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Python API Guide

Public Surface

from algosystem import (
    AlgoSystem,
    Backtest,
    BacktestResult,
    DateRange,
    EquityCurve,
    MarketDataError,
    MetricKey,
    Money,
    OverfitResults,
    ParameterGrid,
    PerformanceMetrics,
    RepositoryError,
    StrategySpec,
    ValidationError,
    ValidationMetricKey,
    detect_overfitting,
    run_backtest,
)

Backtest

import pandas as pd
from algosystem import AlgoSystem

prices = pd.read_csv("strategy.csv", index_col=0, parse_dates=True)
algo = AlgoSystem()
result = algo.backtest(prices, price_column="Strategy", initial_capital=100000)
algo.print_summary(result, detailed=True)

Benchmark

benchmark = AlgoSystem.get_benchmark("sp500", start_date="2022-01-01")
result = algo.backtest(prices, benchmark=benchmark, price_column="Strategy")

Tearsheet

output = algo.tearsheet(result, output="tearsheet.html", mode="html")

Validation

from algosystem.backtesting.domain.equity_curve import EquityCurve

curve = EquityCurve.from_series(prices["Strategy"])
report = algo.detect_overfitting(
    strategy="momentum",
    returns=curve,
    param_grid={"lookback": [10, 20, 50]},
    n_reps=200,
    seed=7,
)
algo.validation_report(report, output="overfit.html")

The validation HTML report loads Plotly from a CDN when opened.

Persistence

from algosystem.backtesting.infrastructure.persistence import (
    DatabaseConfig,
    PostgresBacktestRunRepository,
)

repository = PostgresBacktestRunRepository(DatabaseConfig.from_env())
algo = AlgoSystem(repository=repository)
run_id = algo.save(result, name="strategy-v1")
loaded = algo.load(run_id)
comparison = algo.compare([run_id])

The default database configuration reads DB_HOST, DB_PORT, DB_NAME, DB_USER, and DB_PASSWORD.