A backtester and spreadsheet library for security analysis.
Why another python backtesting library? How is pinkfish different? Simple, I couldn't find a python backtesting library that I allowed me to backtest intraday strategies with daily data. Even simple strategies like 'buying on the close' on the SAME day a 'new 20 day high is set' were not allowed. Additionally, I was put off by the complexity of some of the libraries available, and wanted something simple, that doesn't get in the way, and just allows me to test my trading ideas. I didn't set out to write a new backtesting library, but I had to. Daily data is free; minute and tick data are typically not. Using minute and tick data can require hours to run vs seconds for daily data.
Some of the key features of pinkfish:
- leverages pandas for dataframe, spreadsheet like features
- leverages matplotlib for making financial graphs
- uses ta-lib to easily implement technical indicators
- uses daily data (vs minute or tick data) for intraday trading
- uses free daily data from yahoo finance
- simple to use python API
- create spreadsheets within ipython by utilizing pandas dataframes and itable formatting
This is how I got pinkfish working on xubuntu 16.04:
sudo apt-get update sudo apt-get upgrade sudo apt-get install build-essential sudo apt-get install git sudo apt-get install python-pip sudo apt-get install python-dev sudo apt-get install libfreetype6-dev sudo -H pip install --upgrade pip sudo -H pip install six --upgrade sudo -H pip install numpy sudo -H pip install python-dateutil sudo -H pip install matplotlib sudo -H pip install pandas sudo -H pip install pandas-datareader (http://mrjbq7.github.io/ta-lib/install.html) cd ~/Downloads sudo wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz tar -xzvf ta-lib-0.4.0-src.tar.gz cd ta-lib ./configure --prefix=/usr make sudo make install sudo -H pip install TA-Lib sudo apt-get install ipython-notebook #if you want to read the notebook v4 format #sudo pip install ipython --upgrade #sudo pip install jsonschema #if you want to run unit tests sudo apt install python-tk #install itable from github mkdir ~/src cd ~/src git clone https://github.com/mgymrek/itable.git cd itable sudo python setup.py install #install pinkfish from github cd ~/src git clone https://github.com/fja05680/pinkfish.git cd pinkfish sudo python setup.py install