Backtesting strategies using Backtrader and AlphaVantage
To setup your local environment: Build your local virtual environment using the requirements.txt file
PullAndPlot.py is the main file. It currently Plots AAPL in 1-min time intervals using AlphaVantage and MatPlotLib to plot.
TODO:
- Fix VWAP indicator so it uses Session VWAP starting at the beginning of each day. (Currently it's using a 390 period 'Rolling VWAP')
- Add other indicators from TradingView scripts
- Consider pulling Fundamental data from a source (Rapid API, perhaps) in order to add fundamental metrics to backtesting
an additional pull.ipynb Jupyter notebook is used for as a dev scratchpad.