I have recently started using bt for backtesting, and after looking into the documentation, https://pmorissette.github.io/bt/bt.html, there does not seem to be a way to get the total portfolio value at each date, even though it can be easily plotted by calling the .plot() method.
I may have overlooked on my part since I am pretty new to this. Great if someone can point me in the right direction.
The library bt has various useful methods that you could use in your backtesting:
Then, assuming that res = bt.run(backtest)
You can do:
res.prices will tell you in a percentage format how your portfolio value is changing
res.backtest_list[0].strategy.outlays will tell you the outlays, which are the total dollar amount spent(gained) by a purchase(sale) of securities
res.backtest_list[0].positions will tell you the number of shares purchased
res.get_security_weights() will tell you the weight of your security in a percentage format
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With