kernc/backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

Language: Python - Size: 12.1 MB - Last synced at: about 11 hours ago - Pushed at: 24 days ago - Stars: 6,364 - Forks: 1,175

nkaz001/hftbacktest

A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

Language: Rust - Size: 124 MB - Last synced at: about 8 hours ago - Pushed at: about 9 hours ago - Stars: 2,522 - Forks: 499

Lumiwealth/lumibot

Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more

Language: Python - Size: 56.8 MB - Last synced at: 3 days ago - Pushed at: 5 days ago - Stars: 991 - Forks: 199

PyneSys/pynecore

PyneCore - Pine Script Like Python Framework

Language: Python - Size: 1.43 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 3 - Forks: 0

barter-rs/barter-rs

Open-source Rust framework for building event-driven live-trading & backtesting systems

Language: Rust - Size: 1.37 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 1,288 - Forks: 195

HarshishBedi/SigFlow-py

A modular Python framework for extracting short-term alpha signals from high-frequency market data (e.g., NASDAQ ITCH), with integrated backtesting, ML model integration, and dashboard visualization.

Language: Python - Size: 26.4 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 0 - Forks: 0

jialuechen/trademind

High-Performance Visual Algorithmic Trading Framework

Language: C++ - Size: 758 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 105 - Forks: 2

GongJr0/NeoPortfolio

Portfolio Selection, Weight Optimization, and Backtesting with Sentiment analysis and ML return predictions

Language: Python - Size: 4.8 MB - Last synced at: 1 day ago - Pushed at: 3 months ago - Stars: 0 - Forks: 2

jensnesten/rust_bt

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

Language: Rust - Size: 8.24 MB - Last synced at: 13 days ago - Pushed at: 25 days ago - Stars: 1 - Forks: 4

sirnfs/OptionSuite

Option and stock backtester / live trader

Language: Python - Size: 106 MB - Last synced at: 2 days ago - Pushed at: 4 months ago - Stars: 254 - Forks: 61

slowpoke111/pyBacktest

Simple Python Backtesting

Language: Python - Size: 6.86 MB - Last synced at: 27 days ago - Pushed at: 27 days ago - Stars: 2 - Forks: 1

drew2323/v2trading

V2Trading platform - live trading engine, backtesting and research tool.

Language: Jupyter Notebook - Size: 14.9 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 13 - Forks: 4

Antkky/M178_Engine

Python algo trading visual backtesting engine (unfinished)

Language: Python - Size: 104 KB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

JeffreyHyer/grandmaster

:crystal_ball::moneybag: Backtesting and execution of algorithmic trading strategies in Node.js

Language: JavaScript - Size: 286 KB - Last synced at: 16 days ago - Pushed at: over 2 years ago - Stars: 46 - Forks: 19

nix1/bye

Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

Language: Python - Size: 29.3 KB - Last synced at: 11 days ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 1

mccaffers/backtesting-engine-cpp

I'm developing a high-performance C++ backtesting engine designed to analyze financial data and evaluate multiple trading strategies at scale.

Language: C++ - Size: 2.66 MB - Last synced at: 19 days ago - Pushed at: 2 months ago - Stars: 2 - Forks: 1

alphaedge-labs/alphabench-backend

A FastAPI server serving endpoints to backtest and process trading strategies with celery tasks

Language: Python - Size: 202 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

jcoffi/profitspi-sdk

This project is in no way affiliated with Profitspi.

Language: Python - Size: 0 Bytes - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

AnjishtGosain/TradingStrategies

Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs a neutral portfolio.

Language: Python - Size: 1.81 MB - Last synced at: 3 months ago - Pushed at: over 4 years ago - Stars: 9 - Forks: 3

sric0880/awesome-livetrading-backtest-libraries

对GitHub上最靓的回测和实盘交易系统一个稍微详细的描述和分析. 持续更新中... more detailed description of the popular and awesome backtesting and livetrading system in github.

Size: 7.81 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 2 - Forks: 0

Azulinho/cryptobot

Binance cryptocurrency trading bot

Language: Python - Size: 1.27 MB - Last synced at: 5 months ago - Pushed at: over 1 year ago - Stars: 25 - Forks: 14

quantfreedom/QuantFreedom

Professional Backtesting Engine for crypto, stocks and forex

Language: Jupyter Notebook - Size: 72.4 MB - Last synced at: 5 months ago - Pushed at: 8 months ago - Stars: 60 - Forks: 33

panifie/Vindicta.jl

Cryptocurrency trading bot, and backtesting framework in julia

Language: Julia - Size: 24.6 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 48 - Forks: 10

barter-rs/barter-data-rs 📦

NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs

Language: Rust - Size: 839 KB - Last synced at: 6 months ago - Pushed at: 9 months ago - Stars: 104 - Forks: 64

wlvh/RBT

Language: Python - Size: 2.1 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 1

mhallsmoore/qstrader

QuantStart.com - QSTrader backtesting simulation engine.

Language: Python - Size: 823 KB - Last synced at: 6 months ago - Pushed at: 10 months ago - Stars: 2,931 - Forks: 855

Coderixc/BankNifty_Algo_Strategy

Python Trading Strategy Analyzer: Backtesting and Metrics Framework

Language: Python - Size: 2.82 MB - Last synced at: 8 days ago - Pushed at: about 1 year ago - Stars: 6 - Forks: 3

dysonance/Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia

Language: Julia - Size: 741 KB - Last synced at: about 14 hours ago - Pushed at: about 4 years ago - Stars: 162 - Forks: 38

paperswithbacktest/vnpy Fork of vnpy/vnpy

Python based open source quantitative trading platform development framework

Language: Python - Size: 237 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 80 - Forks: 4

Alpha-Rho-Technologies/invbt

Contains an universal investment strategy backtester. Used by Alpha Rho Technologies LLC

Language: Python - Size: 408 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 2

luismcruz/gotrader

Language: Go - Size: 52.7 KB - Last synced at: 10 months ago - Pushed at: almost 5 years ago - Stars: 5 - Forks: 2

CCAtAlvis/backgommon

Backgommon is a backtesting and simulation framework for trading strategies, written in pure go. It aims to be fast, flexible and easy to use.

Language: Go - Size: 6.84 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

Jackycheung1207/QFin-Backtesting

Quantitative Finance 101: Backtesting and Optimization

Language: Jupyter Notebook - Size: 5.66 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

cubyc-dev/anterior

Python's pluggable backtester

Language: Python - Size: 92.8 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 2 - Forks: 0

backtrader/backtrader-docs

backtrader documentation

Size: 12.8 MB - Last synced at: 11 months ago - Pushed at: almost 2 years ago - Stars: 55 - Forks: 45

grinply/kate-backtester

A fast and simple backtest implementation for algorithmic trading in golang

Language: Go - Size: 3.12 MB - Last synced at: 10 months ago - Pushed at: over 3 years ago - Stars: 16 - Forks: 4

emtinanseo/backtesting Fork of TenAcademy/backtesting

Cryptocurrency trading engineering: A scalable back testing infrastructure and a reliable, large-scale trading data pipeline

Language: Jupyter Notebook - Size: 7.21 MB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

DanishAhmedKhan/dan-tradingview

Charting software for viewing historical data

Language: JavaScript - Size: 983 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

IgorWounds/Backtester101

A proof-of-concept custom backtester

Language: Jupyter Notebook - Size: 450 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 4 - Forks: 0

yash201040/quanTest

Quantitative Backtester for algo-trading strategies

Language: Jupyter Notebook - Size: 13.6 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 1

Arech/t18 📦

Algotrading framework for C++17

Language: C++ - Size: 32.2 MB - Last synced at: about 1 year ago - Pushed at: about 4 years ago - Stars: 17 - Forks: 10

lukstei/trading-backtest

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

Language: Java - Size: 165 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 313 - Forks: 140

jaNGOB/pySimX

Multi-Asset Backtesting Engine

Language: Jupyter Notebook - Size: 3.95 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

m12t/bsm-time-machine

A Black-Scholes-based options backtesting simulator

Language: Jupyter Notebook - Size: 41 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 54 - Forks: 3

milliyang/noise

A Backtest or Trading Framework with C++

Language: C++ - Size: 16.2 MB - Last synced at: almost 2 years ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 0

agrawal-rohit/futon

Create automated crypto bots that trade for you while you sleep

Language: Python - Size: 42.3 MB - Last synced at: 28 days ago - Pushed at: about 1 year ago - Stars: 8 - Forks: 6

MartinMashalov/BisonForecastBacktester

Backtesting software for intraday and daily timeframe SARIMAX forecasting model. Capable of forecasting on any asset class with backtesting capability across various parameter sets customizable by the user.

Language: Python - Size: 19.5 KB - Last synced at: 12 months ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 0

frkornet/Stockie

Trading system that aims to buy stocks when they are low and sell stock when they have risen. The time horizon for trades is 2 - 45 days. The strategy has been successfully backtested in version 0.2. Next step: forward test strategy to ensure that it works in practice. Test RL to see if we can can improve results (currently only ~ 5 % of max.)

Language: Jupyter Notebook - Size: 3.56 MB - Last synced at: almost 2 years ago - Pushed at: almost 5 years ago - Stars: 4 - Forks: 2

andrewsonin/trading_backtester

A highly customizable framework designed for parallel tuning of trading algorithms by reproducing and simulating the trading history of exchanges and the behaviour of brokers.

Language: Rust - Size: 1.68 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 5 - Forks: 2

Vicarisi-Ventures/AlgoTrading

High Performance Algorithmic Trading Infrastructure and Backtesting Engine Developed in Python and Compiled with Numba.

Language: Python - Size: 164 KB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 4

andrewsonin/exchange_backtester

Framework that allows you to replay the exchange trading history for a single ticker and test your trading strategies

Language: Rust - Size: 408 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 1

xingetouzi/bigfishtrader

大鱼量化交易引擎

Language: Python - Size: 9.52 MB - Last synced at: 6 months ago - Pushed at: almost 8 years ago - Stars: 16 - Forks: 5

thomgabriel/bach-to-the-future

Python Backtesting infrastructure for trading strategies + Dashboard

Language: Python - Size: 9.07 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 7

tradevectorsrobots/Trading-APIs

Insight and information about trading platforms and APIs

Size: 24.4 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

jonblankenship/stratysis

A pluggable automated trading system backtesting engine.

Language: C# - Size: 346 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 0

bryan-pakulski/QBackTest

C++ back-testing engine focusing on cryptocurrencies

Language: C++ - Size: 44.9 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0