A simple & fast bitcoin trading strategy backtesting tool.
make
./backtest
gnuplot -p plot.gnu
This program is designed to load market data formatted in CSV like this:
| timestamp | bid | ask | bid volume | ask volume |
1449528932,363.85,364.28,9.0,9.0
1449528942,363.84,364.28,9.0,9.0
1449529022,363.96,364.28,9.0,9.0
1449529081,363.84,364.99,9.0,9.0
1449529142,363.73,364.89,9.0,9.0
1449529202,363.84,364.5,9.0,1.0
1449529262,363.74,364.4899,9.0,5.0
1449529322,363.74,364.48,9.0,9.0
1449529382,363.74,364.48,9.0,9.0
1449529442,363.75,364.47,9.0,9.0
The strategies are defined as C++ subclasses of the Strategy class.
make and clang or g++ (make CXX=g++ in this case).