stocksimpy documentation

What is stocksimpy?

stocksimpy is a lightweight backtesting library designed for quick strategy testing without getting too deep into complex frameworks.

The goal is to make strategy testing simple, readable and fast. Especially for beginners, students, and anyone prototyping new ideas.

This project is still early in its development. The API may evolve as more features are added, edge cases get tested, and feedback comes in. If something feels unclear, missing, or limited, that’s expected at this stage.

Community input is central to shaping the library. Any suggestions, bug reports, strategy ideas, or architectural improvements are genuinely welcome. Whether you’re an experienced quant or experimenting for the first time, contributions of all kinds help the project grow in the right direction.

Please don’t hesitate to put on an issues on the https://github.com/SuleymanSade/stocksimpy for any improvement that you would like to see in stocksimpy.

If you are new here, you might want to start with the Quick Start Guide.

Contents:

• What is stocksimpy?
• Quick Start
  • Install
  • Minimal working example (copy & run)
  • Writing your own strategy
  • Useful shortcuts
  • When to use fixed vs dynamic
  • See the rest of the docs for deeper guide and more advanced features
• Getting Started with stocksimpy
  • Table of Contents
  • Installation
  • Quick Start
  • Core Concepts
  • Loading Data
  • Adding Indicators
  • Running a Backtest
  • Analyzing Results
  • Using Built-in Strategies
  • Creating Custom Strategies
  • Next Steps
  • Troubleshooting
  • Additional Resources
• API Reference
  • StockData
  • Portfolio
  • Backtester
  • Strategy
  • Indicators
  • Performance
  • Visualize