kernc/backtesting.py

Multiple models on one chart

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#12 opened on Jul 20, 2019

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 (4 comments) (0 reactions) (0 assignees)Python (4,387 stars) (863 forks)batch import
enhancementhelp wanted

Description

Expected Behavior

Is there an elegant and simple way to visualize a few trading models plotted on 1 chart? In fact a lot of projects like mine are centered around comparing various models (and even groups of models), so that would be handy to have a sugary way around this process, so:

  1. individual models with notations on one chart
  2. a group of models trading on the same account each having a proportional share of the capital

Actual Behavior

works with just 1 model

Contributor guide

Tech stack
python
Domain
backenddataanalytics
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-2 days
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
needs investigation
Prerequisites
Pythonbacktesting.py basicsplotting concepts
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
40
Research direction
Examine the current charting implementation in backtesting.py, likely in the plot module (e.g., backtesting/plot.py). Understand how single model plotting works and identify the key functions that render trades and equity curves. Look for any existing support for multiple models or overlays. Consider proposing a new API that accepts multiple strategies and plots them with different colors/linestyles. Review any linked PRs or comments that discuss design constraints.