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hp4k1h5 / agora

a command-line ui for market data and algo management. currently integrates with iexcloud for stock and crypto charts 💹 and market data 🗃, and alpaca 🦙 for trading.
MIT License
100 stars 14 forks source link

Backtesting #11

Open andykov opened 3 years ago

andykov commented 3 years ago

Hello. Cool project. How can I backtest?

hp4k1h5 commented 3 years ago

thanks!

i had an experimental pcap reader which you can find in src/backtest/pcap.js. i removed its npm dependency because node-gyp was breaking things and i didnt have time to fix. so if you want to try to use it you'll have to have pcap npm installed.

i've only ever tried to use iex historical pcap data found here https://iextrading.com/trading/market-data/#hist-download.