EthTradingAlgorithm

Backtesting a simple ETH moving-average strategy from OHLCV CSV data.

This project uses a lightweight Pandas-based backtest (no Zipline dependency), compatible with modern Python.

Dataset note: this repo uses historical ETH data from June 20, 2017 to June 19, 2018 (ETH-USD.csv).

Prerequisites

• Python 3.10+
• Install dependencies:

pip install -r requirements.txt

Run

python trading-algo.py --csv ETH-USD.csv --output result.png

Useful flags:

• --no-plot to skip interactive display.
• --fast-window and --slow-window to tune MA windows.
• --capital-base to change starting capital.

Backtest Result (2017-2018 ETH Dataset)

Generated chart:

Latest run output on this dataset:

Final strategy value: 1,935.45
Final buy/hold value: 1,498.45
Signals generated: 9

Test Result

Run:

python -m unittest tests/test_smoke.py

Current smoke-test outcome:

.
----------------------------------------------------------------------
Ran 1 test in 1.853s

OK