Streaming-native backtester for the Wickra indicator library. A strategy is a JSON spec, so the backtest values match a live run and every other language binding by construction.
import wickra_backtest as wbt
spec = {
"symbol": "BTCUSDT", "timeframe": "1h",
"indicators": {"fast": {"type": "Ema", "params": [12]},
"slow": {"type": "Ema", "params": [26]}},
"entry": {"cross_above": ["fast", "slow"]},
"exit": {"cross_below": ["fast", "slow"]},
"sizing": {"type": "fixed_fraction", "fraction": 0.95},
}
report = wbt.run(opens, highs, lows, closes, spec=spec)
print(report["metrics"])Lists, array.array and NumPy arrays all work as inputs (NumPy is not required).
- Repository: https://github.com/wickra-lib/wickra-backtest
- Strategy spec reference: STRATEGY_SPEC.md
- Cookbook: COOKBOOK.md
- Built on Wickra: https://github.com/wickra-lib/wickra · https://docs.wickra.org
The same StrategySpec runs identically across Rust, Python, Node.js, WASM, C,
C++, C#, Go, Java and R — one engine kernel, byte-identical reports.
Found a security issue? Please don't open a public issue. Report it privately via the repository's Security tab ("Report a vulnerability") or email support@wickra.org. Full policy: https://github.com/wickra-lib/wickra-backtest/blob/main/SECURITY.md.
Not a trading system. Backtest results are deterministic transforms of the input data — they are not financial advice and are not indicative of future performance. Any use in a live trading context is at your own risk. Provided as is, without warranty of any kind.
Licensed under either of MIT or Apache-2.0 at your option.