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. One user commented that Pinkfish is "very lightweight and to the point". 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 20.04:


sudo apt update
sudo apt upgrade

sudo apt install python-is-python3
sudo apt install build-essential
sudo apt install git
sudo apt install python3-pip
sudo ln -s /usr/bin/pip3 /usr/bin/pip
sudo apt install libfreetype6-dev

sudo pip install numpy
sudo pip install matplotlib
sudo pip install pandas
sudo pip install pandas-datareader
sudo pip install empyrical
sudo pip install git+https://github.com/quantopian/pyfolio

(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 pip install TA-Lib

#install jupyter notebook
sudo pip install jupyter

#if you want to run unit tests (optional)
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

#create/specify shared data cache directory (optional)
mkdir $HOME/data
echo [global] > $HOME/.pinkfish
echo base_dir = $HOME >> $HOME/.pinkfish

Examples