Local Backtesting Engine

FMZ Quant Trading Platform has open-sourced local backtesting engines for JavaScript and Python languages, supporting custom underlying K-line periods during backtesting.

• JavaScript Backtesting Engine
• Python Backtesting Engine

Using Python as an example, here's a brief guide on how to use the local backtesting engine:

            python
            
            
'''backtest
start: 2022-02-19 00:00:00
end: 2022-03-22 12:00:00
period: 15m
exchanges: [{"eid":"Binance","currency":"BTC_USDT","balance":10000,"stocks":0}]
'''

# Part 1 -----------------------------------
# Initialize the backtesting engine, backtest contains the engine configuration
# which is consistent with the FMZ platform's online backtesting system configuration
# Read the configuration string above via __doc__ and initialize the backtesting environment
from fmz import *
task = VCtx(__doc__) # initialize backtest engine from __doc__
# End    -----------------------------------


# Part 2 -----------------------------------
# Below is an example of strategy code to be tested (complete strategy code can be copied from FMZ platform)
# Note: When copying strategy code only, it does not include parameter design, interaction design, and other configurations
def onTick():
	ticker = _C(exchange.GetTicker)
	LogStatus(_D(), ticker.Last)

def main():
	exchange.SetCurrency("ETH_USDT")
	# exchange.SetContractType("swap")  # If testing futures exchange objects, you need to set the contract, for example, set to perpetual contract here
	Log(exchange.GetAccount())
	while True:
		onTick()
		Sleep(1000)
# End    -----------------------------------


# Part 3 -----------------------------------
# Execute backtesting and catch the termination signal, EOF exception will be triggered when backtesting ends
# After catching the exception, you can output backtesting result data or display backtesting charts
try:
	main()
except:
	print("Strategy testing completed.")
	print(task.Join(False)) # print backtest result
	# task.Show() # or show backtest chart
# End    -----------------------------------