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README.md

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# BacktestBay: Evaluation of Trading Strategies
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# BacktestBay
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BacktestBay is a Python-based framework for backtesting trading strategies. It leverages
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[yfinance](https://pypi.org/project/yfinance/) for importing financial data.
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## Getting Started
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To get started, first clone the repository using the following command:
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```bash
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git clone repository-url
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```
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Next, create and activate the environment by navigating to the directory containing
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`environment.yml` and running:
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```bash
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mamba env create -f environment.yml
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mamba activate backtest_bay
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```
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Once the environment is set up, initialize the project by typing the following in the
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project directory:
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```bash
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pytask
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```
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## Configuration
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BacktestBay enables the configuration of input parameters through
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providing users with greater control and flexibility in their backtesting process.
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`INITIAL_CASH` specifies the amount of cash available at the start. `TAC` specifies the
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transaction costs as a percentage of the traded volume.. `TRADE_PCT` indicates the
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transaction costs as a percentage of the traded volume. `TRADE_PCT` indicates the
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percentage of the current portfolio allocated for trading.
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## Getting Started
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To get started, first clone the repository using the following command:
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```bash
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git clone repository-url
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```
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The initialization of the project with `pytask` creates a `bld/plot` folder in the
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repository, where two analyses are generated for each stock in `STOCKS`:
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Next, create and activate the environment by navigating to the directory containing
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`environment.yml` and running:
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- **`portfolio`**: Shows the development of the portfolio over time, including
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performance metrics.
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- **`signals`**: Provides a detailed analysis of the signals in relation to the price
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trend.
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```bash
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mamba env create -f environment.yml
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mamba activate backtest_bay
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```
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## Project Structure
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Once the environment is set up, initialize the project by typing the following in the
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project directory:
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The project structure in `src/backtest_bay` is as follows:
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```bash
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pytask
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```
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- **`download_data`**: Contains functions to download `STOCKS`.
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- **`backtest`**: Develops functions to generate trading signals and backtest them.
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- **`plot`**: Plots portfolio performance.
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## yfinance Download Intervals and Maximum History
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