How do I backtest strategies with historical data and under live simulation?

I want to back-test intra-day strategies with historical data and also under live market simulation using python 3.x. How do I do it?
  • Vivek
    @dummydost Your question is very broad. You can use our Python client to access kite connect APIs, historical data and live streaming data. Its upto you how you are going to backtest with the given resources.
  • chaudhariapurva
    chaudhariapurva edited September 2016
    You can emulate this in two ways(for live market testing)(for backtesting strategies you can use use excel or custom program in any programming language to test logic of the strategy)
    1)Use library and comment your buy and sell signals(just print not place buy sell orders).All other things can be tested by doing this in market hours
    2)wait for mock exchange day then you can test your complete strategy(buy sell included) without any financial risk
    The upcoming mock trading days are
    October 01, 2016
    November 05, 2016
    December 03, 2016
    for further details you can check this link
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