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backtesting.py

Slate can integrate with backtesting.py to upload your backtests to the cloud, so you can view more advanced metrics, share your backtest, compare with other backtests, and more.

Here's how:

Running your backtesting.py strategy​

An example backtesting.py Strategy is provided here, but if you have another one you want to backtest, you should use that.

from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test import SMA, GOOG


# SmaCross Strategy from backtesting.py docs
class SmaCross(Strategy):
    n1 = 10
    n2 = 20

    def init(self):
        close = self.data.Close
        self.sma1 = self.I(SMA, close, self.n1)
        self.sma2 = self.I(SMA, close, self.n2)

    def next(self):
        if crossover(self.sma1, self.sma2):
            self.buy()
        elif crossover(self.sma2, self.sma1):
            self.sell()


bt = Backtest(GOOG, SmaCross,
              cash=10000, commission=.002,
              exclusive_orders=True)
result = bt.run()

Uploading to Slate​

The Backtest::run method returns an object that you can pass to slate to upload your backtest to the cloud.

Initialize slate, and then pass the result object to the slate.integrations.backtesting.post_backtest method.

# first, initialize slate
slate = slate.Slate()

# call post_backtest with the `result` object we got from `bt.run()` earlier.
# since backtesting.py has no concept of symbols/tickers and only operates on data, we need to give slate the symbol
# name too.
slate.integrations.backtesting.post_backtest(result, 'GOOG')

You're done! Open up your model on the platform to view, share, and compare your backtest.