algoTrading

SETUP:

1. Create env

python3 -m venv algotrading

2. Activate env

source algotrading/bin/activate

3. Install requirements

pip install -r requirements.txt

4. Download benchmark data

https://www.wsj.com/market-data/quotes/index/SPX/historical-prices

Download csv data here with largest time frame, rename file to SP500.csv, and place in backtester/ folder

Sphinx:

https://www.sphinx-doc.org/en/master/usage/extensions/autodoc.html

Sphinx autodocs will autogenerate documentation based on properly formatted comments. Look at current examples to get an idea of formatting

To regenerate docs:

1. make .rst file for any new modules

2. run make html

Credits

Follows the template for event driven backtester development outlined in this series

https://www.quantstart.com/articles/Event-Driven-Backtesting-with-Python-Part-I