kernc/backtesting.py

🔎 📈 🐍 💰 Backtest trading strategies in Python.

Language: Python - Size: 14.3 MB - Last synced at: 9 days ago - Pushed at: 10 days ago - Stars: 7,668 - Forks: 1,366

nkaz001/hftbacktest

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

Language: Rust - Size: 148 MB - Last synced at: 6 days ago - Pushed at: 8 days ago - Stars: 3,429 - Forks: 686

mhallsmoore/qstrader

QuantStart.com - QSTrader backtesting simulation engine.

Language: Python - Size: 823 KB - Last synced at: 19 days ago - Pushed at: over 1 year ago - Stars: 3,265 - Forks: 899

barter-rs/barter-rs

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

Language: Rust - Size: 2.37 MB - Last synced at: 11 days ago - Pushed at: 13 days ago - Stars: 1,808 - Forks: 292

Lumiwealth/lumibot

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

Language: Python - Size: 71.8 MB - Last synced at: 1 day ago - Pushed at: 2 days ago - Stars: 1,214 - Forks: 244

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: about 2 years ago - Pushed at: over 4 years ago - Stars: 313 - Forks: 140

sirnfs/OptionSuite

Option and stock backtester / live trader

Language: Python - Size: 106 MB - Last synced at: 14 days ago - Pushed at: about 1 year ago - Stars: 277 - Forks: 65

dysonance/Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia

Language: Julia - Size: 741 KB - Last synced at: about 2 months ago - Pushed at: over 4 years ago - Stars: 164 - Forks: 38

jialuechen/trademind

Hybrid Event-driven and Vectorized Strategy Backtesting Library

Language: C++ - Size: 758 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 112 - Forks: 4

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: about 1 year ago - Pushed at: over 1 year ago - Stars: 104 - Forks: 64

kay-ou/SimTradeLab

SimTradeLab is an open-source backtesting framework inspired by PTrade’s event-driven architecture. It features a lightweight, modular design and full syntax compatibility, enabling seamless strategy development and validation.

Language: Python - Size: 5.62 MB - Last synced at: 11 days ago - Pushed at: 15 days ago - Stars: 93 - Forks: 20

paperswithbacktest/vnpy Fork of vnpy/vnpy

Python based open source quantitative trading platform development framework

Language: Python - Size: 237 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 80 - Forks: 4

PyneSys/pynecore

PyneCore - Pine Script Like Python Framework

Language: Python - Size: 2.62 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 69 - Forks: 15

krish567366/submicro-execution-engine

Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.

Language: C++ - Size: 2.56 MB - Last synced at: 4 days ago - Pushed at: 5 days ago - Stars: 68 - Forks: 10

quantfreedom/QuantFreedom

Professional Backtesting Engine for crypto, stocks and forex

Language: Jupyter Notebook - Size: 71.6 MB - Last synced at: about 1 month ago - Pushed at: 7 months ago - Stars: 68 - Forks: 33

squidKid-deluxe/QTradeX-Algo-Trading-SDK

AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.

Language: Python - Size: 3.13 MB - Last synced at: 1 day ago - Pushed at: 4 days ago - Stars: 55 - Forks: 9

backtrader/backtrader-docs

backtrader documentation

Size: 12.8 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 55 - Forks: 45

m12t/bsm-time-machine

A Black-Scholes-based options backtesting simulator

Language: Jupyter Notebook - Size: 41 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 54 - Forks: 3

panifie/Vindicta.jl

Cryptocurrency trading bot, and backtesting framework in julia

Language: Julia - Size: 24.6 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 48 - Forks: 10

JeffreyHyer/grandmaster

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

Language: JavaScript - Size: 286 KB - Last synced at: 6 months ago - Pushed at: about 3 years ago - Stars: 47 - Forks: 18

jensnesten/rust_bt

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

Language: Rust - Size: 5.2 MB - Last synced at: 1 day ago - Pushed at: 3 days ago - Stars: 44 - Forks: 13

Azulinho/cryptobot

Binance cryptocurrency trading bot

Language: Python - Size: 1.27 MB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 25 - Forks: 14

Arech/t18 📦

Algotrading framework for C++17

Language: C++ - Size: 32.2 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 17 - Forks: 10

grinply/kate-backtester

A fast and simple backtest implementation for algorithmic trading in golang

Language: Go - Size: 3.12 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 16 - Forks: 4

xingetouzi/bigfishtrader

大鱼量化交易引擎

Language: Python - Size: 9.52 MB - Last synced at: about 1 year ago - Pushed at: over 8 years ago - Stars: 16 - Forks: 5

drew2323/v2trading

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

Language: Jupyter Notebook - Size: 14.9 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 13 - Forks: 4

theorycraft-trading/theory_craft

Backtesting engine in Elixir

Language: Elixir - Size: 435 KB - Last synced at: 3 days ago - Pushed at: 5 days ago - Stars: 12 - Forks: 0

bbalouki/bbstrader

Simplified Investment & Trading Toolkit

Language: Python - Size: 15.3 MB - Last synced at: 9 days ago - Pushed at: 11 days ago - Stars: 9 - Forks: 3

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: 9 months ago - Pushed at: about 3 years ago - Stars: 9 - Forks: 1

jonblankenship/stratysis

A pluggable automated trading system backtesting engine.

Language: C# - Size: 346 KB - Last synced at: almost 3 years ago - Pushed at: about 3 years ago - Stars: 9 - Forks: 0

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: over 2 years ago - Pushed at: over 3 years ago - Stars: 9 - Forks: 4

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: 12 months ago - Pushed at: about 5 years ago - Stars: 9 - Forks: 3

milliyang/noise

A Backtest or Trading Framework with C++

Language: C++ - Size: 16.2 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 8 - Forks: 2

agrawal-rohit/futon

Create automated crypto bots that trade for you while you sleep

Language: Python - Size: 42.3 MB - Last synced at: about 1 month ago - Pushed at: almost 2 years ago - Stars: 8 - Forks: 6

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: 6 months ago - Pushed at: over 5 years ago - Stars: 7 - Forks: 3

mccaffers/backtesting-engine-cpp

Prototype of a high-performance C++ backtesting engine designed to analyse financial data and evaluate multiple trading strategies at scale.

Language: C++ - Size: 2.66 MB - Last synced at: 2 months ago - Pushed at: 11 months ago - Stars: 6 - Forks: 4

Coderixc/BankNifty_Algo_Strategy

Python Trading Strategy Analyzer: Backtesting and Metrics Framework

Language: Python - Size: 2.82 MB - Last synced at: 9 months ago - Pushed at: almost 2 years ago - Stars: 6 - Forks: 3

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: almost 3 years ago - Pushed at: almost 4 years ago - Stars: 5 - Forks: 2

smalinin/backtrader_next Fork of mementum/backtrader

Python Backtesting library for trading strategies

Language: Python - Size: 24 MB - Last synced at: 1 day ago - Pushed at: 3 days ago - Stars: 4 - Forks: 2

slowpoke111/pyBacktest

Simple Python Backtesting

Language: Python - Size: 6.86 MB - Last synced at: 29 days ago - Pushed at: 9 months ago - Stars: 4 - Forks: 1

IgorWounds/Backtester101

A proof-of-concept custom backtester

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

SuleymanSade/stocksimpy

A lightweight Python library for backtesting stock strategies

Language: Python - Size: 91.8 KB - Last synced at: 9 days ago - Pushed at: 11 days ago - Stars: 3 - Forks: 0

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: 64.5 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 3 - Forks: 0

tradingquant-it/TQTradingSystem

Framework per un approccio più realistico alla simulazione della strategia di trading, usando Python per costruire un ambiente di backtesting basato sugli eventi descritto su TradingQuant.it (www.tradingquant.it)

Language: Python - Size: 437 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 3 - Forks: 1

luismcruz/gotrader

Language: Go - Size: 52.7 KB - Last synced at: 13 days ago - Pushed at: over 5 years ago - Stars: 3 - Forks: 3

amin-sharifi-github/alphafx-trading-system

Real-time forex trading system with modular architecture, multi-timeframe signal generation, GMM-based regime detection, Kelly-based risk management, and CLI tools for backtesting, monitoring, and performance analysis.

Language: Python - Size: 1.52 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 2 - Forks: 1

DanishAhmedKhan/dan-tradingview

Charting software for viewing historical data

Language: JavaScript - Size: 1.02 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0

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: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 0

cubyc-dev/anterior

Python's pluggable backtester

Language: Python - Size: 92.8 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

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: over 1 year ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0

thomgabriel/bach-to-the-future

Python Backtesting infrastructure for trading strategies + Dashboard

Language: Python - Size: 9.07 MB - Last synced at: almost 3 years ago - Pushed at: over 5 years ago - Stars: 2 - Forks: 7

tradingquant-it/TQBacktest

Framework base per il backtesting vettoriale di strategie di trading descritto ed utilizzato su TradingQuant.it (www.tradingquant.it)

Language: Python - Size: 76.2 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 1 - Forks: 1

wlvh/RBT

Language: Python - Size: 2.1 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 1

yash201040/quanTest

Quantitative Backtester for algo-trading strategies

Language: Jupyter Notebook - Size: 13.6 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 1

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: almost 3 years ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 1

karanbh01/py-beacon

python package for index & ETFs strategy development, backtesting and analysis

Language: Python - Size: 55.7 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

kennethmaduro/alphafx-trading-system

AlphaFX: multi-timeframe automated trading system for forex with OANDA, real-time M1/M5/M15 data, TA indicators, CEP signal orchestration, risk management and backtesting 🐙

Language: Python - Size: 1.5 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

MarcosACH/quant-strategies

A comprehensive framework for developing and backtesting quantitative trading strategies.

Language: Python - Size: 32.1 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

QuantDevJayson/quantumfx-engine

The next-generation open-source platform for quantitative FX risk modeling, scenario analysis, and regulatory stress testing.

Language: Python - Size: 54.7 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

TudorOrban/AlphEast

An event-driven backtesting engine for trading strategies

Language: Python - Size: 335 KB - Last synced at: 4 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

Mulih/AfricAutoTrade

Algorithmic trading bot for stocks and cryptocurrencies, powered by machine-learning.

Language: Python - Size: 4.26 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

drif-ktovwarfuce/QTradeX-Algo-Trading-SDK

A powerful and flexible Python framework for designing, backtesting, optimizing, and deploying algotrading bots - LET THE EXECUTIONS BEGIN!

Size: 0 Bytes - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

kikusjowel85/QTradeX-Algo-Trading-SDK

A powerful and flexible Python framework for designing, backtesting, optimizing, and deploying algotrading bots - LET THE EXECUTIONS BEGIN!

Size: 3.91 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

GongJr0/NeoPortfolio

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

Language: Python - Size: 4.81 MB - Last synced at: 4 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 2

jcoffi/profitspi-sdk

This project is in no way affiliated with Profitspi.

Language: Python - Size: 125 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0

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: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

Antkky/M178_Engine

Python algo trading visual backtesting engine (unfinished)

Language: Python - Size: 104 KB - Last synced at: 10 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

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: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

Alpha-Rho-Technologies/invbt

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

Language: Python - Size: 408 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 2

Jackycheung1207/QFin-Backtesting

Quantitative Finance 101: Backtesting and Optimization

Language: Jupyter Notebook - Size: 5.66 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

jaNGOB/pySimX

Multi-Asset Backtesting Engine

Language: Jupyter Notebook - Size: 3.95 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

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: over 1 year ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

tradevectorsrobots/Trading-APIs

Insight and information about trading platforms and APIs

Size: 24.4 KB - Last synced at: almost 3 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

bryan-pakulski/QBackTest

C++ back-testing engine focusing on cryptocurrencies

Language: C++ - Size: 44.9 KB - Last synced at: almost 3 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0