What I need: An intraday stock options backtesting environment built with python. Backtesting only, no forward testing, or live trading needed. Jupyter notebook based or terminal, no GUI needed.
Functionality: The necessary framework that allows me to input my trading strategies in python code and test how they would have performed running across the time series of my historical options market data. I will code the trading strategies myself, I just need the framework which allows me to code them into. Therefore, I should have the flexibility to determine the degree of parameters I wish to use in for each strategy.
The data analysis performed on the strategy should be output to a separate CSV file and it should consist of showing things such as profit or loss per each position, the number of consecutive profitable trades and number of consecutive losing trades, average profitable trade, average losing trade, percentage of time it was profitable etc. Besides the CSV ouput of the analysis, I will also need the plot visualization on matplotlib that shows the return or drawdown of this strategy over time.
What you will be provided with: I will provide you all the historical stock and options data stored in CSV files which you can read into python with pandas or you can store them into a database if that is your preference. I've attached sample CSV files for the data that will be used.
