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finance/py-bt: New port: Flexible backtesting framework to test quantitative trading strategies

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This commit is contained in:
Yuri Victorovich 2022-12-26 18:38:16 -08:00
parent aecb623aef
commit 808d0facae
4 changed files with 49 additions and 0 deletions
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1
finance/Makefile
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@ -100,6 +100,7 @@
SUBDIR += py-alpha-vantage
SUBDIR += py-backtrader
SUBDIR += py-bitcoin
SUBDIR += py-bt
SUBDIR += py-ebaysdk
SUBDIR += py-exchange-calendars
SUBDIR += py-ffn

30
finance/py-bt/Makefile Normal file
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@ -0,0 +1,30 @@
PORTNAME= bt
DISTVERSIONPREFIX= v
DISTVERSION= 0.2.9
CATEGORIES= finance python
#MASTER_SITES= CHEESESHOP # no tests
PKGNAMEPREFIX= ${PYTHON_PKGNAMEPREFIX}
DISTNAME= ${PORTNAME:S/-/_/}-${PORTVERSION}
MAINTAINER= yuri@FreeBSD.org
COMMENT= Flexible backtesting framework to test quantitative trading strategies
WWW= http://pmorissette.github.io/bt/
LICENSE= MIT
LICENSE_FILE= ${WRKSRC}/LICENSE.txt
PY_DEPENDS= ${PYTHON_PKGNAMEPREFIX}ffn>=0.3.5:finance/py-ffn@${PY_FLAVOR} \
${PYTHON_PKGNAMEPREFIX}pyprind>=2.11:misc/py-pyprind@${PY_FLAVOR}
BUILD_DEPENDS= ${PY_DEPENDS}
RUN_DEPENDS= ${PY_DEPENDS}
USES= python:3.8+
USE_PYTHON= distutils autoplist pytest # tests require nose which is currently broken
USE_GITHUB= yes
GH_ACCOUNT= pmorissette
post-install:
@${STRIP_CMD} ${STAGEDIR}${PYTHON_SITELIBDIR}/bt/core${PYTHON_EXT_SUFFIX}.so
.include <bsd.port.mk>

3
finance/py-bt/distinfo Normal file
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@ -0,0 +1,3 @@
TIMESTAMP = 1672107963
SHA256 (pmorissette-bt-v0.2.9_GH0.tar.gz) = 2c1fedd577b56d4a5b816c9c42b1c58cc6d96e750560b90c3f2bdf71cca601b9
SIZE (pmorissette-bt-v0.2.9_GH0.tar.gz) = 3664420

15
finance/py-bt/pkg-descr Normal file
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@ -0,0 +1,15 @@
bt is a flexible backtesting framework for Python used to test quantitative
trading strategies. Backtesting is the process of testing a strategy over a
given data set. This framework allows you to easily create strategies that mix
and match different Algos. It aims to foster the creation of easily testable,
re-usable and flexible blocks of strategy logic to facilitate the rapid
development of complex trading strategies.
The goal: to save quants from re-inventing the wheel and let them focus on the
important part of the job - strategy development.
bt is coded in Python and joins a vibrant and rich ecosystem for data analysis.
Numerous libraries exist for machine learning, signal processing and statistics
and can be leveraged to avoid re-inventing the wheel - something that happens
all too often when using other languages that don't have the same wealth of
high-quality, open-source projects.