Installing Auquan Toolbox

Here are the steps to install and work with Auquan backtesting toolbox:

Install Python 2.7 or above

If you do not have python installed already, you should download and install a python distribution. Anaconda is an easy to install free package manager, environment manager and Python distribution. You can find the download and set up instructions here. It will be useful to work through short introductory tutorial for both python and Anaconda (environment management, package installations, etc.) if you don't have prior python experience.

Download Auquan backtesting toolbox

Download the Auquan toolbox from
https://github.com/Auquan/auquan-toolbox-python/archive/master.zip. And unzip it to folder of your choice. Traverse to the unzipped directory for the next step.

OR

Clone git repository using:
git clone https://github.com/Auquan/auquan-toolbox-python.git

Run the sample trading strategy

Run the sample trading trading strategy downloaded with the toolbox as python sampleStrategy.py This will run the strategy defined in the function trading_strategy over the historical data and display the overall PnL and other metrics for your trading strategy. If it fails because of missing dependencies, install the required python dependencies and try again.

Questions?

If you have any questions, reach us at [email protected]