First draft of a more detailed project description.

Author: niklasniedermeier

README.md

@@ -1 +1,66 @@
-# Evaluation of Trading Strategies
+# BacktestBay: Evaluation of Trading Strategies
+
+BacktestBay is a Python-based framework for backtesting trading strategies. It leverages
+`yfinance` for importing financial data.
+
+## Configuration
+
+BacktestBay enables the configuration of input parameters through
+[config.py](https://github.com/iame-uni-bonn/final-project-niklasniedermeier-1/blob/main/src/backtest_bay/config.py).
+
+This configuration file allows for the customization of data source settings
+
+```python
+STOCKS = ["AAPL", "MSFT"]  # List of stock symbols from yfinance
+START_DATES = ["2019-01-01"]  # Start date for historical data ("YYYY-MM_DD")
+END_DATES = ["2025-01-01"]  # End date for historical data ("YYYY-MM_DD")
+INTERVALS = ["1d"]  # Data frequency (e.g., daily)
+```
+
+and the choice of trading strategies
+
+```python
+STRATEGIES = ["bollinger", "macd", "roc", "rsi"]
+```
+
+as well as the adjustment of trading parameters
+
+```python
+INITIAL_CASH = 1000000  # Initial capital for trading
+TAC = 0.005  # Transaction cost
+TRADE_PCT = 0.05  # Percentage of current portfolio used per trade
+```
+
+providing users with enhanced control and flexibility in their backtesting process.
+
+The following trading strategies are currently implemented
+
+- 'bollinger':
+  [Bollinger Bands](https://www.investopedia.com/terms/b/bollingerbands.asp)
+- 'macd':
+  [Moving Average Convergence Divergence](https://www.investopedia.com/terms/m/macd.asp)
+- 'roc': [Rate of Change](https://www.investopedia.com/terms/p/pricerateofchange.asp)
+- 'rsi': [Relative Strength Index](https://www.investopedia.com/terms/r/rsi.asp)
+
+## Getting Started
+
+To get started, first clone the repository using the following command:
+
+```bash
+git clone <repository-url>
+```
+
+Next, create and activate the environment by navigating to the directory containing
+`environment.yml` and running:
+
+```bash
+mamba env create -f environment.yml
+mamba activate backtest_bay
+```
+
+Once the environment is set up, initialize the project by typing the following in the
+project directory:
+
+```bash
+pytask
+```

src/backtest_bay/config.py

@@ -10,13 +10,16 @@
 
 BLD = ROOT.joinpath("bld").resolve()
 
-# Configure input data
+# Data source
 STOCKS = ["AAPL", "MSFT"]
 START_DATES = ["2019-01-01"]
 END_DATES = ["2025-01-01"]
 INTERVALS = ["1d"]
+
+# Trading strategies
 STRATEGIES = ["bollinger", "macd", "roc", "rsi"]
 
+# Trading parameters
 INITIAL_CASH = 1000000
 TAC = 0.005
 TRADE_PCT = 0.05