Dope is a backtesting engine for DeFi, focusing on lending markets, yield protocols and RWAs.
Some of the common use cases of Dope are:
- Quickly load historical data of yielding pools;
- Out-of-the-box slippage models;
- Running backtests on predefined strategies, such as:
- Yield optimization,
- Looping rates arbitrage,
- And more;
- Designing your custom strategies;
- Analyzing backtest results and comparing them with your existing portfolio:
- Portfolio Optimization tools
Dope supports RWA pricing.
See this notebook for a few examples: notebooks/RWA Pricer Examples.ipynb
See whitepaper here: research/rwa-pricer.pdf
Look at the notebooks folder for a few tutorials.
For a simple backtest example look at [Tutorial] Simple Backtest.ipynb
pip install -e .