turingtrader.js/README.md

A backtesting engine for Node.js

# TuringTrader.js

A next-generation backtesting engine for Node.js with the following goals:

-   optimizied for calculating indices of trading strategies
-   intuitive and easy-to-use indicator APIs
-   powerful features for data management/ backfills
-   advanced features for simulating portfolios of strategies

## Status

This project is work in progress and in an early stage. Here is what's currently working:
* [determine trading days at U.S. stock exchanges](https://github.com/fbertram/TuringTrader.js/blob/main/__tests__/test-0200-calendar.js)
* [load data from Yahoo Finance](https://github.com/fbertram/TuringTrader.js/blob/main/__tests__/test-0400-asset.js)
* [load data from custom sources and resample to trading calendar](https://github.com/fbertram/TuringTrader.js/blob/main/__tests__/test-0405-custom-asset.js)
* [calculate simple indicators, including EMA and SMA](https://github.com/fbertram/TuringTrader.js/blob/main/__tests__/test-0505-indicator-num.js)
* [calculate rudimentary reports](https://github.com/fbertram/TuringTrader.js/blob/main/__tests__/test-0600-metrics.js)
* [simulate simple buy-and-hold portfolios](https://github.com/fbertram/TuringTrader.js/blob/main/__tests__/test-0705-fixed-alloc.js)
* [simulate simple tactical portfolios](https://github.com/fbertram/TuringTrader.js/blob/main/__tests__/test-0710-ma-cross.js)

The project is part of new and exciting features on [TuringTrader.com](https://www.turingtrader.com/), which we are planning to release throughout 2021. Consequently, we are committed to reaching a well-rounded featureset and production quality within this timeframe.

## Installation

The fastest way to add TuringTrader.js to your Node.js project is using our [npm package](https://www.npmjs.com/package/turingtrader.js).

## Documentation

We will have full documentation, but we are just not there, yet. Please check out the [test cases](https://github.com/fbertram/TuringTrader.js/tree/main/__tests__) to see how you can run your own backtests.

## Contact

This project is part of the open-source effort at [TuringTrader.org](https://www.turingtrader.org/). If you have any questions or suggestions, [please reach out](mailto:felix@turingtrader.org).