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Python Cryptocurrency Backtester

Hi guys,

I'm new here and I saw that there were a few (like me) who are interested in backtesting trading strategies on historical data from bitcoin exchanges.

I found this old script written by someone called litepresence on Tradewaves.net and it allowed me to backtest trading strategies on python. I've fiddled around with it for the last couple of days and made some modifications to the script.

Here is the link to the code,
https://github.com/dontsellshort/CryptoBacktesterV1

I am still a novice programmer, so the program probably still need a lot of work, but I believe it is currently functional.
Any of you guys interested in creating an algo that trades cryptocurrency please try this out, and give me some feedback.

Would love it if we could build this thing together and perhaps discuss some trading strategies.

4 responses

You can use Zipline to backtest anything. It's just a matter of importing CSV. There's really no need to use some flimsy code when there are existing robust solutions.

Lol. I am a noob.

Edit: But then you got to request the data from the exchange every time, and write all the data to a .csv file right?

  • Guess, it doesn't make that much of a difference.

Perhaps a live trading script would be much more interesting?