Metadata-Version: 2.1
Name: oanda-backtest
Version: 0.1.7
Summary: oanda-backtest is a python library for backtest with oanda rest api on Python 3.6 and above.
Home-page: https://github.com/10mohi6/oanda-backtest-python
Author: 10mohi6
Author-email: 10.mohi.6.y@gmail.com
License: MIT
Keywords: oanda backtest api python
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Operating System :: OS Independent
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: License :: OSI Approved :: MIT License
Requires-Python: >=3.6.0
Description-Content-Type: text/markdown
Requires-Dist: matplotlib
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: requests

# oanda-backtest

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oanda-backtest is a python library for backtest with oanda rest api on Python 3.6 and above.


## Installation

    $ pip install oanda-backtest

## Usage

```python
#
# basic
#
from oanda_backtest import Backtest

bt = Backtest(token='XXXXXXXXXX')
bt.get("EUR_USD")
fast_ma = bt.sma(period=5)
slow_ma = bt.sma(period=25)
bt.sell_exit = bt.buy_entry = ((fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())).values
bt.buy_exit = bt.sell_entry = ((fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())).values
bt.run()
bt.plot()

#
# advanced
#
from oanda_backtest import Backtest

bt = Backtest(token='XXXXXXXXXX')
filepath='usd-jpy-h1.csv'
if bt.exists(filepath):
    bt.read_csv(filepath)
else:
    params = {
        "granularity": "H1",  # 1 hour candlesticks
        "count": 5000 # 5000 candlesticks (default=500, maximum=5000)
    }
    bt.get("USD_JPY", params)
    bt.to_csv(filepath)

fast_ma = bt.sma(period=10)
slow_ma = bt.sma(period=30)
exit_ma = bt.sma(period=5)
bt.buy_entry = ((fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())).values
bt.sell_entry = ((fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())).values
bt.buy_exit = ((bt.C < exit_ma) & (bt.C.shift() >= exit_ma.shift())).values
bt.sell_exit = ((bt.C > exit_ma) & (bt.C.shift() <= exit_ma.shift())).values

bt.initial_deposit = 100000 # default=0
bt.point = 0.01 # 1pips (default=0.0001)
bt.lots = 1000 # currency unit (default=10000)
bt.stop_loss = 50 # stop loss pips (default=0)
bt.take_profit = 100 # take profit pips (default=0)

print(bt.run())
bt.plot("backtest.png")

```

```python
total profit          72.00
total trades         188.00
win rate              29.79
profit factor          1.01
maximum drawdown    2781.00
recovery factor        0.03
riskreward ratio       2.36
sharpe ratio           0.00
average return         0.17
stop loss              1.00
take profit            1.00
```
![advanced.png](https://raw.githubusercontent.com/10mohi6/oanda-backtest-python/master/tests/advanced.png)


## Getting started

For help getting started with OANDA REST API, view our online [documentation](https://developer.oanda.com/rest-live-v20/introduction/).


## Contributing

1. Fork it
2. Create your feature branch (`git checkout -b my-new-feature`)
3. Commit your changes (`git commit -am 'Add some feature'`)
4. Push to the branch (`git push origin my-new-feature`)
5. Create new Pull Request

