AlpacaJavaBacktest
A java stock trading algorithm backtester for users of Alpaca.markets and Polygon.io
Install / Use
/learn @Petersoj/AlpacaJavaBacktestREADME
AlpacaJavaBacktest is a simple and fast Stock Trading Algorithm Backtesting Library for Java that uses <a href="https://polygon.io/">Polygon</a> 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 <a href="https://alpaca.markets">Alpaca</a> in order to get a free API key for Polygon to use this backtesting library. This Library uses <a href="https://github.com/mainstringargs/alpaca-java">alpaca-java</a> exclusively as it contains a Polygon Java API and useful POJO classes. This library is community developed.
To-Do
- 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)
