from kissbt.engine import Engine
|
79
|
+
import pandas as pd
|
80
|
+
|
81
|
+
# Load market data
|
82
|
+
data = pd.read_csv('market_data.csv', parse_dates=['date'])
|
83
|
+
|
84
|
+
# Initialize strategy and engine
|
85
|
+
strategy = MyStrategy(broker)
|
86
|
+
engine = Engine(broker, strategy)
|
87
|
+
|
88
|
+
# Run the backtest
|
89
|
+
engine.run(data)
|
90
|
+
```
|
91
|
+
|
92
|
+
### 4. Analyze Performance
|
93
|
+
|
94
|
+
Use the `Analyzer` to calculate and display performance metrics:
|
95
|
+
|
96
|
+
```python
|
97
|
+
from kissbt.analyzer import Analyzer
|
98
|
+
|
99
|
+
analyzer = Analyzer(broker)
|
100
|
+
metrics = analyzer.get_performance_metrics()
|
101
|
+
print(metrics)
|
102
|
+
```
|
103
|
+
|
104
|
+
## Examples
|
105
|
+
|
106
|
+
Check out the `examples` directory for more detailed examples and use cases.
|
107
|
+
|
108
|
+
## License
|
109
|
+
|
110
|
+
This project is licensed under the Apache License 2.0. See the [LICENSE](LICENSE) file for details.
|
111
|
+
|
112
|
+
## Contributing
|
113
|
+
|
114
|
+
We welcome contributions! If you have ideas, bug fixes, or feature requests, feel free to open an issue or submit a pull request.
|
115
|
+
|
116
|
+
## Contact
|
117
|
+
|
118
|
+
For any questions or inquiries, please contact Adrian Hasse at adrian.hasse@finblobs.com.
|
File without changes
|