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GitHub / quarkfin / qf-lib
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quarkfin%2Fqf-lib
Stars: 458
Forks: 62
Open Issues: 13
License: apache-2.0
Language: Python
Repo Size: 130 MB
Dependencies:
0
Created: almost 5 years ago
Updated: about 1 month ago
Last pushed: about 2 months ago
Last synced: about 2 months ago
Commit Stats
Commits: 578
Authors: 13
Mean commits per author: 44.46
Development Distribution Score: 0.656
More commit stats: https://commits.ecosyste.ms/hosts/GitHub/repositories/quarkfin/qf-lib
Topics: backtesting, backtesting-frameworks, backtesting-trading-strategies, finance, investment-analysis, python, quant, quantitative-finance, trading, trading-simulator, trading-strategies
Files
No dependencies found