simple-backtest-kankane 0.3.1__tar.gz

simple_backtest_kankane-0.3.1/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2025 Backtesting Framework Contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

simple_backtest_kankane-0.3.1/MANIFEST.in

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+include README.md
+include LICENSE
+include pyproject.toml
+
+recursive-include simple_backtest *.py
+recursive-exclude tests *
+recursive-exclude * __pycache__
+recursive-exclude * *.py[co]

simple_backtest_kankane-0.3.1/PKG-INFO

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+Metadata-Version: 2.4
+Name: simple-backtest-kankane
+Version: 0.3.1
+Summary: Simple backtesting framework for trading strategies
+Author-email: Raghav Kankane <raghavkankane07@gmail.com>
+License: MIT
+Keywords: backtesting,trading,finance,algorithmic-trading
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=2.0.0
+Requires-Dist: numpy>=1.24.0
+Requires-Dist: pydantic>=2.0.0
+Requires-Dist: pydantic-settings>=2.0.0
+Requires-Dist: plotly>=5.14.0
+Requires-Dist: joblib>=1.3.0
+Requires-Dist: tqdm>=4.65.0
+Requires-Dist: scipy>=1.11.0
+Provides-Extra: dev
+Requires-Dist: pytest>=7.4.0; extra == "dev"
+Requires-Dist: pytest-cov>=4.1.0; extra == "dev"
+Requires-Dist: ruff>=0.1.0; extra == "dev"
+Requires-Dist: yfinance>=0.2.0; extra == "dev"
+Requires-Dist: jupyter>=1.0.0; extra == "dev"
+Requires-Dist: matplotlib>=3.7.0; extra == "dev"
+Requires-Dist: pre-commit>=3.5.0; extra == "dev"
+Dynamic: license-file
+
+<div align="center">
+
+# Simple Backtest
+
+**A high-performance, asset-agnostic backtesting framework for Python**
+
+[![Python Version](https://img.shields.io/badge/python-3.10%2B-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+[![Code style: ruff](https://img.shields.io/badge/code%20style-ruff-000000.svg)](https://github.com/astral-sh/ruff)
+[![Tests](https://img.shields.io/badge/tests-268%20passed-success.svg)](#)
+
+[Features](#-features) • [Installation](#-installation) • [Quick Start](#-quick-start) • [Data Loaders](#-data-loaders) • [Documentation](#-documentation)
+
+</div>
+
+---
+
+## 📖 About
+
+Simple Backtest provides a clean framework for running strategy backtests with strong validation, robust metrics, and extensible architecture.
+
+You can still bring your own pandas DataFrame, but the project now also includes **optional data source integrations** so users can load and normalize OHLCV data faster.
+
+## ✨ Features
+
+- **Backtesting Engine**: Fast, deterministic strategy execution
+- **Validation First**: Actionable errors for data, config, and strategy inputs
+- **Asset-Agnostic Design**: Works with stocks, forex, crypto, ETFs, and more
+- **20+ Metrics**: Return, drawdown, Sharpe, Sortino, Calmar, alpha/beta, etc.
+- **Optimization**: Grid search, random search, walk-forward
+- **Optional Data Integrations**:
+  - `CSVLoader`
+  - `YFinanceLoader`
+  - `CCXTLoader`
+  - `AlphaVantageLoader`
+  - `PolygonLoader`
+
+## 📦 Installation
+
+### Core package
+
+```bash
+pip install simple-backtest
+```
+
+### Optional loader dependencies
+
+Install only what you use:
+
+```bash
+# Yahoo Finance
+pip install yfinance
+
+# Crypto exchange data
+pip install ccxt
+
+# REST API loaders (Alpha Vantage, Polygon)
+pip install requests
+```
+
+### Development setup
+
+```bash
+git clone <your-repository-url>
+cd simple-backtest
+pip install -e ".[dev]"
+```
+
+**Requirements**: Python 3.10+
+
+## 🚀 Quick Start
+
+### Backtest from any OHLCV DataFrame
+
+```python
+from simple_backtest import Backtest, BacktestConfig, MovingAverageStrategy
+
+# data must contain: Open, High, Low, Close (Volume optional unless configured)
+strategy = MovingAverageStrategy(short_window=10, long_window=30, shares=10)
+config = BacktestConfig.default(initial_capital=10000)
+
+backtest = Backtest(data, config)
+results = backtest.run([strategy])
+
+print(results.get_strategy(strategy.get_name()).summary())
+```
+
+### Backtest using built-in CSV loader
+
+```python
+from simple_backtest import Backtest, BacktestConfig, CSVLoader, MovingAverageStrategy
+
+loader = CSVLoader()
+data = loader.load("data/aapl.csv", start="2020-01-01", end="2023-12-31")
+
+backtest = Backtest(data, BacktestConfig.default(initial_capital=10000))
+results = backtest.run([MovingAverageStrategy(short_window=10, long_window=30, shares=10)])
+```
+
+## 🔌 Data Loaders
+
+All loaders inherit from `DataLoader` and return a validated DataFrame with standardized columns:
+
+`Open`, `High`, `Low`, `Close`, `Volume`
+
+Validation is always run internally before the DataFrame is returned.
+
+### `CSVLoader`
+
+- Reads local CSV files
+- Auto-detects date column (`Date`, `date`, `Datetime`, `datetime`, or datetime index)
+- Normalizes common column variants (`open` → `Open`, etc.)
+- Supports optional date filtering via `start` and `end`
+
+```python
+from simple_backtest import CSVLoader
+
+data = CSVLoader().load("prices.csv", start="2021-01-01", end="2021-12-31")
+```
+
+### `YFinanceLoader`
+
+- Uses `yfinance.download(...)`
+- Handles yfinance MultiIndex column outputs
+- Raises clear import/data errors
+
+```python
+from simple_backtest import YFinanceLoader
+
+data = YFinanceLoader().load("AAPL", "2020-01-01", "2023-12-31")
+```
+
+### `CCXTLoader`
+
+- Uses `ccxt` exchange clients
+- Supports constructor args: `exchange_name`, optional `api_key`, `api_secret`
+- Converts millisecond timestamps to `DatetimeIndex`
+- Auto-paginates OHLCV fetches for larger ranges
+
+```python
+from simple_backtest import CCXTLoader
+
+loader = CCXTLoader(exchange_name="binance")
+data = loader.load("BTC/USDT", "2021-01-01", "2021-12-31", timeframe="1d")
+```
+
+### `AlphaVantageLoader`
+
+- Uses Alpha Vantage daily REST endpoint
+- Constructor requires `api_key`
+- Parses API JSON into standardized OHLCV DataFrame
+- Applies `start` / `end` filtering post-load
+
+```python
+from simple_backtest import AlphaVantageLoader
+
+loader = AlphaVantageLoader(api_key="YOUR_KEY")
+data = loader.load("AAPL", "2020-01-01", "2023-12-31")
+```
+
+### `PolygonLoader`
+
+- Uses Polygon aggregates REST endpoint
+- Constructor requires `api_key`
+- Handles `next_url` pagination
+- Parses `o/h/l/c/v/t` fields into standardized OHLCV DataFrame
+
+```python
+from simple_backtest import PolygonLoader
+
+loader = PolygonLoader(api_key="YOUR_KEY")
+data = loader.load("AAPL", "2020-01-01", "2023-12-31", timespan="day", multiplier=1)
+```
+
+### Create your own loader
+
+```python
+import pandas as pd
+from simple_backtest import DataLoader
+
+
+class MyCustomLoader(DataLoader):
+    def load(self, symbol, start, end) -> pd.DataFrame:
+        # fetch/construct your data
+        data = pd.DataFrame(...)
+        return self._finalize_dataframe(data)
+```
+
+## 📚 Documentation
+
+### Built-in strategy helpers
+
+When writing a custom strategy (subclass of `Strategy`), you can use:
+
+- `self.has_position()`
+- `self.get_position()`
+- `self.get_cash()`
+- `self.get_portfolio_value()`
+- `self.buy(shares)`
+- `self.sell(shares)`
+- `self.sell_all()`
+- `self.hold()`
+- `self.buy_percent(percent)`
+- `self.buy_cash(amount)`
+
+### Config presets
+
+```python
+from simple_backtest import BacktestConfig
+
+config = BacktestConfig.default(initial_capital=10000)
+config_zero_fees = BacktestConfig.zero_commission(initial_capital=10000)
+config_hft = BacktestConfig.high_frequency(initial_capital=100000)
+config_swing = BacktestConfig.swing_trading(initial_capital=10000)
+```
+
+### Optimizers
+
+- `GridSearchOptimizer`
+- `RandomSearchOptimizer`
+- `WalkForwardOptimizer`
+
+## 📓 Notebooks
+
+Jupyter examples are available in the [notebooks](notebooks) folder:
+
+- `01_basic_usage.ipynb`
+- `02_candle_strategies.ipynb`
+- `03_ta_strategies.ipynb`
+- `04_ml_strategies.ipynb`
+- `05_commission_usage.ipynb`
+- `06_advanced_optimization.ipynb`
+
+## 🛠️ Development
+
+### Run tests
+
+```bash
+pytest
+```
+
+### Run linting
+
+```bash
+ruff check simple_backtest tests
+```
+
+### Format
+
+```bash
+ruff format simple_backtest tests
+```
+
+## 🤝 Contributing
+
+Contributions are welcome.
+
+1. Fork repository
+2. Create branch
+3. Add tests for changes
+4. Run `pytest` and `ruff check`
+5. Open pull request
+
+## 📄 License
+
+MIT. See [LICENSE](LICENSE).
+
+## 📬 Support
+
+- Issues: Use your repository issue tracker
+- Discussions: Use your repository discussions page

simple_backtest_kankane-0.3.1/README.md

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+<div align="center">
+
+# Simple Backtest
+
+**A high-performance, asset-agnostic backtesting framework for Python**
+
+[![Python Version](https://img.shields.io/badge/python-3.10%2B-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+[![Code style: ruff](https://img.shields.io/badge/code%20style-ruff-000000.svg)](https://github.com/astral-sh/ruff)
+[![Tests](https://img.shields.io/badge/tests-268%20passed-success.svg)](#)
+
+[Features](#-features) • [Installation](#-installation) • [Quick Start](#-quick-start) • [Data Loaders](#-data-loaders) • [Documentation](#-documentation)
+
+</div>
+
+---
+
+## 📖 About
+
+Simple Backtest provides a clean framework for running strategy backtests with strong validation, robust metrics, and extensible architecture.
+
+You can still bring your own pandas DataFrame, but the project now also includes **optional data source integrations** so users can load and normalize OHLCV data faster.
+
+## ✨ Features
+
+- **Backtesting Engine**: Fast, deterministic strategy execution
+- **Validation First**: Actionable errors for data, config, and strategy inputs
+- **Asset-Agnostic Design**: Works with stocks, forex, crypto, ETFs, and more
+- **20+ Metrics**: Return, drawdown, Sharpe, Sortino, Calmar, alpha/beta, etc.
+- **Optimization**: Grid search, random search, walk-forward
+- **Optional Data Integrations**:
+  - `CSVLoader`
+  - `YFinanceLoader`
+  - `CCXTLoader`
+  - `AlphaVantageLoader`
+  - `PolygonLoader`
+
+## 📦 Installation
+
+### Core package
+
+```bash
+pip install simple-backtest
+```
+
+### Optional loader dependencies
+
+Install only what you use:
+
+```bash
+# Yahoo Finance
+pip install yfinance
+
+# Crypto exchange data
+pip install ccxt
+
+# REST API loaders (Alpha Vantage, Polygon)
+pip install requests
+```
+
+### Development setup
+
+```bash
+git clone <your-repository-url>
+cd simple-backtest
+pip install -e ".[dev]"
+```
+
+**Requirements**: Python 3.10+
+
+## 🚀 Quick Start
+
+### Backtest from any OHLCV DataFrame
+
+```python
+from simple_backtest import Backtest, BacktestConfig, MovingAverageStrategy
+
+# data must contain: Open, High, Low, Close (Volume optional unless configured)
+strategy = MovingAverageStrategy(short_window=10, long_window=30, shares=10)
+config = BacktestConfig.default(initial_capital=10000)
+
+backtest = Backtest(data, config)
+results = backtest.run([strategy])
+
+print(results.get_strategy(strategy.get_name()).summary())
+```
+
+### Backtest using built-in CSV loader
+
+```python
+from simple_backtest import Backtest, BacktestConfig, CSVLoader, MovingAverageStrategy
+
+loader = CSVLoader()
+data = loader.load("data/aapl.csv", start="2020-01-01", end="2023-12-31")
+
+backtest = Backtest(data, BacktestConfig.default(initial_capital=10000))
+results = backtest.run([MovingAverageStrategy(short_window=10, long_window=30, shares=10)])
+```
+
+## 🔌 Data Loaders
+
+All loaders inherit from `DataLoader` and return a validated DataFrame with standardized columns:
+
+`Open`, `High`, `Low`, `Close`, `Volume`
+
+Validation is always run internally before the DataFrame is returned.
+
+### `CSVLoader`
+
+- Reads local CSV files
+- Auto-detects date column (`Date`, `date`, `Datetime`, `datetime`, or datetime index)
+- Normalizes common column variants (`open` → `Open`, etc.)
+- Supports optional date filtering via `start` and `end`
+
+```python
+from simple_backtest import CSVLoader
+
+data = CSVLoader().load("prices.csv", start="2021-01-01", end="2021-12-31")
+```
+
+### `YFinanceLoader`
+
+- Uses `yfinance.download(...)`
+- Handles yfinance MultiIndex column outputs
+- Raises clear import/data errors
+
+```python
+from simple_backtest import YFinanceLoader
+
+data = YFinanceLoader().load("AAPL", "2020-01-01", "2023-12-31")
+```
+
+### `CCXTLoader`
+
+- Uses `ccxt` exchange clients
+- Supports constructor args: `exchange_name`, optional `api_key`, `api_secret`
+- Converts millisecond timestamps to `DatetimeIndex`
+- Auto-paginates OHLCV fetches for larger ranges
+
+```python
+from simple_backtest import CCXTLoader
+
+loader = CCXTLoader(exchange_name="binance")
+data = loader.load("BTC/USDT", "2021-01-01", "2021-12-31", timeframe="1d")
+```
+
+### `AlphaVantageLoader`
+
+- Uses Alpha Vantage daily REST endpoint
+- Constructor requires `api_key`
+- Parses API JSON into standardized OHLCV DataFrame
+- Applies `start` / `end` filtering post-load
+
+```python
+from simple_backtest import AlphaVantageLoader
+
+loader = AlphaVantageLoader(api_key="YOUR_KEY")
+data = loader.load("AAPL", "2020-01-01", "2023-12-31")
+```
+
+### `PolygonLoader`
+
+- Uses Polygon aggregates REST endpoint
+- Constructor requires `api_key`
+- Handles `next_url` pagination
+- Parses `o/h/l/c/v/t` fields into standardized OHLCV DataFrame
+
+```python
+from simple_backtest import PolygonLoader
+
+loader = PolygonLoader(api_key="YOUR_KEY")
+data = loader.load("AAPL", "2020-01-01", "2023-12-31", timespan="day", multiplier=1)
+```
+
+### Create your own loader
+
+```python
+import pandas as pd
+from simple_backtest import DataLoader
+
+
+class MyCustomLoader(DataLoader):
+    def load(self, symbol, start, end) -> pd.DataFrame:
+        # fetch/construct your data
+        data = pd.DataFrame(...)
+        return self._finalize_dataframe(data)
+```
+
+## 📚 Documentation
+
+### Built-in strategy helpers
+
+When writing a custom strategy (subclass of `Strategy`), you can use:
+
+- `self.has_position()`
+- `self.get_position()`
+- `self.get_cash()`
+- `self.get_portfolio_value()`
+- `self.buy(shares)`
+- `self.sell(shares)`
+- `self.sell_all()`
+- `self.hold()`
+- `self.buy_percent(percent)`
+- `self.buy_cash(amount)`
+
+### Config presets
+
+```python
+from simple_backtest import BacktestConfig
+
+config = BacktestConfig.default(initial_capital=10000)
+config_zero_fees = BacktestConfig.zero_commission(initial_capital=10000)
+config_hft = BacktestConfig.high_frequency(initial_capital=100000)
+config_swing = BacktestConfig.swing_trading(initial_capital=10000)
+```
+
+### Optimizers
+
+- `GridSearchOptimizer`
+- `RandomSearchOptimizer`
+- `WalkForwardOptimizer`
+
+## 📓 Notebooks
+
+Jupyter examples are available in the [notebooks](notebooks) folder:
+
+- `01_basic_usage.ipynb`
+- `02_candle_strategies.ipynb`
+- `03_ta_strategies.ipynb`
+- `04_ml_strategies.ipynb`
+- `05_commission_usage.ipynb`
+- `06_advanced_optimization.ipynb`
+
+## 🛠️ Development
+
+### Run tests
+
+```bash
+pytest
+```
+
+### Run linting
+
+```bash
+ruff check simple_backtest tests
+```
+
+### Format
+
+```bash
+ruff format simple_backtest tests
+```
+
+## 🤝 Contributing
+
+Contributions are welcome.
+
+1. Fork repository
+2. Create branch
+3. Add tests for changes
+4. Run `pytest` and `ruff check`
+5. Open pull request
+
+## 📄 License
+
+MIT. See [LICENSE](LICENSE).
+
+## 📬 Support
+
+- Issues: Use your repository issue tracker
+- Discussions: Use your repository discussions page

simple_backtest_kankane-0.3.1/pyproject.toml

@@ -0,0 +1,64 @@
+[project]
+name = "simple-backtest-kankane"
+version = "0.3.1"
+description = "Simple backtesting framework for trading strategies"
+readme = "README.md"
+requires-python = ">=3.10"
+license = {text = "MIT"}
+authors = [{name = "Raghav Kankane", email = "raghavkankane07@gmail.com"}]
+keywords = ["backtesting", "trading", "finance", "algorithmic-trading"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Developers",
+    "License :: OSI Approved :: MIT License",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+]
+dependencies = [
+    "pandas>=2.0.0",
+    "numpy>=1.24.0",
+    "pydantic>=2.0.0",
+    "pydantic-settings>=2.0.0",
+    "plotly>=5.14.0",
+    "joblib>=1.3.0",
+    "tqdm>=4.65.0",
+    "scipy>=1.11.0",
+]
+
+[project.optional-dependencies]
+dev = [
+    "pytest>=7.4.0",
+    "pytest-cov>=4.1.0",
+    "ruff>=0.1.0",
+    "yfinance>=0.2.0",
+    "jupyter>=1.0.0",
+    "matplotlib>=3.7.0",
+    "pre-commit>=3.5.0",
+]
+
+[build-system]
+requires = ["setuptools>=68.0.0"]
+build-backend = "setuptools.build_meta"
+
+[tool.setuptools.packages.find]
+include = ["simple_backtest*"]
+exclude = ["tests*"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+addopts = ["-ra", "--strict-markers"]
+
+[tool.coverage.run]
+source = ["simple_backtest"]
+
+[tool.ruff]
+line-length = 100
+target-version = "py310"
+
+[tool.ruff.lint]
+select = ["E", "F", "I"]
+ignore = ["E501"]
+
+[tool.ruff.lint.per-file-ignores]
+"__init__.py" = ["F401"]

simple_backtest_kankane-0.3.1/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+