HermesTrade 1.0.0

HermesTrade

A production-ready .NET 8 backtesting engine for trading strategies on cryptocurrencies and other financial instruments.

Features

• Candle-by-candle backtest loop via BacktestEngine
• Flexible IStrategy interface - bring your own logic
• Built-in RSI indicator via IIndicatorService
• Yahoo Finance data provider with local file cache
• Portfolio state tracking (open position, cash, trades)
• Performance metrics: net profit, win rate, max drawdown, Sharpe ratio
• Fully configurable via BacktestConfig

Installation

dotnet add package HermesTrade

Quick Start

using HermesTrade.Configuration;
using HermesTrade.Engine;
using HermesTrade.Strategies;
using HermesTrade.Data;
using Microsoft.Extensions.Logging;

var config = new BacktestConfig
{
    Symbol         = "BTC-USD",
    Start          = new DateTimeOffset(2024, 1, 1, 0, 0, 0, TimeSpan.Zero),
    End            = new DateTimeOffset(2024, 12, 31, 0, 0, 0, TimeSpan.Zero),
    InitialCapital = 10_000m,
    CommissionRate = 0.001m
};

using var httpClient = new HttpClient();
var logger   = LoggerFactory.Create(b => b.AddConsole()).CreateLogger<YahooFinanceDataProvider>();
var cache    = new FileCacheService();
var provider = new YahooFinanceDataProvider(httpClient, cache, logger);
var strategy = new SimpleStrategyExample(oversoldThreshold: 30m, overboughtThreshold: 70m);

var engine = new BacktestEngine();
var result = await engine.RunAsync(config, provider, strategy);

Console.WriteLine($"Net Profit : {result.NetProfit:C}");
Console.WriteLine($"Return     : {result.ReturnPct:P2}");
Console.WriteLine($"Win Rate   : {result.WinRate:P2}");
Console.WriteLine($"Sharpe     : {result.SharpeRatio:F2}");

Implementing a Custom Strategy

public class MyStrategy : IStrategy
{
    public void Initialize(IEnumerable<Candle> history) { }

    public Signal Evaluate(StrategyContext context)
    {
        var rsi    = context.Indicators.RSI;
        var hasPos = context.Portfolio.HasOpenPosition;

        if (rsi < 25 && !hasPos) return Signal.Buy;
        if (rsi > 75 &&  hasPos) return Signal.Sell;

        return Signal.Hold;
    }
}

Key Types

Requirements

• .NET 8 or later

License

MIT (c) 2025 HermesTrader

Author

Gerardo Tous Vallespir

• 📧 gerardotous@gmail.com
• 💼 linkedin.com/in/gerardo-tous-vallespir-42491636