openbacktesting 0.2.0__tar.gz
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.
- openbacktesting-0.2.0/.coveragerc +13 -0
- openbacktesting-0.2.0/.gitignore +12 -0
- openbacktesting-0.2.0/AGENTS.md +4 -0
- openbacktesting-0.2.0/LICENSE +202 -0
- openbacktesting-0.2.0/PKG-INFO +151 -0
- openbacktesting-0.2.0/README.md +130 -0
- openbacktesting-0.2.0/conftest.py +8 -0
- openbacktesting-0.2.0/docs/assets/pineify-logo-attribution.md +9 -0
- openbacktesting-0.2.0/docs/assets/pineify-logo.svg +19 -0
- openbacktesting-0.2.0/docs/core/_static/indicator-index.json +1980 -0
- openbacktesting-0.2.0/docs/core/_static/page-tools.js +46 -0
- openbacktesting-0.2.0/docs/core/_static/site.css +393 -0
- openbacktesting-0.2.0/docs/core/api-manifest.json +2821 -0
- openbacktesting-0.2.0/docs/core/build-info.md +7 -0
- openbacktesting-0.2.0/docs/core/deployment.md +78 -0
- openbacktesting-0.2.0/docs/core/development.md +67 -0
- openbacktesting-0.2.0/docs/core/examples.md +56 -0
- openbacktesting-0.2.0/docs/core/extraction-verification.md +35 -0
- openbacktesting-0.2.0/docs/core/guides/author.md +25 -0
- openbacktesting-0.2.0/docs/core/guides/data.md +21 -0
- openbacktesting-0.2.0/docs/core/guides/indicators.md +28 -0
- openbacktesting-0.2.0/docs/core/guides/inputs.md +21 -0
- openbacktesting-0.2.0/docs/core/guides/optimizer.md +22 -0
- openbacktesting-0.2.0/docs/core/guides/plotting.md +19 -0
- openbacktesting-0.2.0/docs/core/guides/results.md +65 -0
- openbacktesting-0.2.0/docs/core/guides/runtime.md +20 -0
- openbacktesting-0.2.0/docs/core/guides/trading.md +39 -0
- openbacktesting-0.2.0/docs/core/index.md +41 -0
- openbacktesting-0.2.0/docs/core/indicator-notes.json +1722 -0
- openbacktesting-0.2.0/docs/core/indicator-parameters.json +194 -0
- openbacktesting-0.2.0/docs/core/limitations.md +11 -0
- openbacktesting-0.2.0/docs/core/link-compat.json +427 -0
- openbacktesting-0.2.0/docs/core/quickstart.md +67 -0
- openbacktesting-0.2.0/docs/core/reference/classification.md +219 -0
- openbacktesting-0.2.0/docs/core/reference/colors.md +139 -0
- openbacktesting-0.2.0/docs/core/reference/core.md +242 -0
- openbacktesting-0.2.0/docs/core/reference/data.md +304 -0
- openbacktesting-0.2.0/docs/core/reference/events.md +230 -0
- openbacktesting-0.2.0/docs/core/reference/helpers.md +321 -0
- openbacktesting-0.2.0/docs/core/reference/indicator-api.md +240 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/aberration.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ac.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/accbands.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ad.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/adosc.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/adr.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/adx.md +78 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/adxr.md +78 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/alligator.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/alma.md +75 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/amat.md +76 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/anchored_vwap.md +68 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/anchored_vwap_bands.md +70 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ao.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/aobv.md +82 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/apo.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/aroon.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/atr.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/atr_stop.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/avgprice.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/avolume.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/barssince.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/bbands.md +79 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/beta.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/bias.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/bop.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/brar.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cci.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_doji.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_engulfing.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_eveningstar.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_hammer.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_harami.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_inside.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_marubozu.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_morningstar.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_pattern.md +11 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_shootingstar.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cdl_z.md +68 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ce.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cfo.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cg.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/change.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/chop.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cksp.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cmf.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cmo.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/coppock.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/correl.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cpr.md +72 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cross.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/crossover.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/crossunder.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/crsi.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cti.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cum.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/cvi.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/decay.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/decreasing.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/dema.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/dm.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/donchian.md +72 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/dpo.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/drawdown.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/dsp.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/dx.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ebsw.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/edecay.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/efi.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ema.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/emv.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/entropy.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/eom.md +72 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/er.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/eri.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/falling.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/fisher.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/fosc.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/frama.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/fwma.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/gator.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ha.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/highest.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/highestbars.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/hilo.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/hl2.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/hlc3.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/hma.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ht_dcperiod.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ht_dcphase.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ht_phasor.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ht_sine.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ht_trendline.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ht_trendmode.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/hvol.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/hwc.md +79 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/hwma.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ibs.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ichimoku.md +69 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/iii.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/increasing.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/index.md +331 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/inertia.md +78 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/jma.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/kama.md +75 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/kc.md +76 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/kdj.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/kst.md +86 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/kurtosis.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/kvo.md +75 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/linreg.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/linregangle.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/linregintercept.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/linregslope.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/log_return.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/long_run.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/lowest.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/lowestbars.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/lrsi.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ma.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ma_envelopes.md +75 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/macd.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/macdext.md +81 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/macdfix.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mad.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mama.md +72 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/marketfi.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/massi.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mavp.md +75 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mcgd.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/md.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/median.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/medprice.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mfi.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/midpoint.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/midprice.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/minus_dm.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mmar.md +67 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mode.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/mom.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/msw.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/natr.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/nvi.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/obv.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ohlc4.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pdist.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/percent_return.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/percentile_linear_interpolation.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/percentile_nearest_rank.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/percentrank.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pgo.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pivot_points.md +85 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pivothigh.md +67 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pivotlow.md +67 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/plus_dm.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pmax.md +72 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pmo.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/po.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ppo.md +79 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/psar.md +67 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/psl.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pvi.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pvo.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pvol.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pvr.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pvt.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/pwma.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/qqe.md +83 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/qstick.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/quantile.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rainbow.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/range.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rci.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rising.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rma.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rmi.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/roc.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rocp.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rocr.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rocr100.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rolling_count.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rolling_sum.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rsi.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rsx.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/running_max.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/running_min.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rvgi.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rvi.md +78 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/rvol.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/sarext.md +82 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/shift.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/short_run.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/sinwma.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/skew.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/slope.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/sma.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/smc_sweep.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/smi.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/smi_stochastic.md +75 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/squeeze.md +85 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/squeeze_pro.md +91 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ssf.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/starc.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/stc.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/stderr.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/stdev.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/stoch.md +75 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/stochf.md +65 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/stochrsi.md +78 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/supertrend.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/swma.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/t3.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/td_seq.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/tema.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/thermo.md +79 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/tos_stdevall.md +11 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/trima.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/trix.md +76 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/trixh.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/true_range.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/tsf.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/tsi.md +80 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/tsignals.md +77 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ttm_trend.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/typprice.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/ui.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/uo.md +80 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/valuewhen.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/variance.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vfi.md +74 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vhf.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vidya.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/volatility_stop.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vortex.md +64 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vosc.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vp.md +11 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vwap.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vwma.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/vwmacd.md +66 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/wad.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/wavetrend.md +73 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/wcp.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/willr.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/wma.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/wvad.md +62 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/xsignals.md +85 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/zlma.md +71 -0
- openbacktesting-0.2.0/docs/core/reference/indicators/zscore.md +63 -0
- openbacktesting-0.2.0/docs/core/reference/inputs.md +334 -0
- openbacktesting-0.2.0/docs/core/reference/optimizer.md +313 -0
- openbacktesting-0.2.0/docs/core/reference/plotting.md +304 -0
- openbacktesting-0.2.0/docs/core/reference/portfolio.md +111 -0
- openbacktesting-0.2.0/docs/core/reference/runtime.md +336 -0
- openbacktesting-0.2.0/docs/core/reference/strategy.md +415 -0
- openbacktesting-0.2.0/docs/core/reference/trading.md +524 -0
- openbacktesting-0.2.0/docs/readme/README.de.md +123 -0
- openbacktesting-0.2.0/docs/readme/README.es.md +123 -0
- openbacktesting-0.2.0/docs/readme/README.fr.md +123 -0
- openbacktesting-0.2.0/docs/readme/README.hi.md +123 -0
- openbacktesting-0.2.0/docs/readme/README.it.md +123 -0
- openbacktesting-0.2.0/docs/readme/README.pt-BR.md +123 -0
- openbacktesting-0.2.0/docs/readme/README.zh-CN.md +123 -0
- openbacktesting-0.2.0/docs/readme/TRANSLATING.md +28 -0
- openbacktesting-0.2.0/docs/research/backtesting-user-documentation.md +64 -0
- openbacktesting-0.2.0/docs/research/readme-localization-and-sponsorship.md +51 -0
- openbacktesting-0.2.0/docs/theme/main.html +37 -0
- openbacktesting-0.2.0/docs/theme/partials/content.html +29 -0
- openbacktesting-0.2.0/docs/theme/partials/copyright.html +17 -0
- openbacktesting-0.2.0/docs/theme/partials/header.html +39 -0
- openbacktesting-0.2.0/docs/theme/sitemap.xml +8 -0
- openbacktesting-0.2.0/examples/README.md +97 -0
- openbacktesting-0.2.0/examples/advanced/chart_context.py +169 -0
- openbacktesting-0.2.0/examples/advanced/composable_strategies.py +41 -0
- openbacktesting-0.2.0/examples/advanced/indicator_reference.py +57 -0
- openbacktesting-0.2.0/examples/advanced/machine_learning.py +158 -0
- openbacktesting-0.2.0/examples/advanced/multiple_time_frames.py +73 -0
- openbacktesting-0.2.0/examples/advanced/native_run.py +39 -0
- openbacktesting-0.2.0/examples/advanced/optimizer_results.py +94 -0
- openbacktesting-0.2.0/examples/advanced/parameter_optimization.py +93 -0
- openbacktesting-0.2.0/examples/advanced/plotting_export.py +43 -0
- openbacktesting-0.2.0/examples/advanced/portfolio_report.py +85 -0
- openbacktesting-0.2.0/examples/advanced/run_author.py +116 -0
- openbacktesting-0.2.0/examples/advanced/strategy_logs.py +83 -0
- openbacktesting-0.2.0/examples/advanced/strategy_settings.py +188 -0
- openbacktesting-0.2.0/examples/strategies/all_inputs.py +87 -0
- openbacktesting-0.2.0/examples/strategies/bar_states.py +28 -0
- openbacktesting-0.2.0/examples/strategies/closed_trade_statistics.py +38 -0
- openbacktesting-0.2.0/examples/strategies/confirmed_events.py +38 -0
- openbacktesting-0.2.0/examples/strategies/cross_signals.py +29 -0
- openbacktesting-0.2.0/examples/strategies/custom_indicators.py +90 -0
- openbacktesting-0.2.0/examples/strategies/data_sources.py +29 -0
- openbacktesting-0.2.0/examples/strategies/ema_inputs.py +31 -0
- openbacktesting-0.2.0/examples/strategies/ema_macd.py +30 -0
- openbacktesting-0.2.0/examples/strategies/first_backtest.py +18 -0
- openbacktesting-0.2.0/examples/strategies/fractional_sizing.py +67 -0
- openbacktesting-0.2.0/examples/strategies/local_builtin_indicators.py +38 -0
- openbacktesting-0.2.0/examples/strategies/local_value_helpers.py +31 -0
- openbacktesting-0.2.0/examples/strategies/managed_orders.py +33 -0
- openbacktesting-0.2.0/examples/strategies/plotting.py +56 -0
- openbacktesting-0.2.0/examples/strategies/strategy_logs.py +30 -0
- openbacktesting-0.2.0/examples/strategies/trading_lifecycle.py +51 -0
- openbacktesting-0.2.0/extraction-manifest.json +6797 -0
- openbacktesting-0.2.0/mkdocs.yml +122 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/.openspec.yaml +2 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/design.md +74 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/implementation.md +22 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/proposal.md +31 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/specs/extraction-parity/spec.md +41 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/specs/package-identity/spec.md +46 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/specs/standalone-python-package/spec.md +46 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-extract-openbacktesting-package/tasks.md +30 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-standardize-repository-english/.openspec.yaml +2 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-standardize-repository-english/design.md +80 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-standardize-repository-english/implementation.md +45 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-standardize-repository-english/proposal.md +30 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-standardize-repository-english/specs/extraction-parity/spec.md +34 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-standardize-repository-english/specs/repository-language-policy/spec.md +75 -0
- openbacktesting-0.2.0/openspec/changes/archive/2026-10-12-standardize-repository-english/tasks.md +40 -0
- openbacktesting-0.2.0/openspec/config.yaml +6 -0
- openbacktesting-0.2.0/openspec/specs/extraction-parity/spec.md +51 -0
- openbacktesting-0.2.0/openspec/specs/package-identity/spec.md +48 -0
- openbacktesting-0.2.0/openspec/specs/repository-language-policy/spec.md +77 -0
- openbacktesting-0.2.0/openspec/specs/standalone-python-package/spec.md +48 -0
- openbacktesting-0.2.0/pyproject.toml +42 -0
- openbacktesting-0.2.0/scripts/build_docs.sh +11 -0
- openbacktesting-0.2.0/scripts/check_language.py +211 -0
- openbacktesting-0.2.0/scripts/check_package.py +283 -0
- openbacktesting-0.2.0/scripts/core_docs.py +596 -0
- openbacktesting-0.2.0/scripts/docs/colors.md.in +34 -0
- openbacktesting-0.2.0/scripts/docs/core.md.in +109 -0
- openbacktesting-0.2.0/scripts/docs/data.md.in +70 -0
- openbacktesting-0.2.0/scripts/docs/events.md.in +66 -0
- openbacktesting-0.2.0/scripts/docs/fields.json +121 -0
- openbacktesting-0.2.0/scripts/docs/helpers.md.in +97 -0
- openbacktesting-0.2.0/scripts/docs/indicator-api.md.in +84 -0
- openbacktesting-0.2.0/scripts/docs/inputs.md.in +88 -0
- openbacktesting-0.2.0/scripts/docs/optimizer.md.in +112 -0
- openbacktesting-0.2.0/scripts/docs/plotting.md.in +77 -0
- openbacktesting-0.2.0/scripts/docs/portfolio.md.in +59 -0
- openbacktesting-0.2.0/scripts/docs/runtime.md.in +98 -0
- openbacktesting-0.2.0/scripts/docs/strategy.md.in +94 -0
- openbacktesting-0.2.0/scripts/docs/trading.md.in +148 -0
- openbacktesting-0.2.0/scripts/docs_discovery.py +291 -0
- openbacktesting-0.2.0/scripts/docs_site.py +113 -0
- openbacktesting-0.2.0/scripts/generate_indicator_api.py +142 -0
- openbacktesting-0.2.0/scripts/language-exceptions.json +392 -0
- openbacktesting-0.2.0/scripts/user_docs.py +258 -0
- openbacktesting-0.2.0/scripts/verify_installation.py +162 -0
- openbacktesting-0.2.0/source-manifest.json +4578 -0
- openbacktesting-0.2.0/src/openbacktesting/__init__.py +85 -0
- openbacktesting-0.2.0/src/openbacktesting/aggregation.py +8 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/__init__.py +54 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/commission.py +57 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/core.py +1122 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/execution.py +62 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/instrument.py +106 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/ledger.py +60 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/models.py +236 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/observations.py +99 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/requests.py +192 -0
- openbacktesting-0.2.0/src/openbacktesting/broker/sizing.py +76 -0
- openbacktesting-0.2.0/src/openbacktesting/colors.py +175 -0
- openbacktesting-0.2.0/src/openbacktesting/data/__init__.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/data/aggregation.py +39 -0
- openbacktesting-0.2.0/src/openbacktesting/data/context.py +30 -0
- openbacktesting-0.2.0/src/openbacktesting/data/core.py +218 -0
- openbacktesting-0.2.0/src/openbacktesting/data/generators.py +54 -0
- openbacktesting-0.2.0/src/openbacktesting/data/strategy_data.py +103 -0
- openbacktesting-0.2.0/src/openbacktesting/data/timeframe.py +69 -0
- openbacktesting-0.2.0/src/openbacktesting/engine.py +34 -0
- openbacktesting-0.2.0/src/openbacktesting/helpers.py +77 -0
- openbacktesting-0.2.0/src/openbacktesting/indicator_api.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicator_methods.py +123 -0
- openbacktesting-0.2.0/src/openbacktesting/indicator_types.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/__init__.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/api.py +97 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/calculus.py +75 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_doji.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_engulfing.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_eveningstar.py +15 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_hammer.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_harami.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_inside.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_marubozu.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_morningstar.py +15 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_shootingstar.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/cdl_z.py +28 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/candles/ha.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/catalog.json +8348 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/common.py +94 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/dsp.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/ebsw.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/ht_dcperiod.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/ht_dcphase.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/ht_phasor.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/ht_sine.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/ht_trendmode.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/cycles/msw.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/methods.py +5762 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/ac.py +9 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/ao.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/apo.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/bias.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/bop.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/brar.py +26 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/cci.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/cfo.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/cg.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/cmo.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/coppock.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/crsi.py +28 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/cti.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/dm.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/er.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/eri.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/fisher.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/fosc.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/gator.py +13 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/ibs.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/inertia.py +22 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/kdj.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/kst.py +30 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/lrsi.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/macd.py +27 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/macdext.py +27 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/macdfix.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/mom.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/pgo.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/pmo.py +13 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/po.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/ppo.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/psl.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/pvo.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/qqe.py +31 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rci.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rmi.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/roc.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rocp.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rocr.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rocr100.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rsi.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rsx.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/rvgi.py +26 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/slope.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/smc_sweep.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/smi.py +21 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/smi_stochastic.py +15 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/squeeze.py +47 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/squeeze_pro.py +53 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/stc.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/stoch.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/stochf.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/stochrsi.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/td_seq.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/trix.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/trixh.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/tsi.py +26 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/uo.py +22 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/vwmacd.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/wavetrend.py +15 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/momentum/willr.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/alligator.py +13 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/alma.py +33 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/anchored_vwap.py +50 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/anchored_vwap_bands.py +13 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/avgprice.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/dema.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/ema.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/frama.py +29 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/fwma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/hilo.py +26 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/hl2.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/hlc3.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/hma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/ht_trendline.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/hwma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/ichimoku.py +44 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/jma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/kama.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/linreg.py +15 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/linregangle.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/linregintercept.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/linregslope.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/ma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/ma_envelopes.py +16 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/mama.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/mavp.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/mcgd.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/medprice.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/midpoint.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/midprice.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/mmar.py +21 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/ohlc4.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/pwma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/rainbow.py +25 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/rma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/sinwma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/sma.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/ssf.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/supertrend.py +21 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/swma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/t3.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/tema.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/trima.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/tsf.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/typprice.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/vidya.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/vwap.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/vwma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/wcp.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/wma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/overlap/zlma.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/performance/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/performance/drawdown.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/performance/log_return.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/performance/percent_return.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/predicates.py +88 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/registry.py +571 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/runtime.py +290 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/beta.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/correl.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/entropy.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/kurtosis.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/mad.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/md.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/median.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/mode.py +48 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/quantile.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/skew.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/stderr.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/stdev.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/variance.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/statistics/zscore.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/adx.py +28 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/adxr.py +28 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/amat.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/aroon.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/atr_stop.py +33 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/chop.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/cksp.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/cpr.py +57 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/decay.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/decreasing.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/dpo.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/dx.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/edecay.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/increasing.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/long_run.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/minus_dm.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/pivot_points.py +89 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/pivothigh.py +23 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/pivotlow.py +23 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/plus_dm.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/pmax.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/psar.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/qstick.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/sarext.py +35 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/short_run.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/tsignals.py +26 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/ttm_trend.py +16 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/vhf.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/volatility_stop.py +33 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/vortex.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/trend/xsignals.py +29 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/types.py +344 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/barssince.py +21 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/change.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/cross.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/crossover.py +11 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/crossunder.py +11 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/cum.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/falling.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/highest.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/highestbars.py +29 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/lowest.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/lowestbars.py +29 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/percentile_linear_interpolation.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/percentile_nearest_rank.py +16 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/percentrank.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/range.py +8 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/rising.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/rolling_count.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/rolling_sum.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/running_max.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/running_min.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/shift.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/utility/valuewhen.py +25 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/aberration.py +21 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/accbands.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/adr.py +7 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/atr.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/avolume.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/bbands.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/ce.py +25 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/cvi.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/donchian.py +20 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/hvol.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/hwc.py +27 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/kc.py +27 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/massi.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/natr.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/pdist.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/rvi.py +21 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/starc.py +11 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/thermo.py +28 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/true_range.py +31 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volatility/ui.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/__init__.py +0 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/ad.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/adosc.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/aobv.py +31 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/cmf.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/efi.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/emv.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/eom.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/iii.py +9 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/kvo.py +28 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/marketfi.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/mfi.py +12 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/nvi.py +26 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/obv.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/pvi.py +26 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/pvol.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/pvr.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/pvt.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/rvol.py +8 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/vfi.py +18 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/vosc.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/wad.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/indicators/volume/wvad.py +9 -0
- openbacktesting-0.2.0/src/openbacktesting/inputs.py +51 -0
- openbacktesting-0.2.0/src/openbacktesting/lib.py +31 -0
- openbacktesting-0.2.0/src/openbacktesting/logs.py +129 -0
- openbacktesting-0.2.0/src/openbacktesting/optimization.py +8 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/__init__.py +25 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/_semantics.py +155 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/identity.py +45 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/models.py +92 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/plan.py +129 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/portfolio-result.schema.json +4984 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/query.py +257 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/runner.py +98 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/storage.py +261 -0
- openbacktesting-0.2.0/src/openbacktesting/optimizer/validation.py +64 -0
- openbacktesting-0.2.0/src/openbacktesting/parallel.py +9 -0
- openbacktesting-0.2.0/src/openbacktesting/plotting/__init__.py +23 -0
- openbacktesting-0.2.0/src/openbacktesting/plotting/collector.py +509 -0
- openbacktesting-0.2.0/src/openbacktesting/plotting/encoding.py +102 -0
- openbacktesting-0.2.0/src/openbacktesting/plotting/types.py +92 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/__init__.py +15 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/analysis.py +245 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/builder.py +381 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/catalog.json +1404 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/helpers.py +92 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/metrics.py +186 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/models.py +63 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/periods.py +164 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/rates.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/snapshot.py +111 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/stats.py +272 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/trades.py +136 -0
- openbacktesting-0.2.0/src/openbacktesting/portfolio/trading.py +215 -0
- openbacktesting-0.2.0/src/openbacktesting/py.typed +0 -0
- openbacktesting-0.2.0/src/openbacktesting/runtime.py +330 -0
- openbacktesting-0.2.0/src/openbacktesting/simulation/__init__.py +17 -0
- openbacktesting-0.2.0/src/openbacktesting/simulation/collection.py +13 -0
- openbacktesting-0.2.0/src/openbacktesting/simulation/config.py +241 -0
- openbacktesting-0.2.0/src/openbacktesting/simulation/core.py +528 -0
- openbacktesting-0.2.0/src/openbacktesting/simulation/optimization.py +326 -0
- openbacktesting-0.2.0/src/openbacktesting/simulation/parallel.py +145 -0
- openbacktesting-0.2.0/src/openbacktesting/simulation/variants.py +107 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/__init__.py +19 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/bar_state.py +14 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/base.py +810 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/declaration.py +90 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/helpers.py +198 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/inputs.py +460 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/sizing.py +80 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy/templates.py +160 -0
- openbacktesting-0.2.0/src/openbacktesting/strategy_data.py +10 -0
- openbacktesting-0.2.0/src/openbacktesting/test/BTCUSD.csv +157 -0
- openbacktesting-0.2.0/src/openbacktesting/test/EURUSD.csv +5001 -0
- openbacktesting-0.2.0/src/openbacktesting/test/GOOG.csv +2149 -0
- openbacktesting-0.2.0/src/openbacktesting/test/__init__.py +29 -0
- openbacktesting-0.2.0/src/openbacktesting/test/__main__.py +11 -0
- openbacktesting-0.2.0/src/openbacktesting/test/_test.py +1312 -0
- openbacktesting-0.2.0/src/openbacktesting/util.py +31 -0
- openbacktesting-0.2.0/tests/context_spawn_probe.py +202 -0
- openbacktesting-0.2.0/tests/data/local_builtin_baseline.json +4750 -0
- openbacktesting-0.2.0/tests/example_support.py +10 -0
- openbacktesting-0.2.0/tests/fixtures/engine-indicator-coverage-disposition.json +2103 -0
- openbacktesting-0.2.0/tests/fixtures/example_baseline.json +15 -0
- openbacktesting-0.2.0/tests/fixtures/indicator_expansion/LICENSE.stock-indicators +176 -0
- openbacktesting-0.2.0/tests/fixtures/indicator_expansion/README.md +5 -0
- openbacktesting-0.2.0/tests/fixtures/indicator_expansion/contracts.json +1904 -0
- openbacktesting-0.2.0/tests/fixtures/indicator_expansion/pmo.json +2512 -0
- openbacktesting-0.2.0/tests/fixtures/indicator_expansion/quotes.csv +503 -0
- openbacktesting-0.2.0/tests/fixtures/indicator_expansion/smi.json +2512 -0
- openbacktesting-0.2.0/tests/fixtures/portfolio.json +13443 -0
- openbacktesting-0.2.0/tests/fluent_spawn_probe.py +29 -0
- openbacktesting-0.2.0/tests/indicator-package-baseline.json +14726 -0
- openbacktesting-0.2.0/tests/indicator_spawn_probe.py +68 -0
- openbacktesting-0.2.0/tests/modularization-baseline.json +92 -0
- openbacktesting-0.2.0/tests/native-baseline.json +98 -0
- openbacktesting-0.2.0/tests/native_probe.py +79 -0
- openbacktesting-0.2.0/tests/plotting_spawn_probe.py +36 -0
- openbacktesting-0.2.0/tests/progress_fork_probe.py +89 -0
- openbacktesting-0.2.0/tests/spawn_probe.py +80 -0
- openbacktesting-0.2.0/tests/strategy_data_spawn_probe.py +28 -0
- openbacktesting-0.2.0/tests/subpackages-baseline.json +448 -0
- openbacktesting-0.2.0/tests/test_adoption.py +27 -0
- openbacktesting-0.2.0/tests/test_backtest_declaration.py +501 -0
- openbacktesting-0.2.0/tests/test_bar_coloring.py +283 -0
- openbacktesting-0.2.0/tests/test_bar_states.py +362 -0
- openbacktesting-0.2.0/tests/test_closed_trade_stats.py +189 -0
- openbacktesting-0.2.0/tests/test_color_runtime.py +120 -0
- openbacktesting-0.2.0/tests/test_colors.py +205 -0
- openbacktesting-0.2.0/tests/test_cross_predicates.py +147 -0
- openbacktesting-0.2.0/tests/test_custom_indicators.py +87 -0
- openbacktesting-0.2.0/tests/test_docs_discovery.py +237 -0
- openbacktesting-0.2.0/tests/test_engine_edges.py +242 -0
- openbacktesting-0.2.0/tests/test_examples.py +777 -0
- openbacktesting-0.2.0/tests/test_flat_backtest_settings.py +348 -0
- openbacktesting-0.2.0/tests/test_fluent_indicators.py +387 -0
- openbacktesting-0.2.0/tests/test_indicator_catalog.py +181 -0
- openbacktesting-0.2.0/tests/test_indicator_expansion.py +680 -0
- openbacktesting-0.2.0/tests/test_indicator_modules.py +261 -0
- openbacktesting-0.2.0/tests/test_indicator_optimization.py +304 -0
- openbacktesting-0.2.0/tests/test_indicator_regressions.py +60 -0
- openbacktesting-0.2.0/tests/test_indicators.py +555 -0
- openbacktesting-0.2.0/tests/test_input_runtime.py +271 -0
- openbacktesting-0.2.0/tests/test_inputs.py +369 -0
- openbacktesting-0.2.0/tests/test_language_check.py +217 -0
- openbacktesting-0.2.0/tests/test_lib_edges.py +123 -0
- openbacktesting-0.2.0/tests/test_local_builtin_baseline.py +62 -0
- openbacktesting-0.2.0/tests/test_local_builtin_indicators.py +265 -0
- openbacktesting-0.2.0/tests/test_local_value_helpers.py +120 -0
- openbacktesting-0.2.0/tests/test_log_runtime.py +224 -0
- openbacktesting-0.2.0/tests/test_modularization.py +302 -0
- openbacktesting-0.2.0/tests/test_optimizer.py +946 -0
- openbacktesting-0.2.0/tests/test_order_api.py +340 -0
- openbacktesting-0.2.0/tests/test_order_sizing.py +464 -0
- openbacktesting-0.2.0/tests/test_package_identity.py +29 -0
- openbacktesting-0.2.0/tests/test_page_tools.cjs +87 -0
- openbacktesting-0.2.0/tests/test_plotting.py +593 -0
- openbacktesting-0.2.0/tests/test_portfolio.py +718 -0
- openbacktesting-0.2.0/tests/test_result_only.py +107 -0
- openbacktesting-0.2.0/tests/test_script_runtime.py +198 -0
- openbacktesting-0.2.0/tests/test_strategy_data.py +462 -0
- openbacktesting-0.2.0/tests/test_strategy_logs.py +384 -0
- openbacktesting-0.2.0/tests/test_strategy_settings.py +586 -0
- openbacktesting-0.2.0/tests/test_subpackages.py +332 -0
- openbacktesting-0.2.0/tests/test_timezones.py +209 -0
- openbacktesting-0.2.0/tests/test_trading_core.py +1035 -0
- openbacktesting-0.2.0/tests/test_trading_regressions.py +145 -0
- openbacktesting-0.2.0/tests/test_user_documentation.py +158 -0
- openbacktesting-0.2.0/tests/test_util_edges.py +222 -0
- openbacktesting-0.2.0/tests/trading-v2-signatures.json +40 -0
- openbacktesting-0.2.0/tests/trading_resource_probe.py +66 -0
- openbacktesting-0.2.0/uv.lock +1175 -0
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
[run]
|
|
2
|
+
branch = True
|
|
3
|
+
source = openbacktesting
|
|
4
|
+
omit = */openbacktesting/test/*
|
|
5
|
+
concurrency = multiprocessing,thread
|
|
6
|
+
parallel = True
|
|
7
|
+
sigterm = True
|
|
8
|
+
|
|
9
|
+
[report]
|
|
10
|
+
precision = 2
|
|
11
|
+
show_missing = True
|
|
12
|
+
# Do not use coverage default exclusion rules; type imports and docstrings with ellipses must not hide executable lines.
|
|
13
|
+
exclude_lines =
|
|
@@ -0,0 +1,4 @@
|
|
|
1
|
+
# Repository Instructions
|
|
2
|
+
|
|
3
|
+
- Use English by default for all repository code, comments, docstrings, documentation (including OpenSpec artifacts), and project-authored messages. Other languages are allowed only for intentional multilingual or localized copy and test fixtures that exercise it.
|
|
4
|
+
- Preserve established identifiers and machine-readable contracts when translating prose.
|
|
@@ -0,0 +1,202 @@
|
|
|
1
|
+
|
|
2
|
+
Apache License
|
|
3
|
+
Version 2.0, January 2004
|
|
4
|
+
http://www.apache.org/licenses/
|
|
5
|
+
|
|
6
|
+
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
|
|
7
|
+
|
|
8
|
+
1. Definitions.
|
|
9
|
+
|
|
10
|
+
"License" shall mean the terms and conditions for use, reproduction,
|
|
11
|
+
and distribution as defined by Sections 1 through 9 of this document.
|
|
12
|
+
|
|
13
|
+
"Licensor" shall mean the copyright owner or entity authorized by
|
|
14
|
+
the copyright owner that is granting the License.
|
|
15
|
+
|
|
16
|
+
"Legal Entity" shall mean the union of the acting entity and all
|
|
17
|
+
other entities that control, are controlled by, or are under common
|
|
18
|
+
control with that entity. For the purposes of this definition,
|
|
19
|
+
"control" means (i) the power, direct or indirect, to cause the
|
|
20
|
+
direction or management of such entity, whether by contract or
|
|
21
|
+
otherwise, or (ii) ownership of fifty percent (50%) or more of the
|
|
22
|
+
outstanding shares, or (iii) beneficial ownership of such entity.
|
|
23
|
+
|
|
24
|
+
"You" (or "Your") shall mean an individual or Legal Entity
|
|
25
|
+
exercising permissions granted by this License.
|
|
26
|
+
|
|
27
|
+
"Source" form shall mean the preferred form for making modifications,
|
|
28
|
+
including but not limited to software source code, documentation
|
|
29
|
+
source, and configuration files.
|
|
30
|
+
|
|
31
|
+
"Object" form shall mean any form resulting from mechanical
|
|
32
|
+
transformation or translation of a Source form, including but
|
|
33
|
+
not limited to compiled object code, generated documentation,
|
|
34
|
+
and conversions to other media types.
|
|
35
|
+
|
|
36
|
+
"Work" shall mean the work of authorship, whether in Source or
|
|
37
|
+
Object form, made available under the License, as indicated by a
|
|
38
|
+
copyright notice that is included in or attached to the work
|
|
39
|
+
(an example is provided in the Appendix below).
|
|
40
|
+
|
|
41
|
+
"Derivative Works" shall mean any work, whether in Source or Object
|
|
42
|
+
form, that is based on (or derived from) the Work and for which the
|
|
43
|
+
editorial revisions, annotations, elaborations, or other modifications
|
|
44
|
+
represent, as a whole, an original work of authorship. For the purposes
|
|
45
|
+
of this License, Derivative Works shall not include works that remain
|
|
46
|
+
separable from, or merely link (or bind by name) to the interfaces of,
|
|
47
|
+
the Work and Derivative Works thereof.
|
|
48
|
+
|
|
49
|
+
"Contribution" shall mean any work of authorship, including
|
|
50
|
+
the original version of the Work and any modifications or additions
|
|
51
|
+
to that Work or Derivative Works thereof, that is intentionally
|
|
52
|
+
submitted to Licensor for inclusion in the Work by the copyright owner
|
|
53
|
+
or by an individual or Legal Entity authorized to submit on behalf of
|
|
54
|
+
the copyright owner. For the purposes of this definition, "submitted"
|
|
55
|
+
means any form of electronic, verbal, or written communication sent
|
|
56
|
+
to the Licensor or its representatives, including but not limited to
|
|
57
|
+
communication on electronic mailing lists, source code control systems,
|
|
58
|
+
and issue tracking systems that are managed by, or on behalf of, the
|
|
59
|
+
Licensor for the purpose of discussing and improving the Work, but
|
|
60
|
+
excluding communication that is conspicuously marked or otherwise
|
|
61
|
+
designated in writing by the copyright owner as "Not a Contribution."
|
|
62
|
+
|
|
63
|
+
"Contributor" shall mean Licensor and any individual or Legal Entity
|
|
64
|
+
on behalf of whom a Contribution has been received by Licensor and
|
|
65
|
+
subsequently incorporated within the Work.
|
|
66
|
+
|
|
67
|
+
2. Grant of Copyright License. Subject to the terms and conditions of
|
|
68
|
+
this License, each Contributor hereby grants to You a perpetual,
|
|
69
|
+
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
|
70
|
+
copyright license to reproduce, prepare Derivative Works of,
|
|
71
|
+
publicly display, publicly perform, sublicense, and distribute the
|
|
72
|
+
Work and such Derivative Works in Source or Object form.
|
|
73
|
+
|
|
74
|
+
3. Grant of Patent License. Subject to the terms and conditions of
|
|
75
|
+
this License, each Contributor hereby grants to You a perpetual,
|
|
76
|
+
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
|
77
|
+
(except as stated in this section) patent license to make, have made,
|
|
78
|
+
use, offer to sell, sell, import, and otherwise transfer the Work,
|
|
79
|
+
where such license applies only to those patent claims licensable
|
|
80
|
+
by such Contributor that are necessarily infringed by their
|
|
81
|
+
Contribution(s) alone or by combination of their Contribution(s)
|
|
82
|
+
with the Work to which such Contribution(s) was submitted. If You
|
|
83
|
+
institute patent litigation against any entity (including a
|
|
84
|
+
cross-claim or counterclaim in a lawsuit) alleging that the Work
|
|
85
|
+
or a Contribution incorporated within the Work constitutes direct
|
|
86
|
+
or contributory patent infringement, then any patent licenses
|
|
87
|
+
granted to You under this License for that Work shall terminate
|
|
88
|
+
as of the date such litigation is filed.
|
|
89
|
+
|
|
90
|
+
4. Redistribution. You may reproduce and distribute copies of the
|
|
91
|
+
Work or Derivative Works thereof in any medium, with or without
|
|
92
|
+
modifications, and in Source or Object form, provided that You
|
|
93
|
+
meet the following conditions:
|
|
94
|
+
|
|
95
|
+
(a) You must give any other recipients of the Work or
|
|
96
|
+
Derivative Works a copy of this License; and
|
|
97
|
+
|
|
98
|
+
(b) You must cause any modified files to carry prominent notices
|
|
99
|
+
stating that You changed the files; and
|
|
100
|
+
|
|
101
|
+
(c) You must retain, in the Source form of any Derivative Works
|
|
102
|
+
that You distribute, all copyright, patent, trademark, and
|
|
103
|
+
attribution notices from the Source form of the Work,
|
|
104
|
+
excluding those notices that do not pertain to any part of
|
|
105
|
+
the Derivative Works; and
|
|
106
|
+
|
|
107
|
+
(d) If the Work includes a "NOTICE" text file as part of its
|
|
108
|
+
distribution, then any Derivative Works that You distribute must
|
|
109
|
+
include a readable copy of the attribution notices contained
|
|
110
|
+
within such NOTICE file, excluding those notices that do not
|
|
111
|
+
pertain to any part of the Derivative Works, in at least one
|
|
112
|
+
of the following places: within a NOTICE text file distributed
|
|
113
|
+
as part of the Derivative Works; within the Source form or
|
|
114
|
+
documentation, if provided along with the Derivative Works; or,
|
|
115
|
+
within a display generated by the Derivative Works, if and
|
|
116
|
+
wherever such third-party notices normally appear. The contents
|
|
117
|
+
of the NOTICE file are for informational purposes only and
|
|
118
|
+
do not modify the License. You may add Your own attribution
|
|
119
|
+
notices within Derivative Works that You distribute, alongside
|
|
120
|
+
or as an addendum to the NOTICE text from the Work, provided
|
|
121
|
+
that such additional attribution notices cannot be construed
|
|
122
|
+
as modifying the License.
|
|
123
|
+
|
|
124
|
+
You may add Your own copyright statement to Your modifications and
|
|
125
|
+
may provide additional or different license terms and conditions
|
|
126
|
+
for use, reproduction, or distribution of Your modifications, or
|
|
127
|
+
for any such Derivative Works as a whole, provided Your use,
|
|
128
|
+
reproduction, and distribution of the Work otherwise complies with
|
|
129
|
+
the conditions stated in this License.
|
|
130
|
+
|
|
131
|
+
5. Submission of Contributions. Unless You explicitly state otherwise,
|
|
132
|
+
any Contribution intentionally submitted for inclusion in the Work
|
|
133
|
+
by You to the Licensor shall be under the terms and conditions of
|
|
134
|
+
this License, without any additional terms or conditions.
|
|
135
|
+
Notwithstanding the above, nothing herein shall supersede or modify
|
|
136
|
+
the terms of any separate license agreement you may have executed
|
|
137
|
+
with Licensor regarding such Contributions.
|
|
138
|
+
|
|
139
|
+
6. Trademarks. This License does not grant permission to use the trade
|
|
140
|
+
names, trademarks, service marks, or product names of the Licensor,
|
|
141
|
+
except as required for reasonable and customary use in describing the
|
|
142
|
+
origin of the Work and reproducing the content of the NOTICE file.
|
|
143
|
+
|
|
144
|
+
7. Disclaimer of Warranty. Unless required by applicable law or
|
|
145
|
+
agreed to in writing, Licensor provides the Work (and each
|
|
146
|
+
Contributor provides its Contributions) on an "AS IS" BASIS,
|
|
147
|
+
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
|
148
|
+
implied, including, without limitation, any warranties or conditions
|
|
149
|
+
of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
|
|
150
|
+
PARTICULAR PURPOSE. You are solely responsible for determining the
|
|
151
|
+
appropriateness of using or redistributing the Work and assume any
|
|
152
|
+
risks associated with Your exercise of permissions under this License.
|
|
153
|
+
|
|
154
|
+
8. Limitation of Liability. In no event and under no legal theory,
|
|
155
|
+
whether in tort (including negligence), contract, or otherwise,
|
|
156
|
+
unless required by applicable law (such as deliberate and grossly
|
|
157
|
+
negligent acts) or agreed to in writing, shall any Contributor be
|
|
158
|
+
liable to You for damages, including any direct, indirect, special,
|
|
159
|
+
incidental, or consequential damages of any character arising as a
|
|
160
|
+
result of this License or out of the use or inability to use the
|
|
161
|
+
Work (including but not limited to damages for loss of goodwill,
|
|
162
|
+
work stoppage, computer failure or malfunction, or any and all
|
|
163
|
+
other commercial damages or losses), even if such Contributor
|
|
164
|
+
has been advised of the possibility of such damages.
|
|
165
|
+
|
|
166
|
+
9. Accepting Warranty or Additional Liability. While redistributing
|
|
167
|
+
the Work or Derivative Works thereof, You may choose to offer,
|
|
168
|
+
and charge a fee for, acceptance of support, warranty, indemnity,
|
|
169
|
+
or other liability obligations and/or rights consistent with this
|
|
170
|
+
License. However, in accepting such obligations, You may act only
|
|
171
|
+
on Your own behalf and on Your sole responsibility, not on behalf
|
|
172
|
+
of any other Contributor, and only if You agree to indemnify,
|
|
173
|
+
defend, and hold each Contributor harmless for any liability
|
|
174
|
+
incurred by, or claims asserted against, such Contributor by reason
|
|
175
|
+
of your accepting any such warranty or additional liability.
|
|
176
|
+
|
|
177
|
+
END OF TERMS AND CONDITIONS
|
|
178
|
+
|
|
179
|
+
APPENDIX: How to apply the Apache License to your work.
|
|
180
|
+
|
|
181
|
+
To apply the Apache License to your work, attach the following
|
|
182
|
+
boilerplate notice, with the fields enclosed by brackets "[]"
|
|
183
|
+
replaced with your own identifying information. (Don't include
|
|
184
|
+
the brackets!) The text should be enclosed in the appropriate
|
|
185
|
+
comment syntax for the file format. We also recommend that a
|
|
186
|
+
file or class name and description of purpose be included on the
|
|
187
|
+
same "printed page" as the copyright notice for easier
|
|
188
|
+
identification within third-party archives.
|
|
189
|
+
|
|
190
|
+
Copyright [yyyy] [name of copyright owner]
|
|
191
|
+
|
|
192
|
+
Licensed under the Apache License, Version 2.0 (the "License");
|
|
193
|
+
you may not use this file except in compliance with the License.
|
|
194
|
+
You may obtain a copy of the License at
|
|
195
|
+
|
|
196
|
+
http://www.apache.org/licenses/LICENSE-2.0
|
|
197
|
+
|
|
198
|
+
Unless required by applicable law or agreed to in writing, software
|
|
199
|
+
distributed under the License is distributed on an "AS IS" BASIS,
|
|
200
|
+
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
201
|
+
See the License for the specific language governing permissions and
|
|
202
|
+
limitations under the License.
|
|
@@ -0,0 +1,151 @@
|
|
|
1
|
+
Metadata-Version: 2.5
|
|
2
|
+
Name: openbacktesting
|
|
3
|
+
Version: 0.2.0
|
|
4
|
+
Summary: OpenBacktesting native historical backtesting engine
|
|
5
|
+
License-Expression: Apache-2.0
|
|
6
|
+
License-File: LICENSE
|
|
7
|
+
Requires-Python: <3.15,>=3.12
|
|
8
|
+
Requires-Dist: numpy<3,>=2
|
|
9
|
+
Requires-Dist: pandas-ta-classic==0.8.32
|
|
10
|
+
Requires-Dist: pandas<4,>=2.2
|
|
11
|
+
Provides-Extra: optimize
|
|
12
|
+
Requires-Dist: sambo<2,>=1.25; extra == 'optimize'
|
|
13
|
+
Requires-Dist: scikit-learn<2,>=1.5; extra == 'optimize'
|
|
14
|
+
Provides-Extra: test
|
|
15
|
+
Requires-Dist: ipywidgets<9,>=8; extra == 'test'
|
|
16
|
+
Requires-Dist: pytest<10,>=8.4; extra == 'test'
|
|
17
|
+
Requires-Dist: sambo<2,>=1.25; extra == 'test'
|
|
18
|
+
Requires-Dist: scikit-learn<2,>=1.5; extra == 'test'
|
|
19
|
+
Requires-Dist: tqdm<5,>=4.66; extra == 'test'
|
|
20
|
+
Description-Content-Type: text/markdown
|
|
21
|
+
|
|
22
|
+
# OpenBacktesting
|
|
23
|
+
|
|
24
|
+
**Historical backtesting in Python, from strategy rules to inspectable results.**
|
|
25
|
+
|
|
26
|
+
**English** · [简体中文](docs/readme/README.zh-CN.md) · [Español](docs/readme/README.es.md) · [Português (Brasil)](docs/readme/README.pt-BR.md) · [Français](docs/readme/README.fr.md) · [Deutsch](docs/readme/README.de.md) · [Italiano](docs/readme/README.it.md) · [हिन्दी](docs/readme/README.hi.md)
|
|
27
|
+
|
|
28
|
+
Write bar-by-bar strategies, evaluate them on historical market data, and inspect orders, trades, equity, and risk statistics. OpenBacktesting is a standalone Python package with indicators, parameter optimization, Portfolio reports, and plotting-data export.
|
|
29
|
+
|
|
30
|
+
**Python 3.12–3.14** · **Version 0.2.0** · Distribution and import: `openbacktesting`
|
|
31
|
+
|
|
32
|
+
[Quick start](#quick-start) · [Manual](https://docs.openbacktesting.com/) · [Examples](https://docs.openbacktesting.com/examples/) · [Report an issue](https://github.com/lucidcog/openbacktesting/issues)
|
|
33
|
+
|
|
34
|
+
## Top sponsor — Pineify
|
|
35
|
+
|
|
36
|
+
<a href="https://pineify.app">
|
|
37
|
+
<img src="docs/assets/pineify-logo.svg" alt="Pineify" width="96">
|
|
38
|
+
</a>
|
|
39
|
+
|
|
40
|
+
**[Pineify](https://pineify.app) is OpenBacktesting's top paid sponsor.** Its financial support helps fund this project.
|
|
41
|
+
|
|
42
|
+
Pineify is an AI trading toolkit for building indicators and strategies across multiple platforms. It brings together Pine Script AI, a Finance Agent, AI stock picking, market screening, chart analysis, and MCP tools. [Explore Pineify →](https://pineify.app)
|
|
43
|
+
|
|
44
|
+
## What you can do
|
|
45
|
+
|
|
46
|
+
- **Build strategies:** use a bar-by-bar lifecycle, typed inputs, built-in indicators, and composable helpers.
|
|
47
|
+
- **Inspect execution:** examine orders, fills, position sizing, fees, closed trades, and open lots.
|
|
48
|
+
- **Analyze results:** read pandas statistics, equity curves, and immutable Portfolio reports for each run.
|
|
49
|
+
- **Compare parameters:** run grid searches or optional SAMBO optimization, save experiment results, and export plotting data for your own renderer.
|
|
50
|
+
|
|
51
|
+
## Quick start
|
|
52
|
+
|
|
53
|
+
Install [uv](https://docs.astral.sh/uv/getting-started/installation/) and use Python `>=3.12,<3.15`. From a terminal:
|
|
54
|
+
|
|
55
|
+
```sh
|
|
56
|
+
git clone https://github.com/lucidcog/openbacktesting.git
|
|
57
|
+
cd openbacktesting
|
|
58
|
+
uv sync --locked
|
|
59
|
+
uv run --locked python examples/advanced/native_run.py
|
|
60
|
+
```
|
|
61
|
+
|
|
62
|
+
The example uses bundled GOOG historical data; no market-data download is required. It prints return, trade count, maximum drawdown, and result tables. See [your first backtest](https://docs.openbacktesting.com/quickstart/) for a walkthrough.
|
|
63
|
+
|
|
64
|
+
To install the checked-out source into an existing Python environment instead:
|
|
65
|
+
|
|
66
|
+
```sh
|
|
67
|
+
python -m pip install .
|
|
68
|
+
```
|
|
69
|
+
|
|
70
|
+
The base dependencies are NumPy, pandas, and `pandas-ta-classic==0.8.32`. For SAMBO optimization, use `python -m pip install '.[optimize]'` or `uv sync --locked --extra optimize`. These are source-installation instructions; they do not assume a PyPI release. [Build and distribution details](https://docs.openbacktesting.com/development/).
|
|
71
|
+
|
|
72
|
+
## Minimal backtest
|
|
73
|
+
|
|
74
|
+
Save this as `quickstart.py` in the repository root and run `uv run --locked python quickstart.py`:
|
|
75
|
+
|
|
76
|
+
```python
|
|
77
|
+
from openbacktesting import Backtest, Strategy
|
|
78
|
+
from openbacktesting.test import GOOG
|
|
79
|
+
|
|
80
|
+
|
|
81
|
+
class BuyAndHold(Strategy):
|
|
82
|
+
def init(self):
|
|
83
|
+
pass
|
|
84
|
+
|
|
85
|
+
def next(self):
|
|
86
|
+
if self.bar_index == 0:
|
|
87
|
+
self.buy(qty=1)
|
|
88
|
+
|
|
89
|
+
|
|
90
|
+
result = Backtest(GOOG, BuyAndHold, end_policy="close_at_last_close").run()
|
|
91
|
+
print(result[["Return [%]", "# Trades", "Max. Drawdown [%]"]])
|
|
92
|
+
```
|
|
93
|
+
|
|
94
|
+
This strategy requests one unit on the first bar. Default execution occurs at the next bar's open; `close_at_last_close` closes the remaining position at the final close.
|
|
95
|
+
|
|
96
|
+
`run()` returns a pandas Series. Use `result["_trades"]` for trades and `result["_equity_curve"]` for equity history. See the [results guide](https://docs.openbacktesting.com/guides/results/) for the full field list and Portfolio export; underscore-prefixed fields are native diagnostics, not a stable cross-language contract.
|
|
97
|
+
|
|
98
|
+
## Documentation
|
|
99
|
+
|
|
100
|
+
[Manual](https://docs.openbacktesting.com/)
|
|
101
|
+
|
|
102
|
+
The detailed manual and examples are currently in English.
|
|
103
|
+
|
|
104
|
+
The online manual includes sidebar navigation, page outlines, and full-text search. To preview documentation changes locally:
|
|
105
|
+
|
|
106
|
+
```sh
|
|
107
|
+
uv run --locked --group docs mkdocs serve
|
|
108
|
+
```
|
|
109
|
+
|
|
110
|
+
Open `http://127.0.0.1:8000`. The server reloads when documentation changes. Build a static site with `bash scripts/build_docs.sh`; the output is in `build/docs/`. See [Cloudflare Pages deployment](https://docs.openbacktesting.com/deployment/) for the build settings.
|
|
111
|
+
|
|
112
|
+
| Topic | Reference |
|
|
113
|
+
| --- | --- |
|
|
114
|
+
| Getting started | [First backtest](https://docs.openbacktesting.com/quickstart/) · [Example index](https://docs.openbacktesting.com/examples/) |
|
|
115
|
+
| Strategies and data | [Strategy lifecycle](https://docs.openbacktesting.com/guides/author/) · [Market data](https://docs.openbacktesting.com/guides/data/) · [Strategy API](https://docs.openbacktesting.com/reference/strategy/) · [Backtest API](https://docs.openbacktesting.com/reference/core/) |
|
|
116
|
+
| Orders and positions | [Order, Position, and Trade](https://docs.openbacktesting.com/reference/trading/) |
|
|
117
|
+
| Indicators | [Indicator catalog](https://docs.openbacktesting.com/reference/indicators/) |
|
|
118
|
+
| Execution and optimization | [Running strategies](https://docs.openbacktesting.com/guides/runtime/) · [Parameter experiments](https://docs.openbacktesting.com/guides/optimizer/) |
|
|
119
|
+
| Results and plotting | [Results and Portfolio](https://docs.openbacktesting.com/guides/results/) · [Plotting-data export](https://docs.openbacktesting.com/guides/plotting/) |
|
|
120
|
+
| Development | [Verification and builds](https://docs.openbacktesting.com/development/) · [Current limitations](https://docs.openbacktesting.com/limitations/) |
|
|
121
|
+
|
|
122
|
+
## Scope and compatibility
|
|
123
|
+
|
|
124
|
+
- The trading model is **single asset, single settlement currency**. Portfolio reports describe one run; they are not multi-asset portfolio accounts.
|
|
125
|
+
- The package provides computation and plotting data. It includes **no chart renderer, live-trading engine, code sandbox, or Pine Script converter**, and does not promise Pine-equivalent semantics. Run only trusted strategy code.
|
|
126
|
+
- Windows support and full Pine comparisons have not been validated. See [current limitations](https://docs.openbacktesting.com/limitations/) for execution and market-model boundaries.
|
|
127
|
+
|
|
128
|
+
The distribution and import name are both `openbacktesting`; there are no legacy-name entry points. Old module-path pickles are not migrated automatically, earlier branded archives are not guaranteed to load, and experiments created under an old execution identity must be rerun. [Migration and provenance details](https://docs.openbacktesting.com/development/#provenance-and-behavioral-boundaries).
|
|
129
|
+
|
|
130
|
+
## Support and contributing
|
|
131
|
+
|
|
132
|
+
Use [GitHub Issues](https://github.com/lucidcog/openbacktesting/issues) for bugs, questions, and feature requests. Include your Python/package versions, a minimal reproducer, and expected versus actual behavior. Contributions are welcome through [pull requests](https://github.com/lucidcog/openbacktesting/pulls).
|
|
133
|
+
|
|
134
|
+
Before submitting a code change, run:
|
|
135
|
+
|
|
136
|
+
```sh
|
|
137
|
+
uv sync --locked --extra test
|
|
138
|
+
uv run --locked python -m pytest
|
|
139
|
+
uv run --locked python -m openbacktesting.test
|
|
140
|
+
uv run --locked python scripts/check_package.py
|
|
141
|
+
```
|
|
142
|
+
|
|
143
|
+
Follow the [development guide](https://docs.openbacktesting.com/development/) for the complete checks. Public behavior changes need corresponding documentation, runnable examples, and execution validation. Code, comments, and technical documentation default to English; localized README content is intentional.
|
|
144
|
+
|
|
145
|
+
## Translations
|
|
146
|
+
|
|
147
|
+
This English README is the source of truth. Translations cover Simplified Chinese, Spanish, Brazilian Portuguese, French, German, Italian, and Hindi. Use the language links above, and follow the [translation guide](docs/readme/TRANSLATING.md) when updating them. Keep commands, API identifiers, capability boundaries, and sponsor attribution consistent across languages.
|
|
148
|
+
|
|
149
|
+
## License and provenance
|
|
150
|
+
|
|
151
|
+
The project license declaration is [Apache-2.0](LICENSE). Third-party materials retain their original licensing terms, including the [indicator reference data](tests/fixtures/indicator_expansion/README.md).
|
|
@@ -0,0 +1,130 @@
|
|
|
1
|
+
# OpenBacktesting
|
|
2
|
+
|
|
3
|
+
**Historical backtesting in Python, from strategy rules to inspectable results.**
|
|
4
|
+
|
|
5
|
+
**English** · [简体中文](docs/readme/README.zh-CN.md) · [Español](docs/readme/README.es.md) · [Português (Brasil)](docs/readme/README.pt-BR.md) · [Français](docs/readme/README.fr.md) · [Deutsch](docs/readme/README.de.md) · [Italiano](docs/readme/README.it.md) · [हिन्दी](docs/readme/README.hi.md)
|
|
6
|
+
|
|
7
|
+
Write bar-by-bar strategies, evaluate them on historical market data, and inspect orders, trades, equity, and risk statistics. OpenBacktesting is a standalone Python package with indicators, parameter optimization, Portfolio reports, and plotting-data export.
|
|
8
|
+
|
|
9
|
+
**Python 3.12–3.14** · **Version 0.2.0** · Distribution and import: `openbacktesting`
|
|
10
|
+
|
|
11
|
+
[Quick start](#quick-start) · [Manual](https://docs.openbacktesting.com/) · [Examples](https://docs.openbacktesting.com/examples/) · [Report an issue](https://github.com/lucidcog/openbacktesting/issues)
|
|
12
|
+
|
|
13
|
+
## Top sponsor — Pineify
|
|
14
|
+
|
|
15
|
+
<a href="https://pineify.app">
|
|
16
|
+
<img src="docs/assets/pineify-logo.svg" alt="Pineify" width="96">
|
|
17
|
+
</a>
|
|
18
|
+
|
|
19
|
+
**[Pineify](https://pineify.app) is OpenBacktesting's top paid sponsor.** Its financial support helps fund this project.
|
|
20
|
+
|
|
21
|
+
Pineify is an AI trading toolkit for building indicators and strategies across multiple platforms. It brings together Pine Script AI, a Finance Agent, AI stock picking, market screening, chart analysis, and MCP tools. [Explore Pineify →](https://pineify.app)
|
|
22
|
+
|
|
23
|
+
## What you can do
|
|
24
|
+
|
|
25
|
+
- **Build strategies:** use a bar-by-bar lifecycle, typed inputs, built-in indicators, and composable helpers.
|
|
26
|
+
- **Inspect execution:** examine orders, fills, position sizing, fees, closed trades, and open lots.
|
|
27
|
+
- **Analyze results:** read pandas statistics, equity curves, and immutable Portfolio reports for each run.
|
|
28
|
+
- **Compare parameters:** run grid searches or optional SAMBO optimization, save experiment results, and export plotting data for your own renderer.
|
|
29
|
+
|
|
30
|
+
## Quick start
|
|
31
|
+
|
|
32
|
+
Install [uv](https://docs.astral.sh/uv/getting-started/installation/) and use Python `>=3.12,<3.15`. From a terminal:
|
|
33
|
+
|
|
34
|
+
```sh
|
|
35
|
+
git clone https://github.com/lucidcog/openbacktesting.git
|
|
36
|
+
cd openbacktesting
|
|
37
|
+
uv sync --locked
|
|
38
|
+
uv run --locked python examples/advanced/native_run.py
|
|
39
|
+
```
|
|
40
|
+
|
|
41
|
+
The example uses bundled GOOG historical data; no market-data download is required. It prints return, trade count, maximum drawdown, and result tables. See [your first backtest](https://docs.openbacktesting.com/quickstart/) for a walkthrough.
|
|
42
|
+
|
|
43
|
+
To install the checked-out source into an existing Python environment instead:
|
|
44
|
+
|
|
45
|
+
```sh
|
|
46
|
+
python -m pip install .
|
|
47
|
+
```
|
|
48
|
+
|
|
49
|
+
The base dependencies are NumPy, pandas, and `pandas-ta-classic==0.8.32`. For SAMBO optimization, use `python -m pip install '.[optimize]'` or `uv sync --locked --extra optimize`. These are source-installation instructions; they do not assume a PyPI release. [Build and distribution details](https://docs.openbacktesting.com/development/).
|
|
50
|
+
|
|
51
|
+
## Minimal backtest
|
|
52
|
+
|
|
53
|
+
Save this as `quickstart.py` in the repository root and run `uv run --locked python quickstart.py`:
|
|
54
|
+
|
|
55
|
+
```python
|
|
56
|
+
from openbacktesting import Backtest, Strategy
|
|
57
|
+
from openbacktesting.test import GOOG
|
|
58
|
+
|
|
59
|
+
|
|
60
|
+
class BuyAndHold(Strategy):
|
|
61
|
+
def init(self):
|
|
62
|
+
pass
|
|
63
|
+
|
|
64
|
+
def next(self):
|
|
65
|
+
if self.bar_index == 0:
|
|
66
|
+
self.buy(qty=1)
|
|
67
|
+
|
|
68
|
+
|
|
69
|
+
result = Backtest(GOOG, BuyAndHold, end_policy="close_at_last_close").run()
|
|
70
|
+
print(result[["Return [%]", "# Trades", "Max. Drawdown [%]"]])
|
|
71
|
+
```
|
|
72
|
+
|
|
73
|
+
This strategy requests one unit on the first bar. Default execution occurs at the next bar's open; `close_at_last_close` closes the remaining position at the final close.
|
|
74
|
+
|
|
75
|
+
`run()` returns a pandas Series. Use `result["_trades"]` for trades and `result["_equity_curve"]` for equity history. See the [results guide](https://docs.openbacktesting.com/guides/results/) for the full field list and Portfolio export; underscore-prefixed fields are native diagnostics, not a stable cross-language contract.
|
|
76
|
+
|
|
77
|
+
## Documentation
|
|
78
|
+
|
|
79
|
+
[Manual](https://docs.openbacktesting.com/)
|
|
80
|
+
|
|
81
|
+
The detailed manual and examples are currently in English.
|
|
82
|
+
|
|
83
|
+
The online manual includes sidebar navigation, page outlines, and full-text search. To preview documentation changes locally:
|
|
84
|
+
|
|
85
|
+
```sh
|
|
86
|
+
uv run --locked --group docs mkdocs serve
|
|
87
|
+
```
|
|
88
|
+
|
|
89
|
+
Open `http://127.0.0.1:8000`. The server reloads when documentation changes. Build a static site with `bash scripts/build_docs.sh`; the output is in `build/docs/`. See [Cloudflare Pages deployment](https://docs.openbacktesting.com/deployment/) for the build settings.
|
|
90
|
+
|
|
91
|
+
| Topic | Reference |
|
|
92
|
+
| --- | --- |
|
|
93
|
+
| Getting started | [First backtest](https://docs.openbacktesting.com/quickstart/) · [Example index](https://docs.openbacktesting.com/examples/) |
|
|
94
|
+
| Strategies and data | [Strategy lifecycle](https://docs.openbacktesting.com/guides/author/) · [Market data](https://docs.openbacktesting.com/guides/data/) · [Strategy API](https://docs.openbacktesting.com/reference/strategy/) · [Backtest API](https://docs.openbacktesting.com/reference/core/) |
|
|
95
|
+
| Orders and positions | [Order, Position, and Trade](https://docs.openbacktesting.com/reference/trading/) |
|
|
96
|
+
| Indicators | [Indicator catalog](https://docs.openbacktesting.com/reference/indicators/) |
|
|
97
|
+
| Execution and optimization | [Running strategies](https://docs.openbacktesting.com/guides/runtime/) · [Parameter experiments](https://docs.openbacktesting.com/guides/optimizer/) |
|
|
98
|
+
| Results and plotting | [Results and Portfolio](https://docs.openbacktesting.com/guides/results/) · [Plotting-data export](https://docs.openbacktesting.com/guides/plotting/) |
|
|
99
|
+
| Development | [Verification and builds](https://docs.openbacktesting.com/development/) · [Current limitations](https://docs.openbacktesting.com/limitations/) |
|
|
100
|
+
|
|
101
|
+
## Scope and compatibility
|
|
102
|
+
|
|
103
|
+
- The trading model is **single asset, single settlement currency**. Portfolio reports describe one run; they are not multi-asset portfolio accounts.
|
|
104
|
+
- The package provides computation and plotting data. It includes **no chart renderer, live-trading engine, code sandbox, or Pine Script converter**, and does not promise Pine-equivalent semantics. Run only trusted strategy code.
|
|
105
|
+
- Windows support and full Pine comparisons have not been validated. See [current limitations](https://docs.openbacktesting.com/limitations/) for execution and market-model boundaries.
|
|
106
|
+
|
|
107
|
+
The distribution and import name are both `openbacktesting`; there are no legacy-name entry points. Old module-path pickles are not migrated automatically, earlier branded archives are not guaranteed to load, and experiments created under an old execution identity must be rerun. [Migration and provenance details](https://docs.openbacktesting.com/development/#provenance-and-behavioral-boundaries).
|
|
108
|
+
|
|
109
|
+
## Support and contributing
|
|
110
|
+
|
|
111
|
+
Use [GitHub Issues](https://github.com/lucidcog/openbacktesting/issues) for bugs, questions, and feature requests. Include your Python/package versions, a minimal reproducer, and expected versus actual behavior. Contributions are welcome through [pull requests](https://github.com/lucidcog/openbacktesting/pulls).
|
|
112
|
+
|
|
113
|
+
Before submitting a code change, run:
|
|
114
|
+
|
|
115
|
+
```sh
|
|
116
|
+
uv sync --locked --extra test
|
|
117
|
+
uv run --locked python -m pytest
|
|
118
|
+
uv run --locked python -m openbacktesting.test
|
|
119
|
+
uv run --locked python scripts/check_package.py
|
|
120
|
+
```
|
|
121
|
+
|
|
122
|
+
Follow the [development guide](https://docs.openbacktesting.com/development/) for the complete checks. Public behavior changes need corresponding documentation, runnable examples, and execution validation. Code, comments, and technical documentation default to English; localized README content is intentional.
|
|
123
|
+
|
|
124
|
+
## Translations
|
|
125
|
+
|
|
126
|
+
This English README is the source of truth. Translations cover Simplified Chinese, Spanish, Brazilian Portuguese, French, German, Italian, and Hindi. Use the language links above, and follow the [translation guide](docs/readme/TRANSLATING.md) when updating them. Keep commands, API identifiers, capability boundaries, and sponsor attribution consistent across languages.
|
|
127
|
+
|
|
128
|
+
## License and provenance
|
|
129
|
+
|
|
130
|
+
The project license declaration is [Apache-2.0](LICENSE). Third-party materials retain their original licensing terms, including the [indicator reference data](tests/fixtures/indicator_expansion/README.md).
|
|
@@ -0,0 +1,9 @@
|
|
|
1
|
+
# Pineify logo attribution
|
|
2
|
+
|
|
3
|
+
- **Asset:** `pineify-logo.svg`
|
|
4
|
+
- **Source:** [Pineify Manual](https://pineify.app/manual/) (`/manual/pineify-logo-2.svg`)
|
|
5
|
+
- **Publisher:** [Pineify](https://pineify.app/en)
|
|
6
|
+
- **Acquisition:** downloaded on 2026-10-13 and stored without edits.
|
|
7
|
+
- **SHA-256:** `0f559ddface01642a2505e7c59e8cb3cd8cf25120b2498b459e0788aa0d11084`
|
|
8
|
+
|
|
9
|
+
Use the asset only as the Pineify sponsor mark. Preserve the source artwork and link the displayed mark to `https://pineify.app` when embedding it in the repository README.
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
<svg width="180" height="180" viewBox="0 0 180 180" fill="none" xmlns="http://www.w3.org/2000/svg">
|
|
2
|
+
<g clip-path="url(#clip0_47_608)">
|
|
3
|
+
<path d="M56.4479 117.863L31.4457 102.71C29.4704 101.513 28.9166 98.8966 30.2375 97.0019L85.6676 17.4916C87.2166 15.2696 90.4799 15.1973 92.1258 17.3486L150.587 93.7621C151.614 95.1043 151.686 96.9469 150.768 98.3656L148.69 101.577C147.606 103.253 145.452 103.873 143.643 103.03L112.336 88.449C111.071 87.8596 109.59 87.9725 108.429 88.7468L65.032 117.678C62.4489 119.4 59.1028 119.472 56.4479 117.863Z" fill="url(#paint0_linear_47_608)"/>
|
|
4
|
+
<path fill-rule="evenodd" clip-rule="evenodd" d="M103.299 116.153C103.299 114.313 103.299 113.394 102.919 112.869C102.574 112.392 102.035 112.091 101.448 112.047C100.802 111.999 100.019 112.481 98.4522 113.445L65.9278 133.46C63.3899 135.021 60.1943 135.043 57.6353 133.516L33.9838 119.401C32.1871 118.329 29.8678 118.823 28.6633 120.533L0.736343 160.198C-1.12955 162.848 0.765903 166.501 4.00699 166.501H176.336C179.625 166.501 181.509 162.751 179.545 160.113L153.142 124.633C152.587 123.888 151.868 123.282 151.039 122.863L121.916 108.112C120.405 107.346 119.649 106.964 119.034 107.046C118.473 107.121 117.97 107.43 117.65 107.896C117.299 108.408 117.299 109.255 117.299 110.949V125.001C117.299 128.5 114.613 131.001 111.299 131.001H109.299C105.985 131.001 103.299 128.314 103.299 125.001V116.153Z" fill="url(#paint1_linear_47_608)"/>
|
|
5
|
+
</g>
|
|
6
|
+
<defs>
|
|
7
|
+
<linearGradient id="paint0_linear_47_608" x1="81.2988" y1="27" x2="130.299" y2="84" gradientUnits="userSpaceOnUse">
|
|
8
|
+
<stop stop-color="#4ECAFF"/>
|
|
9
|
+
<stop offset="1" stop-color="#2B61D9"/>
|
|
10
|
+
</linearGradient>
|
|
11
|
+
<linearGradient id="paint1_linear_47_608" x1="65.1842" y1="104.039" x2="91.1914" y2="171.288" gradientUnits="userSpaceOnUse">
|
|
12
|
+
<stop stop-color="#25C7EB"/>
|
|
13
|
+
<stop offset="1" stop-color="#2563EB"/>
|
|
14
|
+
</linearGradient>
|
|
15
|
+
<clipPath id="clip0_47_608">
|
|
16
|
+
<rect width="180" height="180" fill="white"/>
|
|
17
|
+
</clipPath>
|
|
18
|
+
</defs>
|
|
19
|
+
</svg>
|