diff --git a/README.md b/README.md
index 5149a61d105..2809b6a6025 100644
--- a/README.md
+++ b/README.md
@@ -224,10 +224,11 @@ These are the ones where a key is necessary:
* News API: https://newsapi.org
* Tradier: https://developer.tradier.com/getting_started
* Oanda API: https://developer.oanda.com
+ * CoinMarketCap API: https://coinmarketcap.com/api/
When these are obtained, don't forget to update [config_terminal.py](/gamestonk_terminal/config_terminal.py).
-Alternatively, you can also set them to the following environment variables: GT_API_KEY_ALPHAVANTAGE, GT_API_KEY_FINANCIALMODELINGPREP, GT_API_KEY_QUANDL, GT_API_REDDIT_CLIENT_ID, GT_API_REDDIT_CLIENT_SECRET, GT_API_REDDIT_USERNAME, GT_API_REDDIT_USER_AGENT, GT_API_REDDIT_PASSWORD, GT_API_TWITTER_KEY, GT_API_TWITTER_SECRET_KEY, GT_API_TWITTER_BEARER_TOKEN, GT_API_POLYGON_KEY, GT_FRED_API_KEY, GT_API_NEWS_TOKEN, GT_OANDA_TOKEN, GT_OANDA_ACCOUNT, GT_TRADIER_TOKEN.
+Alternatively, you can also set them to the following environment variables: GT_API_KEY_ALPHAVANTAGE, GT_API_KEY_FINANCIALMODELINGPREP, GT_API_KEY_QUANDL, GT_API_REDDIT_CLIENT_ID, GT_API_REDDIT_CLIENT_SECRET, GT_API_REDDIT_USERNAME, GT_API_REDDIT_USER_AGENT, GT_API_REDDIT_PASSWORD, GT_API_TWITTER_KEY, GT_API_TWITTER_SECRET_KEY, GT_API_TWITTER_BEARER_TOKEN, GT_API_POLYGON_KEY, GT_FRED_API_KEY, GT_API_NEWS_TOKEN, GT_OANDA_TOKEN, GT_OANDA_ACCOUNT, GT_TRADIER_TOKEN, GT_CMC_API_KEY.
Example:
```
@@ -334,10 +335,7 @@ Distributed under the MIT License. See [LICENSE](https://github.com/DidierRLopes
[James Maslek](https://www.linkedin.com/in/james-maslek-b6810186/) - jmaslek11@gmail.com
-Feel free to share loss porn, memes or any questions:
-
-
-
+Feel free to share loss porn, memes or any questions: https://discord.gg/Up2QGbMKHY
## Acknowledgments
diff --git a/ROADMAP.md b/ROADMAP.md
index 5242e32bfb3..64a4900b9e2 100644
--- a/ROADMAP.md
+++ b/ROADMAP.md
@@ -21,6 +21,7 @@
* [Cryptocurrencies](#Cryptocurrencies)
* [Screener](#Screener)
* [Forex](#Forex)
+* [Backtesting](#Backtesting)
## Additional
@@ -217,6 +218,11 @@ ___
**NEXT**
+## Backtesting
+* [x] Add simple backtest menu with simple strategies and benchmarks (@jmaslek) [PR #415](https://github.com/DidierRLopes/GamestonkTerminal/pull/415)
+
+**NEXT**
+
---
## Backend
diff --git a/gamestonk_terminal/backtesting/README.md b/gamestonk_terminal/backtesting/README.md
new file mode 100644
index 00000000000..6a567e027e4
--- /dev/null
+++ b/gamestonk_terminal/backtesting/README.md
@@ -0,0 +1,59 @@
+# Backtesting
+The goal of this menu is to allow super simple research into potential strategies.
+
+We currently provides a couple basic options for starting with backtesting strategies. Note that this is currently just a
+simple logic (i.e price comparisons). Obviously these strategies should not be used immediately and should be researched,
+improved and further tested on your own.
+
+The current implementation uses the [bt](#http://pmorissette.github.io/bt/index.html) library.
+
+Current strategies are:
+* [Simple EMA](#SimpleEMA)
+ * Buys the stock when `price > EMA(l)`
+
+* [EMA Cross](#EMA Cross)
+ * Buys when EMA(short) > EMA(long) and sells when the opposite is true
+
+* [RSI](#RSI)
+ * Momentum strategy that longs when RSI < threshold (oversold) and shorts when
+
+### SimpleEMA
+This strategy buys when price > EMA(l)
+````
+usage: ema [-l] [--spy] [--no_bench]
+````
+* -l: Period of EMA to use. Default = 20.
+* [--spy]: Flag that overlays the results if you buy and hold SPY
+* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
+
+im:
+
+### EMA Cross
+This strategy goes long when EMA(short) > EMA(long) and goes short when
+EMA(short) < EMA(long). I provide the option to go long only through the --no_short flag
+
+````
+usage: ema_cross [-l] [-s] [--spy] [--no_bench] [--no_short]
+````
+* -l/--long: Long period of EMA to use. Default = 50.
+* -s/--short: Short period of EMA to use. Default = 20.
+* [--spy]: Flag that overlays the results if you buy and hold SPY
+* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
+* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.
+
+im
+### RSI
+This strategy goes long when the RSI is "oversold" - defined as the low parameter. It goes short when
+the RSI is "overbought" - defined as the high (upper) parameter
+````
+usage: rsi [-u] [-l] [-p] [--spy] [--no_bench] [--no_short]
+````
+* -u/--high: High (upper) value to consider overbought. Default = 70
+* -s/--short: Short period of EMA to use. Default = 30
+* -p/--periods: Periods to use for RSI calculation. Default = 14.
+* [--spy]: Flag that overlays the results if you buy and hold SPY
+* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
+* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.
+
+
+
diff --git a/gamestonk_terminal/backtesting/__init__.py b/gamestonk_terminal/backtesting/__init__.py
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/gamestonk_terminal/backtesting/bt_controller.py b/gamestonk_terminal/backtesting/bt_controller.py
new file mode 100644
index 00000000000..efeaefd6226
--- /dev/null
+++ b/gamestonk_terminal/backtesting/bt_controller.py
@@ -0,0 +1,125 @@
+"""Backtesting Controller Module"""
+__docformat__ = "numpy"
+
+import argparse
+from typing import List, Union
+from datetime import datetime
+import matplotlib as mpl
+import matplotlib.pyplot as plt
+from prompt_toolkit.completion import NestedCompleter
+from gamestonk_terminal import feature_flags as gtff
+from gamestonk_terminal.helper_funcs import get_flair
+from gamestonk_terminal.menu import session
+
+# This code below aims to fix an issue with the fnn module, used by bt module
+# which forces matplotlib backend to be 'agg' which doesn't allow to plot
+# Save current matplotlib backend
+default_backend = mpl.get_backend()
+# pylint: disable=wrong-import-position
+from gamestonk_terminal.backtesting import bt_view # noqa: E402
+
+# Restore backend matplotlib used
+mpl.use(default_backend)
+
+
+class BacktestingController:
+ """Backtesting Class"""
+
+ CHOICES = ["help", "q", "quit", "ema", "ema_cross", "rsi"]
+
+ def __init__(
+ self,
+ ticker: str,
+ start: Union[datetime, str],
+ ):
+ self.ticker = ticker
+ self.start = start
+ self.bt_parser = argparse.ArgumentParser(add_help=False, prog="bt")
+ self.bt_parser.add_argument(
+ "cmd",
+ choices=self.CHOICES,
+ )
+
+ def print_help(self):
+ """Print help"""
+
+ print("Back Testing Menu\n")
+ print(" help show this backtesting menu again")
+ print(" q quit this menu, and shows back to main menu")
+ print(" quit quit to abandon program")
+ print("")
+ print(" ema buy when price exceeds EMA(l)")
+ print(" ema_cross buy when EMA(short) > EMA(long) ")
+ print(" rsi buy when RSI < low and sell when RSI > high")
+ print("")
+
+ def switch(self, an_input: str):
+ """Process and dispatch input
+
+ Returns
+ -------
+ True, False or None
+ False - quit the menu
+ True - quit the program
+ None - continue in the menu
+ """
+
+ (known_args, other_args) = self.bt_parser.parse_known_args(an_input.split())
+
+ return getattr(
+ self, "call_" + known_args.cmd, lambda: "Command not recognized!"
+ )(other_args)
+
+ def call_help(self, _):
+ """Process Help command"""
+ self.print_help()
+
+ def call_q(self, _):
+ """Process Q command - quit the menu"""
+ return False
+
+ def call_quit(self, _):
+ """Process Quit command - quit the program"""
+ return True
+
+ def call_ema(self, other_args: List[str]):
+ """Call EMA strategy"""
+ bt_view.simple_ema(self.ticker, self.start, other_args)
+
+ def call_ema_cross(self, other_args: List[str]):
+ """Call EMA Cross strategy"""
+ bt_view.ema_cross(self.ticker, self.start, other_args)
+
+ def call_rsi(self, other_args: List[str]):
+ """Call RSI Strategy"""
+ bt_view.rsi_strat(self.ticker, self.start, other_args)
+
+
+def menu(ticker: str, start: Union[str, datetime]):
+ """Backtesting Menu"""
+ plt.close("all")
+ bt_controller = BacktestingController(ticker, start)
+ bt_controller.call_help(None)
+
+ while True:
+ # Get input command from user
+ if session and gtff.USE_PROMPT_TOOLKIT:
+ completer = NestedCompleter.from_nested_dict(
+ {c: None for c in bt_controller.CHOICES}
+ )
+ an_input = session.prompt(
+ f"{get_flair()} (bt)> ",
+ completer=completer,
+ )
+ else:
+ an_input = input(f"{get_flair()} (bt)> ")
+
+ try:
+ plt.close("all")
+ process_input = bt_controller.switch(an_input)
+ if process_input is not None:
+ return process_input
+
+ except SystemExit:
+ print("The command selected doesn't exist\n")
+ continue
diff --git a/gamestonk_terminal/backtesting/bt_helper.py b/gamestonk_terminal/backtesting/bt_helper.py
new file mode 100644
index 00000000000..38e835c0c84
--- /dev/null
+++ b/gamestonk_terminal/backtesting/bt_helper.py
@@ -0,0 +1,65 @@
+"""Helper functions for backtesting"""
+__docformat__ = "numpy"
+
+
+from datetime import datetime
+from typing import Union
+from matplotlib import pyplot as plt
+from pandas.plotting import register_matplotlib_converters
+import bt
+from gamestonk_terminal.helper_funcs import plot_autoscale
+from gamestonk_terminal.config_plot import PLOT_DPI
+from gamestonk_terminal import feature_flags as gtff
+
+register_matplotlib_converters()
+
+
+def buy_and_hold(ticker: str, start: Union[str, datetime], name: str):
+ """
+ Generates a backtest object for the given ticker
+ Parameters
+ ----------
+ ticker: str
+ Stock to test
+ start: Union[str, datetime]
+ Backtest start date. Can be either string or datetime
+ name:
+ Name of the backtest (for labeling purposes)
+
+ Returns
+ -------
+ bt.Backtest object for buy and hold strategy
+ """
+ prices = bt.get(ticker, start=start)
+ bt_strategy = bt.Strategy(
+ name,
+ [
+ bt.algos.RunOnce(),
+ bt.algos.SelectAll(),
+ bt.algos.WeighEqually(),
+ bt.algos.Rebalance(),
+ ],
+ )
+ return bt.Backtest(bt_strategy, prices)
+
+
+def plot_bt(res: bt.backtest.Result, plot_title: str):
+ """
+ Plot the bt result
+ Parameters
+ ----------
+ res: bt.backtest.Result
+ Result after a bt backtest is run
+ plot_title: str
+ Title of plot
+
+ """
+ _, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
+ res.plot(title=plot_title, ax=ax)
+ plt.grid(b=True, which="major", color="#666666", linestyle="-")
+ plt.minorticks_on()
+ plt.grid(b=True, which="minor", color="#999999", linestyle="-", alpha=0.2)
+
+ if gtff.USE_ION:
+ plt.ion()
+ plt.show()
diff --git a/gamestonk_terminal/backtesting/bt_view.py b/gamestonk_terminal/backtesting/bt_view.py
new file mode 100644
index 00000000000..b2cab11fd33
--- /dev/null
+++ b/gamestonk_terminal/backtesting/bt_view.py
@@ -0,0 +1,299 @@
+"""bt view module"""
+__docformat__ = "numpy"
+import argparse
+from typing import List, Union
+from datetime import datetime
+import pandas as pd
+import bt
+import pandas_ta as ta
+from gamestonk_terminal.helper_funcs import parse_known_args_and_warn
+from gamestonk_terminal.backtesting.bt_helper import buy_and_hold, plot_bt
+
+
+def simple_ema(ticker: str, start_date: Union[str, datetime], other_args: List[str]):
+ """
+ Strategy where stock is bought when Price > EMA(l)
+ Parameters
+ ----------
+ ticker: str
+ Stock to test
+ start: Union[str, datetime]
+ Backtest start date. Can be either string or datetime
+ other_args: List[str]
+ List of argparse arguments
+
+ Returns
+ -------
+ Plot and a printout of backtest
+ """
+ parser = argparse.ArgumentParser(add_help=False, prog="ema")
+ parser.add_argument(
+ "-l", default=20, dest="length", type=int, help="EMA period to consider"
+ )
+
+ parser.add_argument(
+ "--spy",
+ action="store_true",
+ default=False,
+ help="Flag to add spy hold comparison",
+ dest="spy",
+ )
+
+ parser.add_argument(
+ "--no_bench",
+ action="store_true",
+ default=False,
+ help="Flag to not show buy and hold comparison",
+ dest="no_bench",
+ )
+
+ try:
+ ns_parser = parse_known_args_and_warn(parser, other_args)
+ if not ns_parser:
+ return
+ ticker = ticker.lower()
+ ema = pd.DataFrame()
+ prices = bt.get(ticker, start=start_date)
+ ema[ticker] = ta.ema(prices[ticker], ns_parser.length)
+ bt_strategy = bt.Strategy(
+ "AboveEMA",
+ [
+ bt.algos.SelectWhere(prices >= ema),
+ bt.algos.WeighEqually(),
+ bt.algos.Rebalance(),
+ ],
+ )
+ bt_backtest = bt.Backtest(bt_strategy, prices)
+
+ if ns_parser.spy:
+ spy_bt = buy_and_hold("spy", start_date, "SPY Hold")
+ if ns_parser.no_bench:
+ res = bt.run(bt_backtest, spy_bt)
+ else:
+ stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
+ res = bt.run(bt_backtest, spy_bt, stock_bt)
+ else:
+ if ns_parser.no_bench:
+ res = bt.run(bt_backtest)
+ else:
+ stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
+ res = bt.run(bt_backtest, stock_bt)
+
+ plot_bt(res, f"Equity for EMA({ns_parser.length})")
+
+ print(res.display())
+ print("")
+
+ except Exception as e:
+ print(e)
+ print("")
+ return
+
+
+def ema_cross(ticker: str, start_date: Union[str, datetime], other_args: List[str]):
+ """
+ Strategy where we go long/short when EMA(short) is greater than/less than EMA(short)
+ Parameters
+ ----------
+ ticker: str
+ Stock to test
+ start: Union[str, datetime]
+ Backtest start date. Can be either string or datetime
+ other_args: List[str]
+ List of argparse arguments
+
+ Returns
+ -------
+ Plot and a printout of backtest
+ """
+ parser = argparse.ArgumentParser(add_help=False, prog="ema_cross")
+ parser.add_argument(
+ "-l", "--long", default=50, dest="long", type=int, help="Long EMA period"
+ )
+ parser.add_argument(
+ "-s", "--short", default=20, dest="short", type=int, help="Short EMA period"
+ )
+
+ parser.add_argument(
+ "--spy",
+ action="store_true",
+ default=False,
+ help="Flag to add spy hold comparison",
+ dest="spy",
+ )
+
+ parser.add_argument(
+ "--no_bench",
+ action="store_true",
+ default=False,
+ help="Flag to not show buy and hold comparison",
+ dest="no_bench",
+ )
+
+ parser.add_argument(
+ "--no_short",
+ action="store_false",
+ default=True,
+ dest="shortable",
+ help="Flag that disables the short sell",
+ )
+ try:
+ ns_parser = parse_known_args_and_warn(parser, other_args)
+ if not ns_parser:
+ return
+ if ns_parser.long < ns_parser.short:
+ print("Short EMA period is longer than Long EMA period\n")
+ return
+ ticker = ticker.lower()
+ prices = bt.get(ticker, start=start_date)
+ short_ema = pd.DataFrame(ta.ema(prices[ticker], ns_parser.short))
+ short_ema.columns = [ticker]
+ long_ema = pd.DataFrame(ta.ema(prices[ticker], ns_parser.long))
+ long_ema.columns = [ticker]
+
+ # signals
+ signals = long_ema.copy()
+ signals[short_ema > long_ema] = 1.0
+ signals[short_ema <= long_ema] = -1.0 * ns_parser.shortable
+ signals[long_ema.isnull()] = 0.0
+
+ combined_data = bt.merge(signals, prices, short_ema, long_ema)
+ combined_data.columns = ["signal", "price", "ema_short", "ema_long"]
+ bt_strategy = bt.Strategy(
+ "EMA_Cross",
+ [
+ bt.algos.WeighTarget(signals),
+ bt.algos.Rebalance(),
+ ],
+ )
+ bt_backtest = bt.Backtest(bt_strategy, prices)
+
+ if ns_parser.spy:
+ spy_bt = buy_and_hold("spy", start_date, "SPY Hold")
+ if ns_parser.no_bench:
+ res = bt.run(bt_backtest, spy_bt)
+ else:
+ stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
+ res = bt.run(bt_backtest, spy_bt, stock_bt)
+ else:
+ if ns_parser.no_bench:
+ res = bt.run(bt_backtest)
+ else:
+ stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
+ res = bt.run(bt_backtest, stock_bt)
+
+ plot_bt(res, f"EMA Cross for EMA({ns_parser.short})/EMA({ns_parser.long})")
+ print(res.display())
+ print("")
+
+ except Exception as e:
+ print(e)
+ print("")
+ return
+
+
+def rsi_strat(ticker: str, start_date: Union[datetime, str], other_args: List[str]):
+ """
+ Strategy that buys when the stock is less than a threshold and shorts when it exceeds a threshold.
+ Parameters
+ ----------
+ ticker: str
+ Stock to test
+ start: Union[str, datetime]
+ Backtest start date. Can be either string or datetime
+ other_args: List[str]
+ List of argparse arguments
+
+ Returns
+ -------
+ Plot and a printout of backtest
+ """
+ parser = argparse.ArgumentParser(add_help=False, prog="rsi_strat")
+ parser.add_argument(
+ "-p",
+ "--periods",
+ dest="periods",
+ help="Number of periods for RSI calculation",
+ type=int,
+ default=14,
+ )
+
+ parser.add_argument(
+ "-u", "--high", default=70, dest="high", type=int, help="High (upper) RSI Level"
+ )
+ parser.add_argument(
+ "-l", "--low", default=30, dest="low", type=int, help="Low RSI Level"
+ )
+
+ parser.add_argument(
+ "--spy",
+ action="store_true",
+ default=False,
+ help="Flag to add spy hold comparison",
+ dest="spy",
+ )
+
+ parser.add_argument(
+ "--no_bench",
+ action="store_true",
+ default=False,
+ help="Flag to not show buy and hold comparison",
+ dest="no_bench",
+ )
+
+ parser.add_argument(
+ "--no_short",
+ action="store_false",
+ default=True,
+ dest="shortable",
+ help="Flag that disables the short sell",
+ )
+
+ try:
+ ns_parser = parse_known_args_and_warn(parser, other_args)
+ if not ns_parser:
+ return
+ if ns_parser.high < ns_parser.low:
+ print("Low RSI value is higher than Low RSI value\n")
+ return
+ ticker = ticker.lower()
+ prices = bt.get(ticker, start=start_date)
+
+ rsi = pd.DataFrame(ta.rsi(prices[ticker], ns_parser.periods))
+ rsi.columns = [ticker]
+
+ signal = 0 * rsi.copy()
+ signal[rsi > ns_parser.high] = -1
+ signal[rsi < ns_parser.low] = 1
+ signal[rsi.isnull()] = 0
+
+ merged_data = bt.merge(signal, prices)
+ merged_data.columns = ["signal", "price"]
+
+ bt_strategy = bt.Strategy(
+ "RSI Reversion", [bt.algos.WeighTarget(signal), bt.algos.Rebalance()]
+ )
+ bt_backtest = bt.Backtest(bt_strategy, prices)
+
+ if ns_parser.spy:
+ spy_bt = buy_and_hold("spy", start_date, "SPY Hold")
+ if ns_parser.no_bench:
+ res = bt.run(bt_backtest, spy_bt)
+ else:
+ stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
+ res = bt.run(bt_backtest, spy_bt, stock_bt)
+ else:
+ if ns_parser.no_bench:
+ res = bt.run(bt_backtest)
+ else:
+ stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
+ res = bt.run(bt_backtest, stock_bt)
+
+ plot_bt(res, f"RSI Strategy between ({ns_parser.low}, {ns_parser.high})")
+ print(res.display())
+ print("")
+
+ except Exception as e:
+ print(e)
+ print("")
+ return
diff --git a/gamestonk_terminal/config_plot.py b/gamestonk_terminal/config_plot.py
index d6b34c03719..a38c987f559 100644
--- a/gamestonk_terminal/config_plot.py
+++ b/gamestonk_terminal/config_plot.py
@@ -1,5 +1,14 @@
PLOT_DPI = 100
+# Backend to use for plotting
+BACKEND = None
+# Examples:
+# "tkAgg" - This uses the tkinter library. If unsure, set to this
+# "module://backend_interagg" - This is what pycharm defaults to in Scientific Mode
+# "MacOSX" - Mac default. Does not work with backtesting
+# "Qt5Agg" - This requires the PyQt5 package is installed
+# See more: https://matplotlib.org/stable/tutorials/introductory/usage.html#the-builtin-backends
+
# Used when USE_PLOT_AUTOSCALING is set to False
PLOT_HEIGHT = 500
PLOT_WIDTH = 800
diff --git a/gamestonk_terminal/helper_funcs.py b/gamestonk_terminal/helper_funcs.py
index 49d4171bb3f..05e575dca0b 100644
--- a/gamestonk_terminal/helper_funcs.py
+++ b/gamestonk_terminal/helper_funcs.py
@@ -6,6 +6,7 @@ import re
import sys
from pytz import timezone
import iso8601
+import matplotlib
import matplotlib.pyplot as plt
from holidays import US as holidaysUS
from colorama import Fore, Style
@@ -17,6 +18,8 @@ from gamestonk_terminal import feature_flags as gtff
from gamestonk_terminal import config_plot as cfgPlot
register_matplotlib_converters()
+if cfgPlot.BACKEND is not None:
+ matplotlib.use(cfgPlot.BACKEND)
def check_non_negative(value) -> int:
diff --git a/gamestonk_terminal/main_helper.py b/gamestonk_terminal/main_helper.py
index e42fb2ad1f3..2c813d24a46 100644
--- a/gamestonk_terminal/main_helper.py
+++ b/gamestonk_terminal/main_helper.py
@@ -79,6 +79,9 @@ def print_help(s_ticker, s_start, s_interval, b_is_market_open):
print(
" ta technical analysis, \t e.g.: ema, macd, rsi, adx, bbands, obv"
)
+ print(
+ " bt strategy backtester, \t e.g.: simple ema, ema cross, rsi strategies"
+ )
print(
" dd in-depth due-diligence, \t e.g.: news, analyst, shorts, insider, sec"
)
diff --git a/poetry.lock b/poetry.lock
index 0281cf47085..3b481c673f8 100644
--- a/poetry.lock
+++ b/poetry.lock
@@ -104,11 +104,11 @@ tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pytest"]
[[package]]
name = "astroid"
-version = "2.5.3"
+version = "2.5.6"
description = "An abstract syntax tree for Python with inference support."
category = "dev"
optional = false
-python-versions = ">=3.6"
+python-versions = "~=3.6"
[package.dependencies]
lazy-object-proxy = ">=1.4.0"
@@ -249,9 +249,24 @@ python-versions = "*"
[package.dependencies]
beautifulsoup4 = "*"
+[[package]]
+name = "bt"
+version = "0.2.9"
+description = "A flexible backtesting framework for Python"
+category = "main"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*"
+
+[package.dependencies]
+ffn = ">=0.3.5"
+pyprind = ">=2.11"
+
+[package.extras]
+dev = ["black (>=20.8b1)", "codecov", "coverage", "cython (>=0.25)", "flake8", "flake8-black", "future", "mock", "nose", "numpy (>=1)", "pandas (>=0.19)", "matplotlib (>=2)", "ffn (>=0.3.5)", "pyprind (>=2.11)"]
+
[[package]]
name = "cachetools"
-version = "4.2.1"
+version = "4.2.2"
description = "Extensible memoizing collections and decorators"
category = "main"
optional = true
@@ -435,11 +450,11 @@ pytz = "*"
[[package]]
name = "decorator"
-version = "4.4.2"
+version = "5.0.7"
description = "Decorators for Humans"
category = "main"
optional = false
-python-versions = ">=2.6, !=3.0.*, !=3.1.*"
+python-versions = ">=3.5"
[[package]]
name = "defusedxml"
@@ -528,6 +543,28 @@ pystan = ">=2.14"
python-dateutil = ">=2.8.0"
setuptools-git = ">=1.2"
+[[package]]
+name = "ffn"
+version = "0.3.6"
+description = "Financial functions for Python"
+category = "main"
+optional = false
+python-versions = "*"
+
+[package.dependencies]
+decorator = ">=4"
+future = ">=0.15"
+matplotlib = ">=1"
+numpy = ">=1.5"
+pandas = ">=0.19"
+pandas-datareader = ">=0.2"
+scikit-learn = ">=0.15"
+scipy = ">=0.15"
+tabulate = ">=0.7.5"
+
+[package.extras]
+dev = ["black (>=20.8b1)", "codecov", "coverage", "flake8", "flake8-black", "future", "mock", "nose"]
+
[[package]]
name = "filelock"
version = "3.0.12"
@@ -557,7 +594,7 @@ user_agent = "*"
[[package]]
name = "finvizfinance"
-version = "0.9.6"
+version = "0.9.7"
description = "Finviz Finance. Information downloader."
category = "main"
optional = false
@@ -662,7 +699,7 @@ name = "future"
version = "0.18.2"
description = "Clean single-source support for Python 3 and 2"
category = "main"
-optional = true
+optional = false
python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*"
[[package]]
@@ -710,7 +747,7 @@ test-win = ["pytest", "pytest-rerunfailures", "mock", "cython", "nmslib", "pyemd
[[package]]
name = "google-auth"
-version = "1.29.0"
+version = "1.30.0"
description = "Google Authentication Library"
category = "main"
optional = true
@@ -1448,14 +1485,14 @@ python-versions = ">=3.5"
[[package]]
name = "networkx"
-version = "2.5.1"
+version = "2.5"
description = "Python package for creating and manipulating graphs and networks"
category = "main"
optional = true
python-versions = ">=3.6"
[package.dependencies]
-decorator = ">=4.3,<5"
+decorator = ">=4.3.0"
[package.extras]
all = ["numpy", "scipy", "pandas", "matplotlib", "pygraphviz", "pydot", "pyyaml", "lxml", "pytest"]
@@ -1591,6 +1628,19 @@ pytz = ">=2017.2"
[package.extras]
test = ["pytest (>=4.0.2)", "pytest-xdist", "hypothesis (>=3.58)"]
+[[package]]
+name = "pandas-datareader"
+version = "0.9.0"
+description = "Data readers extracted from the pandas codebase,should be compatible with recent pandas versions"
+category = "main"
+optional = false
+python-versions = ">=3.6"
+
+[package.dependencies]
+lxml = "*"
+pandas = ">=0.23"
+requests = ">=2.19.0"
+
[[package]]
name = "pandas-ta"
version = "0.2.45b"
@@ -1936,22 +1986,19 @@ python-versions = ">=3.5"
[[package]]
name = "pylint"
-version = "2.7.4"
+version = "2.8.2"
description = "python code static checker"
category = "dev"
optional = false
python-versions = "~=3.6"
[package.dependencies]
-astroid = ">=2.5.2,<2.7"
+astroid = ">=2.5.6,<2.7"
colorama = {version = "*", markers = "sys_platform == \"win32\""}
isort = ">=4.2.5,<6"
mccabe = ">=0.6,<0.7"
toml = ">=0.7.1"
-[package.extras]
-docs = ["sphinx (==3.5.1)", "python-docs-theme (==2020.12)"]
-
[[package]]
name = "pymeeus"
version = "0.5.11"
@@ -2012,6 +2059,14 @@ scipy = ">=1.3,<2.0"
[package.extras]
optionals = ["cvxopt (>=1.2,!=1.2.5.post1,<2.0)", "scikit-learn (>=0.24.1,<0.25.0)", "matplotlib (>=3.2.0,<4.0.0)"]
+[[package]]
+name = "pyprind"
+version = "2.11.3"
+description = "Python Progress Bar and Percent Indicator Utility"
+category = "main"
+optional = false
+python-versions = "*"
+
[[package]]
name = "pyrsistent"
version = "0.14.11"
@@ -2086,7 +2141,7 @@ six = ">=1.5"
[[package]]
name = "python-dotenv"
-version = "0.17.0"
+version = "0.17.1"
description = "Read key-value pairs from a .env file and set them as environment variables"
category = "main"
optional = false
@@ -2137,8 +2192,8 @@ python-versions = "*"
[[package]]
name = "pywinpty"
-version = "0.5.7"
-description = "Python bindings for the winpty library"
+version = "1.0.1"
+description = "Pseudo terminal support for Windows from Python."
category = "main"
optional = false
python-versions = "*"
@@ -2325,7 +2380,7 @@ tqdm = "*"
[[package]]
name = "scikit-learn"
-version = "0.24.1"
+version = "0.24.2"
description = "A set of python modules for machine learning and data mining"
category = "main"
optional = false
@@ -2981,7 +3036,7 @@ prediction = ["fbprophet", "tensorflow", "pmdarima", "transformers", "flair", "t
[metadata]
lock-version = "1.1"
python-versions = "^3.6.8"
-content-hash = "24dd5a8aac56488e2fa9b754a5b71e6cbcf51006166910e4e683bc09533a1d21"
+content-hash = "51e9191a579c58d229a6a32b419f3f8d891d2e7ce12decb6f74a283fb46a851a"
[metadata.files]
absl-py = [
@@ -3068,8 +3123,8 @@ argon2-cffi = [
{file = "argon2_cffi-20.1.0-cp39-cp39-win_amd64.whl", hash = "sha256:8a84934bd818e14a17943de8099d41160da4a336bcc699bb4c394bbb9b94bd32"},
]
astroid = [
- {file = "astroid-2.5.3-py3-none-any.whl", hash = "sha256:bea3f32799fbb8581f58431c12591bc20ce11cbc90ad82e2ea5717d94f2080d5"},
- {file = "astroid-2.5.3.tar.gz", hash = "sha256:ad63b8552c70939568966811a088ef0bc880f99a24a00834abd0e3681b514f91"},
+ {file = "astroid-2.5.6-py3-none-any.whl", hash = "sha256:4db03ab5fc3340cf619dbc25e42c2cc3755154ce6009469766d7143d1fc2ee4e"},
+ {file = "astroid-2.5.6.tar.gz", hash = "sha256:8a398dfce302c13f14bab13e2b14fe385d32b73f4e4853b9bdfb64598baa1975"},
]
astunparse = [
{file = "astunparse-1.6.3-py2.py3-none-any.whl", hash = "sha256:c2652417f2c8b5bb325c885ae329bdf3f86424075c4fd1a128674bc6fba4b8e8"},
@@ -3114,9 +3169,20 @@ bpemb = [
bs4 = [
{file = "bs4-0.0.1.tar.gz", hash = "sha256:36ecea1fd7cc5c0c6e4a1ff075df26d50da647b75376626cc186e2212886dd3a"},
]
+bt = [
+ {file = "bt-0.2.9-cp36-cp36m-macosx_10_14_x86_64.whl", hash = "sha256:5654e5639ffd0778714d567ae14fb06d485e43becb720a0dc5a38b405251485e"},
+ {file = "bt-0.2.9-cp36-cp36m-win_amd64.whl", hash = "sha256:5d6dd92fd6aa1efbade3efee980add709fc591a8b007643016f2e0cbf7372daf"},
+ {file = "bt-0.2.9-cp37-cp37m-macosx_10_14_x86_64.whl", hash = "sha256:637fd917f57d0302b17968025650be7d8b2b6da32c2c7daea9ae48f6a66cbb8c"},
+ {file = "bt-0.2.9-cp37-cp37m-win_amd64.whl", hash = "sha256:55a9cf1ca3aa2c425a48fc1e8d324cd5959d4d189e221f7744c1c6e30149c61b"},
+ {file = "bt-0.2.9-cp38-cp38-macosx_10_14_x86_64.whl", hash = "sha256:5dbf1ced108a6f2086b927dcf17ecd1deff7d98266d7f52ab3ff43be4a349ec3"},
+ {file = "bt-0.2.9-cp38-cp38-win_amd64.whl", hash = "sha256:e77a56adc7bcac285df2c70e714b8724fc92fa1beb8de4b1fd991ab3862f84b0"},
+ {file = "bt-0.2.9-cp39-cp39-macosx_10_14_x86_64.whl", hash = "sha256:a1aed6e0ee3fa3b6f5bcef1f26d29e2a96c8329ea54894362014e20012de053b"},
+ {file = "bt-0.2.9-cp39-cp39-win_amd64.whl", hash = "sha256:399bedbf48026899e85536ea8cbd21459461346638ae20f439a09bc75fa131e9"},
+ {file = "bt-0.2.9.tar.gz", hash = "sha256:d162d71aaaaf7265a848d1fc0040f503add32dac2f9f3127bece0d74c22efb9b"},
+]
cachetools = [
- {file = "cachetools-4.2.1-py3-none-any.whl", hash = "sha256:1d9d5f567be80f7c07d765e21b814326d78c61eb0c3a637dffc0e5d1796cb2e2"},
- {file = "cachetools-4.2.1.tar.gz", hash = "sha256:f469e29e7aa4cff64d8de4aad95ce76de8ea1125a16c68e0d93f65c3c3dc92e9"},
+ {file = "cachetools-4.2.2-py3-none-any.whl", hash = "sha256:2cc0b89715337ab6dbba85b5b50effe2b0c74e035d83ee8ed637cf52f12ae001"},
+ {file = "cachetools-4.2.2.tar.gz", hash = "sha256:61b5ed1e22a0924aed1d23b478f37e8d52549ff8a961de2909c69bf950020cff"},
]
certifi = [
{file = "certifi-2020.12.5-py2.py3-none-any.whl", hash = "sha256:719a74fb9e33b9bd44cc7f3a8d94bc35e4049deebe19ba7d8e108280cfd59830"},
@@ -3268,8 +3334,8 @@ datetime = [
{file = "DateTime-4.3.tar.gz", hash = "sha256:5cef605bab8259ff61281762cdf3290e459fbf0b4719951d5fab967d5f2ea0ea"},
]
decorator = [
- {file = "decorator-4.4.2-py2.py3-none-any.whl", hash = "sha256:41fa54c2a0cc4ba648be4fd43cff00aedf5b9465c9bf18d64325bc225f08f760"},
- {file = "decorator-4.4.2.tar.gz", hash = "sha256:e3a62f0520172440ca0dcc823749319382e377f37f140a0b99ef45fecb84bfe7"},
+ {file = "decorator-5.0.7-py3-none-any.whl", hash = "sha256:945d84890bb20cc4a2f4a31fc4311c0c473af65ea318617f13a7257c9a58bc98"},
+ {file = "decorator-5.0.7.tar.gz", hash = "sha256:6f201a6c4dac3d187352661f508b9364ec8091217442c9478f1f83c003a0f060"},
]
defusedxml = [
{file = "defusedxml-0.7.1-py2.py3-none-any.whl", hash = "sha256:a352e7e428770286cc899e2542b6cdaedb2b4953ff269a210103ec58f6198a61"},
@@ -3346,6 +3412,10 @@ ephem = [
fbprophet = [
{file = "fbprophet-0.6.tar.gz", hash = "sha256:de7eaa16500e4dba69a0706906775cbe96668a6fe48354ee2fff820d9e6a899b"},
]
+ffn = [
+ {file = "ffn-0.3.6-py2.py3-none-any.whl", hash = "sha256:1e55e8caf6b63dce2f164cc4d3b8a02b678be7ed12990cafb2006b818a9a09e7"},
+ {file = "ffn-0.3.6.tar.gz", hash = "sha256:4a79e72e06ff328e333ffe97010b1ce110bcd694fcd03be7351bf5065cd273e8"},
+]
filelock = [
{file = "filelock-3.0.12-py3-none-any.whl", hash = "sha256:929b7d63ec5b7d6b71b0fa5ac14e030b3f70b75747cef1b10da9b879fef15836"},
{file = "filelock-3.0.12.tar.gz", hash = "sha256:18d82244ee114f543149c66a6e0c14e9c4f8a1044b5cdaadd0f82159d6a6ff59"},
@@ -3354,8 +3424,8 @@ finviz = [
{file = "finviz-1.4.1.tar.gz", hash = "sha256:7b1a2a730ce8e09dfe64aad30b499a3adaf0fdf2d52cba6dd3ef9813248182be"},
]
finvizfinance = [
- {file = "finvizfinance-0.9.6-py3-none-any.whl", hash = "sha256:18db3403bac6c3e6dae9d2c8d555df10d228e34daf02e4d50bb69c46e578cb7d"},
- {file = "finvizfinance-0.9.6.tar.gz", hash = "sha256:9a5f5a1a1e67e810e4f6819cda0e3966f95313ff27d06466ae8a91e5a0e0cdbe"},
+ {file = "finvizfinance-0.9.7-py3-none-any.whl", hash = "sha256:f4e944ba28bb715d31dbe4c738572a6f7fad8feddbd5223a693d81eb31dd5365"},
+ {file = "finvizfinance-0.9.7.tar.gz", hash = "sha256:92e6454686ed736164e0252137bb491b77f0dd6a32ea82677082de880afc6bfb"},
]
flair = [
{file = "flair-0.7-py3-none-any.whl", hash = "sha256:42c7e8074f67eeac722d68f4d5a9ad602377a76f5c4a2a190b916645b9be6ff2"},
@@ -3421,8 +3491,8 @@ gensim = [
{file = "gensim-3.8.3.tar.gz", hash = "sha256:786adb0571f75114e9c5f7a31dd2e6eb39a9791f22c8757621545e2ded3ea367"},
]
google-auth = [
- {file = "google-auth-1.29.0.tar.gz", hash = "sha256:010f011c4e27d3d5eb01106fba6aac39d164842dfcd8709955c4638f5b11ccf8"},
- {file = "google_auth-1.29.0-py2.py3-none-any.whl", hash = "sha256:f30a672a64d91cc2e3137765d088c5deec26416246f7a9e956eaf69a8d7ed49c"},
+ {file = "google-auth-1.30.0.tar.gz", hash = "sha256:9ad25fba07f46a628ad4d0ca09f38dcb262830df2ac95b217f9b0129c9e42206"},
+ {file = "google_auth-1.30.0-py2.py3-none-any.whl", hash = "sha256:588bdb03a41ecb4978472b847881e5518b5d9ec6153d3d679aa127a55e13b39f"},
]
google-auth-oauthlib = [
{file = "google-auth-oauthlib-0.4.4.tar.gz", hash = "sha256:09832c6e75032f93818edf1affe4746121d640c625a5bef9b5c96af676e98eee"},
@@ -3948,8 +4018,8 @@ nest-asyncio = [
{file = "nest_asyncio-1.5.1.tar.gz", hash = "sha256:afc5a1c515210a23c461932765691ad39e8eba6551c055ac8d5546e69250d0aa"},
]
networkx = [
- {file = "networkx-2.5.1-py3-none-any.whl", hash = "sha256:0635858ed7e989f4c574c2328380b452df892ae85084144c73d8cd819f0c4e06"},
- {file = "networkx-2.5.1.tar.gz", hash = "sha256:109cd585cac41297f71103c3c42ac6ef7379f29788eb54cb751be5a663bb235a"},
+ {file = "networkx-2.5-py3-none-any.whl", hash = "sha256:8c5812e9f798d37c50570d15c4a69d5710a18d77bafc903ee9c5fba7454c616c"},
+ {file = "networkx-2.5.tar.gz", hash = "sha256:7978955423fbc9639c10498878be59caf99b44dc304c2286162fd24b458c1602"},
]
notebook = [
{file = "notebook-6.3.0-py3-none-any.whl", hash = "sha256:cb271af1e8134e3d6fc6d458bdc79c40cbfc84c1eb036a493f216d58f0880e92"},
@@ -4058,6 +4128,10 @@ pandas = [
{file = "pandas-1.1.5-cp39-cp39-win_amd64.whl", hash = "sha256:edda9bacc3843dfbeebaf7a701763e68e741b08fccb889c003b0a52f0ee95782"},
{file = "pandas-1.1.5.tar.gz", hash = "sha256:f10fc41ee3c75a474d3bdf68d396f10782d013d7f67db99c0efbfd0acb99701b"},
]
+pandas-datareader = [
+ {file = "pandas-datareader-0.9.0.tar.gz", hash = "sha256:b2cbc1e16a6ab9ff1ed167ae2ea92839beab9a20823bd00bdfb78155fa04f891"},
+ {file = "pandas_datareader-0.9.0-py3-none-any.whl", hash = "sha256:fd9ce1238114dd199c32662a9d788271032580960bcf029e64b814d33d17477c"},
+]
pandas-ta = [
{file = "pandas_ta-0.2.45b.tar.gz", hash = "sha256:2adde7d3ecec5d96b032b6d80491fb2c9b7952626a3c2cf01fe7ca78f35ebe38"},
]
@@ -4254,8 +4328,8 @@ pygments = [
{file = "Pygments-2.8.1.tar.gz", hash = "sha256:2656e1a6edcdabf4275f9a3640db59fd5de107d88e8663c5d4e9a0fa62f77f94"},
]
pylint = [
- {file = "pylint-2.7.4-py3-none-any.whl", hash = "sha256:209d712ec870a0182df034ae19f347e725c1e615b2269519ab58a35b3fcbbe7a"},
- {file = "pylint-2.7.4.tar.gz", hash = "sha256:bd38914c7731cdc518634a8d3c5585951302b6e2b6de60fbb3f7a0220e21eeee"},
+ {file = "pylint-2.8.2-py3-none-any.whl", hash = "sha256:f7e2072654a6b6afdf5e2fb38147d3e2d2d43c89f648637baab63e026481279b"},
+ {file = "pylint-2.8.2.tar.gz", hash = "sha256:586d8fa9b1891f4b725f587ef267abe2a1bad89d6b184520c7f07a253dd6e217"},
]
pymeeus = [
{file = "PyMeeus-0.5.11.tar.gz", hash = "sha256:bb9d670818d8b0594317b48a7dadea02a0594e5344263bf2054e1a011c8fed55"},
@@ -4288,6 +4362,10 @@ pyportfolioopt = [
{file = "PyPortfolioOpt-1.4.1-py3-none-any.whl", hash = "sha256:73f0b4ac2a5d879879a7a91af038b4d7ff82e9998fb2cad7c249302294e8c09e"},
{file = "PyPortfolioOpt-1.4.1.tar.gz", hash = "sha256:e6c8e983db92cd13caf41d87fb4dcd945d37053f28b75dd19b5be699b6b1d19e"},
]
+pyprind = [
+ {file = "PyPrind-2.11.3-py2.py3-none-any.whl", hash = "sha256:cc8edb66aabb18f25f7a3cce65312b3bc64b49992ddc93ba4cf511e5e25c1be3"},
+ {file = "PyPrind-2.11.3.tar.gz", hash = "sha256:e37dcab6e1a9c8e0a7f0fce65fde7a79e2deda1c75aa015910a49e2137b54cbf"},
+]
pyrsistent = [
{file = "pyrsistent-0.14.11.tar.gz", hash = "sha256:3ca82748918eb65e2d89f222b702277099aca77e34843c5eb9d52451173970e2"},
]
@@ -4332,8 +4410,8 @@ python-dateutil = [
{file = "python_dateutil-2.8.1-py2.py3-none-any.whl", hash = "sha256:75bb3f31ea686f1197762692a9ee6a7550b59fc6ca3a1f4b5d7e32fb98e2da2a"},
]
python-dotenv = [
- {file = "python-dotenv-0.17.0.tar.gz", hash = "sha256:471b782da0af10da1a80341e8438fca5fadeba2881c54360d5fd8d03d03a4f4a"},
- {file = "python_dotenv-0.17.0-py2.py3-none-any.whl", hash = "sha256:49782a97c9d641e8a09ae1d9af0856cc587c8d2474919342d5104d85be9890b2"},
+ {file = "python-dotenv-0.17.1.tar.gz", hash = "sha256:b1ae5e9643d5ed987fc57cc2583021e38db531946518130777734f9589b3141f"},
+ {file = "python_dotenv-0.17.1-py2.py3-none-any.whl", hash = "sha256:00aa34e92d992e9f8383730816359647f358f4a3be1ba45e5a5cefd27ee91544"},
]
pytrends = [
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@@ -4360,16 +4438,11 @@ pywin32 = [
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@@ -4596,39 +4669,39 @@ sacremoses = [
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scipy = [
{file = "scipy-1.5.4-cp36-cp36m-macosx_10_9_x86_64.whl", hash = "sha256:4f12d13ffbc16e988fa40809cbbd7a8b45bc05ff6ea0ba8e3e41f6f4db3a9e47"},
diff --git a/pyproject.toml b/pyproject.toml
index 8aa0ad91f60..65ac1931eb2 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -62,6 +62,7 @@ python-coinmarketcap = "^0.2"
oandapyV20 = "^0.6.3"
degiroapi = "^0.9.5"
valinvest = "^0.0.2"
+bt = "^0.2.9"
[tool.poetry.dev-dependencies]
pytest = "^6.2.2"
diff --git a/requirements-full.txt b/requirements-full.txt
index 9e7ae93c693..a8c07a921e4 100644
--- a/requirements-full.txt
+++ b/requirements-full.txt
@@ -16,6 +16,7 @@ black==20.8b1; python_version >= "3.6"
bleach==3.3.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
bpemb==0.3.3; python_version >= "3.6"
bs4==0.0.1
+bt==0.2.9
cachetools==4.2.1; python_version >= "3.5" and python_version < "4.0" and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0")
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
cffi==1.14.5; implementation_name == "pypy" and python_version >= "3.6"
diff --git a/requirements-old.txt b/requirements-old.txt
index 6dcb6d00577..77b359de143 100644
--- a/requirements-old.txt
+++ b/requirements-old.txt
@@ -9,6 +9,7 @@ beautifulsoup4==4.9.3
black==20.8b1; python_version >= "3.6"
bpemb==0.3.2; python_version >= "3.6"
bs4==0.0.1
+bt==0.2.9
cachetools==4.2.1; python_version >= "3.5" and python_version < "4.0" and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0")
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
chardet==3.0.4; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
diff --git a/requirements-win.txt b/requirements-win.txt
index 399b80c6f67..1f658e78cc9 100644
--- a/requirements-win.txt
+++ b/requirements-win.txt
@@ -9,6 +9,7 @@ beautifulsoup4==4.9.3
black==20.8b1; python_version >= "3.6"
bpemb==0.3.2; python_version >= "3.6"
bs4==0.0.1
+bt==0.2.9
cachetools==4.2.1; python_version >= "3.5" and python_version < "4.0" and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0")
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
chardet==3.0.4; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
diff --git a/requirements.txt b/requirements.txt
index 122170ff40a..4a189ab8556 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,6 +13,7 @@ beautifulsoup4==4.9.3; python_version >= "3.5"
black==20.8b1; python_version >= "3.6"
bleach==3.3.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
bs4==0.0.1
+bt==0.2.9
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
cffi==1.14.5; implementation_name == "pypy" and python_version >= "3.6"
chardet==4.0.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
diff --git a/terminal.py b/terminal.py
index 5afbfad080b..6765b0f68f5 100644
--- a/terminal.py
+++ b/terminal.py
@@ -33,6 +33,7 @@ from gamestonk_terminal.cryptocurrency import crypto_controller
from gamestonk_terminal.screener import screener_controller
from gamestonk_terminal.portfolio_optimization import po_controller
from gamestonk_terminal.forex import fx_controller
+from gamestonk_terminal.backtesting import bt_controller
# pylint: disable=too-many-statements,too-many-branches
@@ -76,6 +77,7 @@ def main():
"res",
"fa",
"ta",
+ "bt",
"dd",
"eda",
"pred",
@@ -358,6 +360,11 @@ def main():
elif ns_known_args.opt == "scr":
b_quit = screener_controller.menu()
+ elif ns_known_args.opt == "bt":
+ b_quit = bt_controller.menu(
+ s_ticker.split(".")[0] if "." in s_ticker else s_ticker, s_start
+ )
+
else:
print("Shouldn't see this command!")
continue