rs-backtester 0.1.4

Financial backesting library
Documentation 
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# rs-backtester

[![Latest version](https://img.shields.io/crates/v/rs-backtester.svg)](https://crates.io/crates/rs-backtester)
[![License](https://img.shields.io/badge/license-Apache%202.0-blue?style=flat-square)](https://github.com/nicferrari/rs-backtester/blob/master/LICENSE-APACHE-2.0)
[![Documentation](https://docs.rs/rs-backtester/badge.svg)](https://docs.rs/rs-backtester)


rs-backtester is a financial backtesting library entirely written  in Rust with the purpose of being
easy-to-use yet flexible enough to allow a quick implementation of different strategies

## Get started


To get started:
- Import the necessary modules:
```rust
use std::error::Error;
use rs_backtester::backtester::Backtest;
use rs_backtester::data::Data;
use rs_backtester::strategies::sma_cross;
use rs_backtester::report::report_horizontal;
```
- Define an instance of the Data class. Market data can be retrieved either through yahoo-finance or read from
a CSV file
```rust
let quotes = Data::load("test_data//NVDA.csv","NVDA")?;
```
- As an alternative, you can retrieve data directly from yahoo finance with the following
which makes use of the crate yahoo-finance-api
```rust
let quotes = Data::new_from_yahoo("GOOG","1d","6mo")?;
```
- Create a function which returns a Strategy or use one provided by the library.<BR>
A Strategy is basically a vector of Choices (e.g. BUY, SHORTSELL, ...)
and the indicator(s) used
```rust
let sma_cross_strategy = sma_cross(quotes.clone(), 10, 20);
```
- Create an instance of the Backtest class
```rust
let sma_cross_bt = Backtest::new(sma_cross_strategy,100_000f64);
```
- Now:
  - you can read a report of the backtest
    ```rust
    report_horizontal(sma_cross_tester);
    ```
  - you can see the list of trades
    ```rust
    sma_cross_tester.print_all_trades();
    ```
  - you can chart it (with indicators)
    ```rust
    plot(sma_cross_tester,plot_config)?;
    ``` 
  <img src="https://raw.githubusercontent.com/nicferrari/rs-backtester/master/plot.png" width="400"/><BR>
  - you can save it to CSV for inspection
    ```rust
    sma_cross_bt.to_csv("bt.csv")?;
    ```
  - you can also compare multiple strategies at once
    ```rust
    report_vertical(&[&buynhold_bt, &sma_bt, &sma_cross_bt, &rsi_bt]);
    ```
  - and you can also play with your strategy modifying it by inverting it or transform it in long or short-only
    ```rust
    let sma_cross_long = sma_cross_strategy.long_only();
    ```

### Examples

- <B>backtesting</B>: how to test a strategy, with and without commission fees
- <B>compare</B>: how to compare different strategies
- <B>modify_strategy</B>: how to modify a strategy in long-only, short-only, reverse
- <B>trades</B>: how to obtain list of trades (with stats) in a Backtest or see details of a single trade
- <B>strategy</B>: how to build a custom strategy
- <B>log</B>: how to log (to csv) parts or whole Backtest
- <B>chart</B>: how to save a plot (.png) of the backtest

### What's new

- 0.1.4 introduces several reworks, optimizations and clean-ups
- More details in the changelog

## Disclaimer <br>

This software is provided for educational and research purposes only.<br>
The results generated by this library do not guarantee future performance and should not be interpreted as financial advice.<br>
Users are solely responsible for any decisions made based on the outputs of this software.<br>
The authors and contributors of this project disclaim any liability for losses or damages arising from the use of this library.