Prerequisites

For using the program language Python, you don’t have to install nothing: Python is already installed.

There are a lot of guide for getting started with Python: knowing the basics will be taken for granted.

But you have to install some specific packages and it is a best practice to use a virtual environment. For unix,

$ git clone https://github.com/bilardi/backtesting-tool-comparison
$ cd backtesting-tool-comparison/
$ python3 -m venv .env # create virtual environment
$ source .env/bin/activate # enter in the virtual environment
$ pip install --upgrade -r requirements.txt # install your dependences

And when you want to delete all environment,

$ deactivate # exit when you will have finished the job
$ rm -rf .env # remove the virtual environment it is a best practice

A short description of each package that you have to import is below.

$ python
import yfinance # for Yahoo Finance historical data of stock market
import yahoo-fin # for Yahoo Finance historical data of stock market
import yahoofinancials # for Yahoo Finance historical data of stock market
import pandas_datareader # for historical data many sources
import datetime # for datetime management
import requests # for getting contents by url
import quandl # for Quandl historical data
import matplotlib # for plots
import mplfinance # for financial plots
import pandas # for data management
import numpy # for data management
import backtesting # for strategy management

If you want to use Jupyter, you can use directly the commands below

$ git clone https://github.com/bilardi/backtesting-tool-comparison
$ cd backtesting-tool-comparison/
$ pip install --upgrade -r requirements.txt
$ docker run --rm -p 8888:8888 -e JUPYTER_ENABLE_LAB=yes -v "$PWD":/home/jovyan/ jupyter/scipy-notebook

Jupyter is very easy for having a GUI virtual environment: knowing the basics will be taken for granted.

You can find all scripts descripted in this tutorial on GitHub.

the .py files in src/python/ folder, the you can use on shell
the .ipynb files in docs/sources/python/ folder, that you can use on Jupyter or browse on this tutorial