Project Description
I need a Windows-based application, written entirely in Python, that lets me load historical data for all major index options and selected commodity prices, design trading rules, and see how those rules would have performed before I risk real capital.
Core expectations
• Historical data analysis – the program must import large option chains (minute, hour, and EOD resolutions) alongside matching commodity price series, clean them, and let me slice by expiry, strike, IV, Greeks, and custom filters.
• Simulated trading – once a strategy is defined, I want the engine to generate fills, P&L, margin use, and drawdowns bar-by-bar, as though it were a live account. Walk-forward testing and position-level tracking are essential.
• Reporting & visualizations – after each run I should be able to view equity curves, heat-maps, trade logs, and summary stats, then export everything to CSV or Excel.
Technical preferences
• Python 3.x with well-supported libraries (pandas, NumPy, Plotly/Matplotlib, and a lightweight GUI toolkit such as PySide6 or Tkinter).
• Optimised code: vectorised calculations first, multithreading or multiprocessing where bottlenecks appear.
• Modular structure so I can plug in new data feeds, strategies, and commission models later.
Deliverables
1. Fully-functional Windows executable or installer plus the documented Python source.
2. Sample strategy scripts showing how to call the backtester for both index options and commodity overlays.
3. User guide that explains setup, data import, strategy definition, and report interpretation.
4. A quick video walkthrough (screen-capture is fine) demonstrating the above working on real data.
Acceptance criteria
• Test run completes on a 10-year Nifty options dataset with gold overlay in under 15 minutes on a modern desktop.
• Results from the sample strategy match a supplied reference CSV (±0.1 %).
• No external licences required beyond open-source packages.
If you have prior experience building trading or quantitative analysis tools in Python and can meet these goals, I’d love to see a brief outline of your proposed architecture and timeline.