How to Use OpenAlgo Historify to Backtest your Python Strategies

OpenAlgo v2.0 introduces Historify, a full stack historical data management system that lets you download market data from your broker, store it locally using DuckDB, and use it directly for research and backtesting. In this video, we demonstrate an end to end workflow using OpenAlgo Python SDK and VectorBT to backtest an EMA crossover strategy using data sourced from Historify. Key Topics Covered Historify architecture inside OpenAlgo Downloading and storing broker historical data Using History API with source="db" Accessing data via Python SDK Running VectorBT backtests on stored data GitHub and Docs https://openalgo.in https://github.com/marketcalls/openalgo