Example — SMA cross

import os
from openbacktest import OpenBacktest

client = OpenBacktest(api_key=os.environ["OPENBACKTEST_API_KEY"])

candles = client.get_candles("BTCUSDT", "1h", count=1500)
candles["sma20"] = candles["close"].rolling(20).mean()
candles["sma50"] = candles["close"].rolling(50).mean()

project = client.create_project("SMA cross docs", "BTCUSDT", "1h")
session = client.create_session(
    project.id, "sma 20/50", initial_balance=10_000,
    fees={"entryFee": 0.1, "exitFee": 0.1, "type": "percent"},
)

for time, row in candles.dropna().iterrows():
    above = row["sma20"] > row["sma50"]
    if above and session.position is None:
        session.buy(qty=0.1, price=row["close"], time=time)
    elif not above and session.position is not None:
        session.close(price=row["close"], time=time)

# Close any dangling position on the last bar
if session.position is not None:
    last = candles.iloc[-1]
    session.close(price=last["close"], time=candles.index[-1])

stats = session.finish()
print(f"trades      : {stats.trade_count}")
print(f"winrate     : {stats.winrate:.1%}")
print(f"net P&L     : {stats.pl_net:,.2f}")
print(f"max drawdown: {stats.max_drawdown:,.2f}")