BacktestBuddy Documentation

Welcome to the official documentation for BacktestBuddy!

BacktestBuddy is an open-source Python package for backtesting various trading and betting strategies, including:

• Sports betting (✅ Done)
• Stocks trading (🏗️ In progress)
• Cryptocurrencies trading (🔮 Planned)

Features

• Flexible backtesting framework for different types of strategies
• Support for sports betting, stock trading, and cryptocurrency trading
• Easy-to-use API for implementing custom strategies
• Comprehensive performance metrics and visualization tools

Table of Contents

• Core Concepts
• Backtest Module
• Metrics Module
• Strategies Module
• Plots Module
• Examples

Installation

To install BacktestBuddy, run the following command:

pip install backtestbuddy

Quick Example

Here's a simple example of how to use BacktestBuddy for a sports betting backtest:

from backtestbuddy.strategies.sport_strategies import FixedStake
from backtestbuddy.backtest.sport_backtest import PredictionBacktest

# Prepare your data

data = ... # Your historical betting data

# Define your strategy

strategy = FixedStake(stake=10)

# Create a backtest object
backtest = PredictionBacktest(
    data=data,
    date_column='date',
    odds_columns=['odds_team_a', 'odds_team_b'],
    outcome_column='actual_winner',
    prediction_column='model_predictions',
    initial_bankroll=1000,
    strategy=strategy,
    model_prob_columns=['prob_team_a', 'prob_team_b'] # Needed for PredictionBacktest in combination with Kelly Strategy. Not needed for ModelBacktest in combination with Kelly Strategy, because the model probabiliies will be calculated by the model or if the Strategy does not require model probabilities, like Fixed Stake.
)

# Run the backtest
backtest.run()    

# Show the detailed match results
backtest.detailed_results
# or
bookie_results = backtest.get_detailed_results()
bookie_results

# Show Bookie Results
bookie_results = backtest.get_bookie_results()
bookie_results

# Calculate Performance Metrics
backtest.calculate_metrics()

# Visualize the Backtest Results
backtest.plot()

# Visualize the Odds Distribution etc...
backtest.plot_odds_distribution()