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Open Trading edited this page Feb 22, 2016 · 12 revisions

OTCmd2 backtest

WARN: sMt4Dir not found: /c/Program Files/MetaTrader 4 Terminal

Backtest recipes with chefs, and serve the results as metrics and plots.

The subcommands are:

  • omlette - An omlette is an HDF5 file that saves all the data from a backtest
  • feed - Create feeds (pandas DataFrames) from CSV OHLCV files
  • recipe - Set the recipe that the chef will use, and make the ingredients from the feeds
  • chef - Set the chef that we will use, and cook from the ingredients and the feeds
  • servings - List the servings the chef has cooked, and dish out the servings
  • plot - Plot the servings the chef has cooked, using matplotlib
Usage: backtest [options] omlette|feed|recipe|chef|servings|plot

Options:
  -h, --help            show this help message and exit
  -C SCHEF, --chef=SCHEF
                        the backtest package (one of: PybacktestChef)
  -R SRECIPE, --recipe=SRECIPE
                        recipe to backtest (one of SMARecipe
  -H SHISTORYDIR, --history_dir=SHISTORYDIR
                        directory for creating Create feeds from CSV OHLCV
                        files

DEBUG: atexit

This file is automatically generated from the source code: do not edit.

This file is automatically generated from the source code: do not edit.


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