Inspiration
The idea for Strategy Backtester came from a desire to make quantitative trading research more accessible. Many existing tools are either too complex for beginners or too limited for advanced users. We wanted a simple, open-source solution that lets anyone test their trading ideas on real historical data.
What it does
Strategy Backtester allows users to fetch historical stock data, define and test trading strategies, and analyze performance metrics. It supports both command-line and web-based (Streamlit) interfaces for flexibility and ease of use.
How we built it
We built the project in Python, leveraging popular libraries like pandas and numpy for data handling and calculations. Data is fetched from Alpha Vantage using their API. The backtesting logic is modular, allowing users to plug in custom strategies. For visualization and interactivity, we added a Streamlit web app with Altair charts. Environment variables are managed with python-dotenv for secure API key handling.
Challenges we ran into
- Handling API rate limits and data quality issues from Alpha Vantage.
- Designing a flexible strategy interface that balances simplicity and power.
- Ensuring compatibility across different Python environments and operating systems.
- Making the Streamlit app responsive and user-friendly.
Accomplishments that we're proud of
- Creating a modular, extensible backtesting framework.
- Providing both CLI and web interfaces for different user preferences.
- Clear documentation and straightforward setup for new users.
What we learned
- The importance of robust error handling when working with external APIs.
- How to design code for extensibility, allowing users to add their own strategies.
- Best practices for building interactive data apps with Streamlit and Altair.
What's next for Strategy Backtester
- Adding support for more data sources (e.g., yfinance, Polygon).
- Implementing more built-in strategies and performance metrics.
- Enhancing the web app with more interactive features.
- Supporting portfolio-level backtesting and multi-
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