Backtest using any historical data

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

For more backtesting examples and detailed guides, visit our tutorials or check our documentation.