Backtesting REST API

Alpaca Products Discussion Feature Requests
1

I love that Alpaca added a REST API for retrieving historical data. My app doesn’t really fit into the boxes of using an online backtesting service - I would love to see Alpaca add a feature where you could use a REST API to perform some backtesting type features. I’ve implemented some very rudamentary backtesting code locally, but the problems that I have are:

  • Stock Splits
  • Symbol Changes
  • Any valuation changes I don’t understand

I would love to be able to purchase “across history” using a paper account, to avoid some of these hiccups.

Related: Backtesting with Alpaca native api

2

What type of app are you building? I’m currently building an app that does this, breakingequity.com, integrated directly to Alpaca for algotrading.