This application offers creating, backtesting of trading strategies and data download. All funcionality is available via GUI, except strategy creation. Results of backtesting and user configurations are saved to local database. Historical data is saved in file system in parquet format.
The application uses project Backtesting.py (https://github.com/kernc/backtesting.py) as backtesting engine.
Technologies used : PySide6, FastAPI, Pydantic, Polars, Pandas, PyArrow, SQLAlchemy, Parquet, SQLite
Whole thesis: https://vskp.vse.cz/english/98736
- Data download
- Backtesting
- Saving results to database
- Results analysis
- GUI
- Client-server architecture