Backtesting-Framework
A comprehensive backtesting framework designed to evaluate and compare various investment strategies using historical data. This framework enables users to implement, test, and analyze trading strategies by providing detailed performance metrics and customizable visualizations. It supports data input in CSV or Parquet formats and offers multiple visualization backends, including matplotlib, seaborn, and plotly.
- Latest release
- Dec 31, 2024
- Releases
- 7
- Known CVEs
- 0
- First release
- Dec 30, 2024
- License
- MIT
Insights
Activity
- Total releases
- 7
- Last 12 months
- 0
- Cadence
- ~daily
- Dependencies
- 13
Releases per month
last 12 monthsRelease mix
- patch 6
7
releases
Dependencies
Depends on
0.1.6-
bottleneck
>=1.3.6
-
ipykernel
<7.0.0,>=6.29.5
-
matplotlib
<4.0.0,>=3.9.4
-
numexpr
>=2.8.4
-
numpy
<2.0,>=1.21.0
-
pandas
<3.0.0,>=2.2.3
-
plotly
<6.0.0,>=5.24.1
-
scipy
<2.0.0,>=1.13.1
-
seaborn
<0.14.0,>=0.13.2
-
statsmodels
<0.15.0,>=0.14.4
1–10 of 13
Used by
Nothing tracked depends on this yet.
Releases
| Version | Released | |
|---|---|---|
0.1.6
patch
|
0.1.6
patch
Dependencies (13)
+ 5 more |
|
0.1.5
patch
|
0.1.5
patch
|
|
0.1.4
patch
|
0.1.4
patch
|
|
0.1.3
patch
|
0.1.3
patch
|
|
0.1.2
patch
|
0.1.2
patch
|
|
0.1.1
patch
|
0.1.1
patch
|
|
0.1.0
initial
|
0.1.0
initial
|