intraday-momentum-spy/ ├─ data/ │ ├─ spy_1min.csv # intraday OHLCV (not tracked) │ └─ spy_daily.csv # daily OHLCV (not tracked) ├─ src/ │ ├─ analytics.py # Sharpe, max DD, alpha/beta, monthly returns ...
A small event-driven backtesting engine for equity strategies, built from scratch (no backtrader/zipline/vectorbt dependency). Data comes from Yahoo Finance via yfinance, a free, open-source source of ...
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