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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

Screenshots:

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:

Ticker	Description
CASHX	US Risk-Free Rate (3 month T-Bill)
CASHX.TO	Canada Risk-Free Rate (3 month T-Bill)

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"
$env:PATH="C:\Users\user\AppData\Local\Programs\Python\Python313;"+$env:PATH