Crypto Backtest
v1.0.0Crypto futures back测试 engine with built-in EMA, RSI, MACD, and Bollinger Band strategies. Fetches OHLCV data from any ccxt-supported exchange (Bybit, Binance, OKX, etc.), 运行s multi-strategy sweeps, calculates win rate / PnL / drawdown, and 导出s 结果s to JSON. Use when back测试 trading strategies, comparing parameter combinations, evaluating crypto trading 签名als, or building a quantitative trading 流水线.
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安装命令
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Crypto Backtest Engine
Fast, scriptable back测试 for crypto futures strategies. Fetches data via ccxt, 运行s strategies, 报告s 指标.
Quick 启动 pip 安装 ccxt numpy python scripts/backtest_engine.py --symbol ETH/USDT:USDT --strategy ema --fast 12 --slow 26
Features Multi-exchange: Any ccxt-supported exchange (Bybit, Binance, OKX, Bit获取...) Built-in strategies: EMA crossover, RSI, MACD, Bollinger Bands Parameter sweep: Test all combinations automatically Risk simulation: Configurable leverage, position size, SL/TP, fees JSON 导出: Machine-readable 结果s for 流水线 integration Custom strategies: Simple plug-in interface Usage Single Strategy python scripts/backtest_engine.py \ --symbol SOL/USDT:USDT \ --strategy rsi \ --period 14 --oversold 30 --overbought 70 \ --cAPItal 1000 --leverage 5
Parameter Sweep python scripts/sweep.py \ --symbol ETH/USDT:USDT \ --strategies ema,rsi,macd,bbands \ --cAPItal 1000 --leverage 5 \ --输出 结果s.json
Custom Strategy
See references/custom_strategy.md for the plug-in interface.
输出 指标
Each backtest 报告s:
Total trades, win rate, profit factor Total PnL (absolute + percentage) Max drawdown Best/worst trade Final balance Files scripts/backtest_engine.py — Core engine with EMA, RSI, MACD, Bollinger Bands scripts/sweep.py — Multi-strategy parameter sweep 运行器 references/custom_strategy.md — 图形界面de for 添加ing custom strategies references/strategy_notes.md — Notes on each built-in strategy's edge cases