Real-Time Data Processing with the Quant Back-testing Framework
Project Overview
This project demonstrates a Python script for backtesting a trading strategy using historical stock price data. The strategy is based on a simple moving average (SMA) crossover and relative strength index (RSI) conditions.
Key Features
- Fetches historical stock price data from Yahoo Finance
- Calculates technical indicators like SMA and RSI using pandas_ta
- Implements a strategy based on SMA crossover and RSI conditions
- Executes buy and sell orders using the backtrader framework
- Computes performance metrics including:
- Final portfolio value
- Sharpe Ratio
- Drawdown
- Saves the equity curve plot as an image file
Project Requirements
To run the project, install the following libraries:
pip install backtrader
pip install yfinance
pip install pandas_ta
pip install matplotlib
Getting Started
- Clone the repository:
git clone https://github.com/DhruvAjayToshniwal/Quant-Backtesting-Framework-v1.0.git
- Install required libraries
- Customize the script with preferred stock symbol, date range, and strategy parameters
- Run the script and review backtest results
Output
The backtest script generates:
- Final Portfolio Value
- Performance Metrics
- Equity Curve Plot (saved as
equity_curve.png
)
Acknowledgements
This project leverages documentation from:
For more details, explore the GitHub repository.