Backtest IDE Update

A week after the last update, I have added some new API features to my Backtesting IDE.

Now the raw data is at your finger tips.

INDEX_GSPC is the S&P 500 ticker on Yahoo Finance.

So when we call

data.INDEX_GSPC.prices()

we see a time series of prices.

We can select monthly prices

data.INDEX_GSPC.monthly().prices()

or

data.INDEX_GSPC.weekly().prices()

or

data.INDEX_GSPC.period(10).prices()

to specify 2 weeks.

We can also select the number of periodic returns easily. E.g.

data.INDEX_GSPC.monthly().lookback(2).returns()

which takes the latest two monthly prices of the S&P 500 and converts them into the latest monthly return.

Extra flexibility combined with all the power of jStat.

Not a bad package so far.