Awesome
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 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:
- leverages pandas for dataframe, spreadsheet like features
- comes batteries included with the most common technical indicators
- also integrates with ta-lib or pandas_ta for more advanced indicators
- leverages matplotlib for making financial graphs
- uses daily data (vs minute or tick data) for intraday trading
- uses free daily data from yahoo finance
- simple to use python API
- backtest single stock/ETF strategy or a portfolio (basket of stocks/ETFs)
- backtest short selling strategies and simulate trading with margin
- write optimizers to select the best parameters
- create spreadsheets within Jupyter Notebook by utilizing pandas dataframes and itable formatting
Installation
For basic installation of the pinkfish library (not including ta-lib):
# Note: It's recomended to create a new python virtual environment.
git clone https://github.com/fja05680/pinkfish.git
cd pinkfish
python setup.py install
--OR--
For developer installation with ta-lib, follow the instructions located at:
https://fja05680.github.io/pinkfish/
Examples
- buy-and-hold - basic buy and hold strategy
- golden-cross - classic long term trading algorithm
- spreadsheet - read only spreadsheet within jupyter notebook
Many more examples in examples folder. They are roughly ordered by complexity beginning with the easiest.
Documentation
The pinkfish API documentation: https://fja05680.github.io/pinkfish/docs/html/pinkfish/index.html