Backtesting in Python and C++

pip install ./packages/quatick-backtest-python          # from the Quatick repository
pip install "./packages/quatick-backtest-python[pandas]"  # with numpy + pandas helpers

from quatick import Bars, ta, backtest, trade_monte_carlo

def strategy(bars, params):
    fast, slow = ta.ema(bars.close, params["fast"]), ta.ema(bars.close, params["slow"])
    return [0 if ta.is_na(s) else (1 if f > s else -1) for f, s in zip(fast, slow)]

bars = Bars.read_csv("btc_1h.csv", interval="1h")          # or Bars.from_dataframe(df)
result = backtest(strategy, bars, params={"fast": 12, "slow": 26}, capital=100_000,
                  costs=0.02, slippage_bps=1)                # percent per side, bps
print(result.summary())                                     # return, sharpe, maxDD, trades, win, PF
mc = trade_monte_carlo([t.pnl for t in result.trades], 100_000, paths=5000)
print(mc["probLossPct"], mc["maxDrawdownPct"]["p05"])

import os
from quatick import Client

qt = Client(token=os.environ["QUATICK_TOKEN"])   # QUATICK_API_URL overrides the server
data = qt.market("NSE", "INFY", "1d", "2022-01-01", "2025-12-31")
r = qt.run_file("strategies/ema_cross/", data=data, params={"fast": 12})   # a folder = a project
print(r["stats"]["sharpe"], r["stats"]["trades"])
mc = qt.monte_carlo_file("strategies/ema_cross/", data=data, trades={"paths": 10000})

quatick-backtest strategy.py --csv btc_1h.csv --interval 1h --param fast=10 --monte-carlo 5000
quatick-backtest strategy.py --remote --exchange BINANCE --symbol BTCUSDT --interval 1h --from 2025-01-01 --to 2025-06-30

#include <quatick/quatick.hpp>

std::vector<double> strategy(const quatick::Bars& b, const quatick::Params& p) {
  auto fast = quatick::ema(b.close, p.geti("fast", 12)), slow = quatick::ema(b.close, p.geti("slow", 26));
  std::vector<double> out(b.size(), 0);
  for (size_t i = 0; i < b.size(); ++i)
    if (!quatick::is_na(slow[i])) out[i] = fast[i] > slow[i] ? 1 : -1;
  return out;
}

int main() {                                 // local research only: leave main out when uploading
  quatick::Execution ex; ex.costs_pct = 0.02;
  auto r = quatick::backtest(strategy, quatick::read_csv("bars.csv", "1h"), {}, ex);
  std::printf("sharpe %.2f, %zu trades\n", r.stats.sharpe, r.stats.trades);
}