Basic Usage

Installation

npm install @backtest/framework

Quick Start

1. Create a basic strategy:

import { BTH } from '@backtest/framework'

export async function runStrategy(bth: BTH) {
  const closePrice = await bth.getCandles('close', 1)
  const sma20 = await bth.getCandles('close', 20, 0)

  if (closePrice > sma20) {
    await bth.buy()
  } else {
    await bth.sell()
  }
}

1. Configure environment:

DATABASE_URL=file:./db/backtest.db
FRAMEWORK_LOG_LEVEL=ERROR

1. Run the strategy:

import { runStrategy } from '@backtest/framework'

const result = await runStrategy({
  strategyName: 'simpleMovingAverage',
  historicalData: ['BTCEUR-1d'],
  params: { period: 20 },
  startingAmount: 1000
})

Historical Data

Import data from CSV or download from exchanges:

import { downloadHistoricalData, importFileCSV } from '@backtest/framework'

// Download from exchange
await downloadHistoricalData('BTCEUR', {
  interval: '1d',
  start: '2023-01-01',
  end: '2023-12-31'
})

// Import from CSV
await importFileCSV('./data/BTCEUR.csv', {
  symbol: 'BTCEUR',
  interval: '1d'
})