Update readme

slowpoke111 · Nov 9, 2024 · 52143db · 52143db
1 parent ad2ccb0
commit 52143db
Show file tree

Hide file tree

Showing 2 changed files with 42 additions and 35 deletions.
diff --git a/__init__.py b/__init__.py
@@ -1,4 +1,6 @@
-from .backtest import Backtest, TradeType, Holding, Transaction
+from .backtest import Backtest
+from .strategy import Strategy
+from .types import TradeType, Holding, Transaction, Order
 from .utils import (
     calculateSMA,
     calculateEMA,
@@ -15,15 +17,16 @@
     getCrossSignals
 )
 
-
 __version__ = "1.0.1"
 __author__ = "Ben Bell"
 
 __all__ = [
     "Backtest",
+    "Strategy",
     "TradeType",
     "Holding",
     "Transaction",
+    "Order",
     "calculateSMA",
     "calculateEMA",
     "calculateRSI",

diff --git a/readme.md b/readme.md
@@ -8,10 +8,11 @@ A Python framework for backtesting trading strategies with support for multiple
 - [x] Market Orders (Buy/Sell)
 - [x] Limit Orders
 - [x] GTC (Good Till Cancelled) Orders
+- [x] Short
 - [x] Commission Handling
-  - [x] Flat Fee
-  - [x] Percentage
-  - [x] Per Share
+    - [x] Flat Fee
+    - [x] Percentage
+    - [x] Per Share
 
 ### Technical Indicators
 - [x] Simple Moving Average (SMA)
@@ -20,12 +21,15 @@ A Python framework for backtesting trading strategies with support for multiple
 - [x] Bollinger Bands
 - [x] MACD (Moving Average Convergence Divergence)
 - [x] Crossover Detection
+- [x] Volume Weighted Average Price (VWAP)
+- [x] Average True Range (ATR)
 
 ### Portfolio Management
 - [x] Position Tracking
 - [x] Transaction History
 - [x] Portfolio Valuation
 - [x] Cash Management
+- [x] Performance Metrics
 
 ## Example
 
@@ -38,40 +42,40 @@ from datetime import datetime
 import pandas as pd
 
 def maxBuyableShares(price: float, cash: float) -> int:
-    return int(cash / price)
+        return int(cash / price)
 
 class SimpleMovingAverageCrossover(Strategy):
-    def setup(self) -> None:
-        self.sma20:pd.Series = calculateSMA(self.data['Close'], 20)
-        self.sma50:pd.Series = calculateSMA(self.data['Close'], 50)
-
+        def setup(self) -> None:
+                self.sma20:pd.Series = calculateSMA(self.data['Close'], 20)
+                self.sma50:pd.Series = calculateSMA(self.data['Close'], 50)
+        
 
-    def next(self, row: pd.Series) -> None:
-        if len(self.data['Close']) < 51:
-            return
+        def next(self, row: pd.Series) -> None:
+                if len(self.data['Close']) < 51:
+                        return
 
-        current_price:float = row['Close']
-        current_sma20:float = self.sma20[row.name]
-        current_sma50:float = self.sma50[row.name]
-        position:int = self.get_position()
+                current_price:float = row['Close']
+                current_sma20:float = self.sma20[row.name]
+                current_sma50:float = self.sma50[row.name]
+                position:int = self.get_position()
 
-        if current_sma20 > current_sma50:
-            numShares = maxBuyableShares(current_price, self.backtest.cash)
-            if numShares > 0:
-                self.backtest.trade(TradeType.BUY, numShares, current_price)
-
-        elif current_sma20 < current_sma50 and position > 0:
-            sharesToSell = max(1, position // 3)
-            self.backtest.trade(TradeType.SELL, sharesToSell, current_price)
-
+                if current_sma20 > current_sma50:
+                        numShares = maxBuyableShares(current_price, self.backtest.cash)
+                        if numShares > 0:
+                                self.backtest.trade(TradeType.BUY, numShares, current_price)
+        
+                elif current_sma20 < current_sma50 and position > 0:
+                        sharesToSell = max(1, position // 3)
+                        self.backtest.trade(TradeType.SELL, sharesToSell, current_price)
+        
 if __name__ == "__main__":
-    backtest = pbt.Backtest(
-        "PG",
-        1000.0,
-        strategy=SimpleMovingAverageCrossover(),
-        startDate=datetime(2023, 1, 1),
-        endDate=datetime(2024, 1, 1)
-    )
-    results = backtest.run()
-    print(f"Final Portfolio Value: ${results['final_value']:,.2f}")
+        backtest = pbt.Backtest(
+                "PG",
+                1000.0,
+                strategy=SimpleMovingAverageCrossover(),
+                startDate=datetime(2023, 1, 1),
+                endDate=datetime(2024, 1, 1)
+        )
+        results = backtest.run()
+        print(f"Final Portfolio Value: ${results['final_value']:,.2f}")
 ```