CODEWITHSUNDEEP
pythonpandasnumpytradingback-testing
benito.cano
benito.cano

Reputation: 867

Is it possible to backtest trading algorithms without using backtesting libaries?

So my questions is, are there functions within basic python libaries(such as pandas, numpy, matplotlib) to backtest without using backtesting liabries(such as pyalgotrade, backtesting.py and zipline). So could you backtest by just using basic libraries or do you have to use the backtesting liabries if you already had the historical data? Thanks

Upvotes: 2

Views: 451

Answers (2)

Manash Dutta
Manash Dutta

Reputation: 11

It is absolutely possible to backtest trading algorithms without using any backtesting libraries, but using a library is much faster. If you don't want to use any libraries then you can use Matplotlib to plot your results into graphs. However, there are no inbuilt functions to use for backtesting trading strategies in Python, that is where backtesting libraries come in...lol

Upvotes: 1

orlp
orlp

Reputation: 117771

There is no magic in programming. If a library implements it, you can do it as well.

The question is whether it is worth the amount of effort to re-do someone else's efforts, and whether you can do it better or not.

Upvotes: 6

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