QTSBE - Quantitative Trading Strategy Backtesting Environment

QTSBE is a robust, open-source platform designed for backtesting quantitative trading strategies. At its core, it provides a powerful Python-based API built with Flask, offering extensive endpoints for seamless integration with existing trading systems and projects.

Key Features

• Advanced Backtesting Engine: Powered by NumPy and Pandas for high-performance computations
• Optimized API Architecture: Flask-based with an intelligent caching system for superior performance
• Dynamic Visualization: Interactive strategy analysis using Plotly
• Comprehensive Data Integration:
  • Real-time and historical data from Yahoo Finance
  • Cryptocurrency data through Binance API
• Strategy Scanner: Powerful tool for analyzing multiple assets simultaneously
• Extensive API Ecosystem: Rich set of endpoints for rapid strategy development and testing

Quick Start Guide

Installation

1. Clone the repository:

git clone https://github.com/simonpotel/QTSBE

2. Deploy with Docker:

docker-compose up

Implementation Guide

1. Strategy Development

   • Base template: api/strategies/default.py
   • Example implementation: api/strategies/rsi_example
   • Create your strategy file with an analyse function
   • Implement technical indicators directly in your strategy code

2. API Deployment

python api/api.py

3. API Documentation

   • Access the Swagger UI documentation: http://127.0.0.1:5002/docs
   • Comprehensive endpoint documentation and testing interface

4. Running Tests

Tip

Run fixtures of the API with : pytest tests/test_api_endpoints.py

5. Visualization Tools

   a. Generate Plotly Charts:

   sh tests/integrations/plotly_unit.sh

   b. Discord Integration:

   • Configure: integrations/discord_chat_bot/bot.py
   • Launch:

   sh sh/discord_chat_bot.sh

   c. Custom Interface Development

   • Framework available for building custom web interfaces
   • Reference the Smartswap project for implementation examples

6. Automated Data Collection

   • Configure: tools/auto_fetch/config.json
   • Launch collector:

   sh sh/auto_fetch.sh

Visualization Examples

License

This project is licensed under the MIT License. See LICENSE for details.

Risk Disclaimer

Warning

This software is provided for research and educational purposes only. Users should:

• Thoroughly review and test all code before implementation
• Be aware that documentation may not reflect the latest updates
• Understand that the developers assume no liability for financial losses or calculation errors
• Conduct their own risk assessment before using in live trading

---

For professional inquiries and support, connect with me on LinkedIn.