Learning to backtest historical data from various sources gives you flexibility in testing trading strategies. IBridgePy can backtest historical data not only from Interactive Brokers but any data providers. This tutorial explains how to backtest historical data with Python.
Using Custom Historical Data for Backtesting
IBridgePy can backtest algo trading strategies using historical data not only from Interactive Brokers but any other data providers. The basic idea is to save historical data from any data providers to local csv files and then supply them to IBridgePy backtester. In this post, we will explain how to backtest a sample algo strategy by supplying historical data from local csv files.
,close,high,low,open,volume 1540166400,275.01,277.36,274.41,277.0,649920 1540252800,273.61,274.87,268.61,270.94,1137894 1540339200,265.32,273.76,264.7,273.33,1291493 1540425600,270.08,271.81,266.23,267.37,972500 1540512000,265.33,271.0,262.29,265.92,1600199 1540771200,263.86,270.25,259.85,268.78,1195387 1540857600,267.77,268.12,263.12,263.67,1226114 1540944000,270.63,273.23,270.12,270.65,967075
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