A simple backtesting framework
Strategy:
- Martingale
- Grid trading (equal ratio price gap, equal difference gap)
- Arbitrage (交割合约 与 永续合约,现货 与 永续合约)
- CTAstrategy (MACD, RSI ...)
- Rebalance strategy (平衡仓位策略)
Advanced startegy
- runs test
- resolve order strategy
Bastesting framework
- broker (detemine whether to include trading fee)
- strategy.
- backtestor
Data source
- Tushare
- Binance,Okx
Database
Sqlite