Project Detail
As the lead developer of the "testingview" framework, my role encompassed the creation and implementation of a modular, event-driven backtesting framework tailored for quantitative finance. Using object-oriented programming principles, I designed the core components of the framework. The StrategyBase class serves as the foundation where users define their trading strategies by implementing methods like set_indicators to establish market indicators and next for determining trading signals. This design allows users to create complex trading algorithms based on historical data.
Additionally, I developed the BacktestRun class, which manages the execution of these strategies, allowing users to run simulations with specific parameters and historical data periods. This class handles the performance assessment, giving users detailed insights into the profitability and efficiency of their strategies. The integration of financial data APIs from sources like Yahoo Finance and Huobi into the DataFeeds module ensures that users have access to timely and relevant market data, which is crucial for the accuracy of backtesting results.
My work also involved crafting example strategies within the framework to demonstrate its capabilities. For instance, I implemented a simple moving average (SMA) crossover strategy and a more complex MACD indicator strategy. These examples not only served as practical demonstrations of how to use the framework but also helped in refining the frameworkâs functionality based on these implementations.
A significant portion of my time was dedicated to testing and debugging the framework. I addressed challenges such as data inconsistencies, strategy logic errors, and the optimization of the framework's performance. This rigorous testing phase was critical in ensuring that the framework operated reliably and efficiently, providing users with confidence in their backtesting results.
Documentation was another critical aspect of my role. I meticulously prepared user guides and installation instructions, along with reflective accounts of the development process. These documents provide users with a clear understanding of how to effectively utilize the framework and gain insights into the technical challenges I overcame during its development. Furthermore, I established a feedback mechanism to gather user experiences and suggestions, which has been instrumental in the continuous improvement of the framework.
