Home

Portfolio Backtester

About the Project

Inspired by testfol.io, this project allows you to backtest a portfolio. The key difference is that this project supports CAD currency, in addition to USD.

The application runs as a web application in your web browser.

Data sources:

• Yahoo Finance for stock market data
• FRED for US rates
• Valet API for Canadian rates

For End-Users

For users who need more detailed instructions, please refer to GETTING_STARTED.md.

Only Windows 10/11 x64 is supported at this time.

• Create a FRED API key and save it to the clipboard: https://fredaccount.stlouisfed.org/apikeys
• Download the latest release zip
• Unzip in an empty folder of your choice
• Navigate to the manage subfolder under the folder where the files were unzipped
• Double-click on the Backtester shortcut to start the program
• When prompted to do so, paste your FRED API key
  • If you enter the wrong key by accident, hit CTRL-C to exit, delete the file named fred_api.key and re-launch the backtester as stated above
• Browse to http://127.0.0.1:8000/

Additional documentation can be found in DOCS.md.

List of special tickers that can be used for extended price history:

In addition, the following special tickers can be used:

For Developers

Getting Started

• Clone this repository and change to the root folder of the repository.
• Install a C++ compiler and VSCode. On Windows (using the btcpp.vsconfig file in the root of this repository):

  winget install --id Microsoft.VisualStudio.2022.Community --override "--passive --config btcpp.vsconfig"
  winget install --id=LLVM.LLVM -e
  winget install vscode
  

• Install Python. On Windows:

  winget install -e --id Python.Python.3.13
  

• Create an account for the FRED API and request an API key: https://fredaccount.stlouisfed.org/apikeys
• Copy the API key into a file named fred_api.key in the root folder of this repository. Then, in Powershell:

  python -m virtualenv .venv
  .venv\Scripts\Activate.ps1
  pip install -r requirements.txt
  

• Open VSCode
  • Install the C/C++ Extensions Pack
  • In the command palette (CTRL+SHIFT+P), run CMake: Select a Kit, choose [Scan for Kits] then choose the most recent version of Clang (not Clang-cl, not Visual Studio)
  • In the command palette (CTRL+SHIFT+P), run CMake: Select Variant and choose Release
  • In the command palette (CTRL+SHIFT+P), run CMake: Build target and choose all

Web UI

• Follow the steps in Getting Started
• Run the following to start the server:

  set_environment_vars.ps1
  python .\manage.py runserver
  

• Browse to the following URL:

  http://127.0.0.1:8000/
  

Extra Steps for Development Work

• In VSCode, the following extensions are required:
  • Microsoft Black Formatter (for code formatting)
  • Austin VS Code (for profiling)
• Install NPM

  winget install -e --id OpenJS.NodeJS
  

• Add npm to PATH. Run the following in a Powershell session running as administrator:

  [Environment]::SetEnvironmentVariable("Path", $env:Path + ";C:\Program Files\nodejs", "Machine")
  

• Install Tailwind CLI:

  npm install -D tailwindcss
  

• Install Flowbite:

  npm install flowbite
  

• Start Tailwind auto-build:

  npx tailwindcss -i ./css/tailwind_input.css -o ./static/tailwind.css -c ./css/tailwind.config.js --watch
  

Running Google Tests

To run the google tests, you need to modify the PATH to include the location of the python run-time DLL (eg. python313.dll). You also need to set PYTHONPATH to point to the packages in the virtual environment. Example in Powershell:

$env:PYTHONPATH="C:\repo\Projects\backtester\.venv\Lib\site-packages"
$env:PATH="C:\Users\lucp\AppData\Local\Programs\Python\Python313;"+$env:PATH