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Retropy

Easy financial backtesting using Python and Jupyter

Getting Started

From the browser (no setup required)

  • Go to a Demos or Empty mybinder Jupyter notebook
  • Wait for the mybinder VM to load
  • Run the first cell to initialize, this may take a miunte. (Use Ctrl+Enter to run a selected cell)
  • Perform backtests with any other cell or write you own
  • Publish your results online by running the last cell.

Note: mybinder.org provides free disposable VM for running Jupyter notebooks, and thus have limits:

  • at least 1GB of RAM, no more than 4GB (using more will end the session)
  • no more than 12 hours of use (10 minutse of idle time will end the session)
  • minimal CPU
  • read more in the binder.org FAQ

From your local machine

To run on your local machine, free from any resource restrictions, first get the code

git clone https://github.com/hofesh/Retropy.git
cd Retropy

Be sure to have the Prerequisites installed (see below)

Start the Jupyter notebook

jupyter notebook

Prerequisites

  • Python 3.6.3
  • Jupyter notebook

If you are using conda

conda create -n retropy python=3.6.3 nb_conda
. activate retropy

License

This project is licensed under the MIT License - see the LICENSE.md file for details

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