pmorissette / bt

bt - flexible backtesting for Python
http://pmorissette.github.io/bt
MIT License
2.3k stars 431 forks source link

Run trade history #132

Open sven337 opened 6 years ago

sven337 commented 6 years ago

One thing I'm trying to do is to feed bt the list of transactions that happened on my trading account, and "backtest" that. The point of course is to plot the realized performance compared to backtests or indices. Has anyone implemented that? I have some code that partially works but I think have issues managing capital flow into the strategy (capital flow happens often on my accounts).

nathanramoscfa commented 9 months ago

I am looking to do the same thing. I have a list of transactions in my account, with cost basis, quantity bought or sold, and buy or sell labels. I have been trying to create some way to backtest it, but it's not really working. I have even tried to use ChatGPT4 to do it, but no luck. Any guidance would be awesome!