simple-back

simple-back is a backtester providing easy ways to test trading strategies, with minimal amounts of code, while avoiding time leaks. At the same time, we aim to make it easy to use your own data and price sources.

This package is especially useful when used in Jupyter Notebooks, as it provides ways to show you live feedback while your backtests are being run.

Warning

simple-back is under active development. Any update could introduce breaking changes or even bugs (although we try to avoid the latter as much as possible). As soon as the API is finalized, version 1.0 will be released and this disclaimer will be removed.

To get a sense of how far we are along, you can have a look at the 1.0 milestone.

Getting Started

Note

simple-back uses matplotlib for live plotting. Make sure to install matplotlib using pip install matplotlib if you want to use live plotting.

Creating a Simple Strategy

Build and test a simple strategy using simple-back.

Debugging a Strategy

Visualize and improve your strategy.

Strategy Objects & Slippage

Move from stateless iterators to stateful strategy objects and configure slippage.

Fees & Trade Costs

Test if your strategies hold up against potential broker fees.

Example Code

Just copy example code and get started yourself.

Advanced

Using External Data & Machine Learning

Use text data and machine learning to predict stock prices. The api used for this tutorial will change in version 0.7.