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        "author": "Zach L\u00fbster",
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            "Intended Audience :: Financial and Insurance Industry",
            "Intended Audience :: Science/Research",
            "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
            "Operating System :: OS Independent",
            "Programming Language :: Python :: 3 :: Only",
            "Topic :: Office/Business :: Financial :: Investment",
            "Topic :: Scientific/Engineering :: Visualization"
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        "description": "[![](https://i.imgur.com/E8Kj69Y.png)](https://kernc.github.io/backtesting.py/)\n\nBacktesting.py\n==============\n[![Build Status](https://img.shields.io/travis/kernc/backtesting.py.svg?style=for-the-badge)](https://travis-ci.org/kernc/backtesting.py)\n[![Code Coverage](https://img.shields.io/codecov/c/gh/kernc/backtesting.py.svg?style=for-the-badge)](https://codecov.io/gh/kernc/backtesting.py)\n[![Backtesting on PyPI](https://img.shields.io/pypi/v/backtesting.svg?color=blue&style=for-the-badge)](https://pypi.org/project/backtesting)\n\nBacktest trading strategies with Python.\n\n[**Project website**](https://kernc.github.io/backtesting.py/)\n\n[Documentation]\n\n[Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/\n\n\nInstallation\n------------\n\n    $ pip install backtesting\n\n\nUsage\n-----\n```python\nfrom backtesting import Backtest, Strategy\nfrom backtesting.lib import crossover\n\nfrom backtesting.test import SMA, GOOG\n\n\nclass SmaCross(Strategy):\n    def init(self):\n        Close = self.data.Close\n        self.ma1 = self.I(SMA, Close, 10)\n        self.ma2 = self.I(SMA, Close, 20)\n\n    def next(self):\n        if crossover(self.ma1, self.ma2):\n            self.buy()\n        elif crossover(self.ma2, self.ma1):\n            self.sell()\n\n\nbt = Backtest(GOOG, SmaCross,\n              cash=10000, commission=.002)\nbt.run()\nbt.plot()\n```\n\nResults in:\n\n```text\nStart                     2004-08-19 00:00:00\nEnd                       2013-03-01 00:00:00\nDuration                   3116 days 00:00:00\nExposure [%]                            94.29\nEquity Final [$]                     69665.12\nEquity Peak [$]                      69722.15\nReturn [%]                             596.65\nBuy & Hold Return [%]                  703.46\nMax. Drawdown [%]                      -33.61\nAvg. Drawdown [%]                       -5.68\nMax. Drawdown Duration      689 days 00:00:00\nAvg. Drawdown Duration       41 days 00:00:00\n# Trades                                   93\nWin Rate [%]                            53.76\nBest Trade [%]                          56.98\nWorst Trade [%]                        -17.03\nAvg. Trade [%]                           2.44\nMax. Trade Duration         121 days 00:00:00\nAvg. Trade Duration          32 days 00:00:00\nExpectancy [%]                           6.92\nSQN                                      1.77\nSharpe Ratio                             0.22\nSortino Ratio                            0.54\nCalmar Ratio                             0.07\n_strategy                            SmaCross\n```\n[![plot of trading simulation](https://i.imgur.com/q6OSQD8.png)](https://kernc.github.io/backtesting.py/#example)\n\nFind more usage examples in the [documentation].\n\nFeatures\n--------\n* Simple, well-documented API\n* Blazing fast execution\n* Built-in optimizer\n* Library of composable base strategies and utilities\n* Indicator-library-agnostic\n* Supports _any_ financial instrument with candlestick data\n* Detailed results\n* Interactive visualizations",
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