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I have a CSV which looks like this.

Ticker | Buy Date | Sell date

AAPL | 2018-01-03 | 2019-03-30

TSLA | 2019-03-01| 2019-04-05

What’s the best way to backtest this CSV performance given that every stock is given equal weight?

Looking for a software or python script.

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If you use Python one of the most complete library for doing backtest is "Backtrader". Have a look at the GitHub page: https://github.com/mementum/backtrader

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  • $\begingroup$ isn't there something simpler? I have my orders, need to check performance. $\endgroup$ Commented Jun 11, 2020 at 17:47

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