pinkfish

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:

Installation

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

Examples