petersoj / alpacajavabacktest Goto Github PK

AlpacaJavaBacktest is a simple and fast Stock Trading Algorithm Backtesting Library for Java that uses Polygon for historic quotes, trades, aggregates, and other data points to give trading algorithm developers a more accurate understanding of what their algorithm might do in a live market. You should have a live trading account with Alpaca in order to get a free API key for Polygon to use this backtesting library. This Library uses alpaca-java exclusively as it contains a Polygon Java API and useful POJO classes. This library is community developed.

• Finish 1.0
  • Fetching and caching data via BacktestData
  • Running a backtest
  • UI for charts and algo trades, shows backtest info, aggregates/quotes/trades of a ticker, etc.
• Implement Time updates (e.g. every minute, hour, or day update)
• Allow for parallel backtests
• Save/Load previous backtests to display on website
• Historical ETB and HTB ticker data
• More stats (like shown in the 'stats' output here)