bt-macd-binance

This repo is an algotrading test task. The goal is to backtest simple MACD-based startegy on historical data of Binance BTC/USD pair.

Setup

1. Install poetry
2. Run poetry install to install the dependencies
3. Activate the environment using poetry shell

Running

Obtain historical data feed:

./fetch_data.py

Run the backtest:

./backtest.py binance_ohlc.csv

Optionally enable chart plotting: ./backtest.py --plot ...