Stock(SYMBOL) instantiates an object containing historical prices for a SYMBOL since 2001. A Stock object is akin to a list of Tick objects.

>>> goog = Stock('GOOG')

Stock.plot is a versatile instance method allowing you to plot Tick attributes.

Tick attributes you may want to plot:

• open
• close
• high
• low
• ma(N)
• std(N)
• upper_bb(N, K)
• lower_bb(N, K)

To plot the close value and the upper and lower Bollinger's band for N=30 and K=1:

>>> goog.plot('close', 'upper_bb(30, 1)', 'lower_bb(30, 1)')

It will save the plot in the file png/GOOG.png.

BackTest() instantiates a backtesting object. e.g. backtest = BackTest()

A strategy is a callable object accepting a Tick object as an argument and returning buy, None or sell.

>>> bollinger = Bollinger(30, 1) >>> monkey = Monkey(30)

To back test the bollinger strategy against the goog stock:

>>> backtest(goog, bollinger)

To plot PNL (net) and position (long/.../short) over time call BackTest.plot:

>>> backtest.plot()

It will save the plot in the file png/GOOG_Bollinger.png

Backtest.cost should be a function taking a trade amount as an argument and returning a cost. By default there are no trading cost using yet it is very easy to change:

>>> backtest.cost = lambda trade: 0.5 * trade / 100

Will factor in 0.5 % trading cost for the net PNL computation.