Welcome to Portwine

The Triumph of Bacchus

Portwine is a clean, elegant portfolio backtester that makes strategy development and testing simple and intuitive.

What is Portwine?

Portfolio construction, optimization, and backtesting can be a complicated web of data wrangling, signal generation, lookahead bias reduction, and parameter tuning.

But with portwine, strategies are clear and written in an 'online' fashion that removes most of the complexity that comes with backtesting, analyzing, and deploying your trading strategies.

Key Features

🎯 Simple Strategies

Strategies are only given the last day of prices to make their determinations and allocate weights. This allows them to be completely encapsulated and portable.

âš¡ Breezy Backtesting

Backtesting strategies is a breeze. Simply tell the backtester where your data is located with a data loader manager and give it a strategy. You get results immediately.

📊 Streamlined Data

Managing data can be a massive pain. But as long as you have your daily flat files from EODHD or Polygon saved in a directory, the data loaders will manage the rest.

📈 Effortless Analysis

After running a strategy through the backtester, put it through an array of analyzers that are simple, visual, and clear.

Quick Start

pip install portwine

from portwine import SimpleMomentumStrategy, Backtester, EODHDMarketDataLoader

# Define your universe
universe = ['MTUM', 'VTV', 'VUG', 'IJR', 'MDY']

# Create a strategy
strategy = SimpleMomentumStrategy(tickers=universe, lookback_days=10)

# Set up data and backtester
data_loader = EODHDMarketDataLoader(data_path='path/to/your/data/')
backtester = Backtester(market_data_loader=data_loader)

# Run backtest
results = backtester.run_backtest(strategy, benchmark_ticker='SPY')

What's Next?

Contributing

We welcome contributions! See our Contributing Guide for details on how to get started.