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BackTestNepse

BackTestNepse is a project for backtesting various trading strategies on the NEPSE (Nepal Stock Exchange). The project includes predefined strategies, the ability to define custom strategies, and a web interface to run and view the results.

How to Use

Running Strategies

To run a strategy, use the manager.py script. You can use either predefined strategies or custom strategies.

Example Usage

import sys
from manager import StrategyManager
from create_html import CreateHtml

def main(args):
    # Run strategies
    arg = {}
    try:
        for a in args:
            arg[a.split("=")[0]] = a.split("=")[1]
        strategy_manager = StrategyManager(args=arg)
        strategy_manager.run_startegy()
    except Exception as e:
        print(e)

if __name__ == '__main__':
    main(sys.argv[1:])

Running the Web Interface

BackTestNepse includes a FastAPI web interface. You can start the web server and access the interface to run and view strategies.

Example FastAPI Application

from typing import Union

from fastapi import FastAPI

from create_html import create_response
from manager import StrategyManager
from fastapi.middleware.cors import CORSMiddleware

app = FastAPI()

origins = [
    "http://localhost.tiangolo.com",
    "https://localhost.tiangolo.com",
    "http://localhost:5173",
    "http://localhost:8080",
]

app.add_middleware(
    CORSMiddleware,
    allow_origins=origins,
    allow_credentials=True,
    allow_methods=["*"],
    allow_headers=["*"],
)

@app.get("/")
def read_root():
    return {"Hello": "World"}

@app.get("/run_strategy")
def run_strategy(strategy: str = "",  from_date: str = "", to_date: str = "", isDay: bool = True):
    strategy_manager = StrategyManager(args={'strategy': strategy, 'isDay': isDay, 'start_date': from_date, 'end_date': to_date})
    result = strategy_manager.run_startegy()
    data = create_response(strategy=strategy, start_date=from_date, end_date=to_date, isDay=isDay)
    return data

@app.get("/items/{item_id}")
def read_item(item_id: int, q: Union[str, None] = None):
    return {"item_id": item_id, "q": q}

Frontend

The frontend of the project is built using SvelteKit and can be found in the frontend directory.

Contributing

1. Fork the repository
2. Create your feature branch (git checkout -b feature/fooBar)
3. Commit your changes (git commit -am 'Add some fooBar')
4. Push to the branch (git push origin feature/fooBar)
5. Create a new Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.

Contact

If you have any questions or suggestions, feel free to open an issue or contact me directly.

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