bt

Slate can integrate with bt 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 bt Strategy is provided here, but if you have another one you want to backtest, you should use that.

from bt import Strategy, Backtest

data = bt.get('spy,agg', start='2010-01-01')
strategy = Strategy('s1', [bt.algos.RunMonthly(), bt.algos.SelectAll(), bt.algos.WeighEqually(), bt.algos.Rebalance()])
backtest = Backtest(strategy, data)
result = bt.run(backtest)

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.bt.post_backtest method.

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

# call post_backtest with the `result` object we got from `bt.run()` earlier.
slate.integrations.bt.post_backtests(result)

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