Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Back testing stocks daily data at set times

With historical 1min tick data of AAPL in CSV.
I want to test to see how high AAPL share price moved up or down from 9:45 am each day using a certain percentage.

Variable input - stock code = AAPL
time to start test from = 9:45am
percentage up(profit taker) = 2%
percentage down(stop loss) = 1%

Result - AAPL hit 2% profit 30 days out of 45 trading days
AAPL hit stoploss of 1% 15 days of the 45 trading days

I currently use ezIBPY to paper trade a very basic system and i have a little experience in python but are finding the learning curve of various modules a little daunting at times. If anybody has suggestions on how to approach the above challenge, i would love to hear it. I believe pandas data frames is probably the way to go but there is also zipline, numpy, backtester plus many more. I know python uses the philosophy that tasks can be accomplished various ways, for noobs.....that's pretty overwhelming. Would love to know if anybody cares to give the above a go and maybe explain why they used a particular module/s. Thanks in advance.