Topic: "backtesting-frameworks"
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: 27 days ago - Pushed at: 3 months ago - Stars: 6,508 - Forks: 1,201
barter-rs/barter-rs
Open-source Rust framework for building event-driven live-trading & backtesting systems
Language: Rust - Size: 2.66 MB - Last synced at: 3 days ago - Pushed at: 10 days ago - Stars: 1,402 - Forks: 215
michaelchu/optopsy
A nimble options backtesting library for Python
Language: Python - Size: 8.87 MB - Last synced at: 29 days ago - Pushed at: 12 months ago - Stars: 1,115 - Forks: 175
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.
Language: Python - Size: 130 MB - Last synced at: 16 days ago - Pushed at: 24 days ago - Stars: 585 - Forks: 78
gobacktest/gobacktest 📦
event-driven backtesting framework written in golang
Language: Go - Size: 1.03 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 224 - Forks: 57
nessessary/autoxd
A股回测框架， 模拟实盘账户交易, 适合编写T+0策略
Language: Python - Size: 7.32 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 135 - Forks: 48
PythonForForex/Backtrader-for-backtesting
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
Language: HTML - Size: 208 KB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 118 - Forks: 53
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: 7 months ago - Pushed at: 11 months ago - Stars: 104 - Forks: 64
dodid/minitrade
A personal automated trading system
Language: Python - Size: 9.57 MB - Last synced at: 8 days ago - Pushed at: 3 months ago - Stars: 94 - Forks: 24
Auquan/auquantoolbox
Backtesting toolbox for trading strategies
Language: Python - Size: 17.3 MB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 92 - Forks: 31
backtrader/backtrader-docs
backtrader documentation
Size: 12.8 MB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 55 - Forks: 45
bradleyboyuyang/Statistical-Arbitrage
High-frequency statistical arbitrage
Language: Jupyter Notebook - Size: 84.4 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 32 - Forks: 7
ZmicierGT/fcore
Fcore Is a Framework for Financial Markets Analysis (In progress).
Language: Python - Size: 2.6 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 25 - Forks: 7
LHanLi/FreeBack
高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis
Language: Jupyter Notebook - Size: 57.1 MB - Last synced at: 5 days ago - Pushed at: 13 days ago - Stars: 16 - Forks: 7
nanvel/cipher-bt
Trading strategy backtesting framework with focus on position adjustment in a session scope.
Language: Python - Size: 4.4 MB - Last synced at: 6 days ago - Pushed at: 26 days ago - Stars: 16 - Forks: 1
grinply/kate-backtester
A fast and simple backtest implementation for algorithmic trading in golang
Language: Go - Size: 3.12 MB - Last synced at: 12 months ago - Pushed at: almost 4 years ago - Stars: 16 - Forks: 4
cimourdain/estrade
Backtest and run stock trading CFD strategies tick by tick
Language: Python - Size: 507 KB - Last synced at: 25 days ago - Pushed at: about 4 years ago - Stars: 14 - Forks: 1
milliyang/noise
A Backtest or Trading Framework with C++
Language: C++ - Size: 16.2 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 0
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: over 2 years ago - Pushed at: over 3 years ago - Stars: 5 - Forks: 2
milliyang/quant 📦
a backtesting framework written in golang 2 years ago (no longer maintain)
Language: Go - Size: 71.3 KB - Last synced at: 12 months ago - Pushed at: about 4 years ago - Stars: 4 - Forks: 1
oubiche-ishak19/Stock_evaluation_python
A Python script to classify companies based on financial metrics like Piotroski F-Score and Stock Valuation, using CSV financial data for analysis and output.
Size: 1000 Bytes - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 2 - Forks: 1
Sparsh-Kumar/Backtesting.py
Comprehensive GitHub repository showcasing proficient utilization of the backtesting.py library, illustrating code implementations and insightful learnings in quantitative financial backtesting strategies.
Language: Python - Size: 25.4 KB - Last synced at: 3 months ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0
polo2444172276/MultiFactor-Backtesting-Framework Fork of etccapital/MultiFactor
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
Language: Jupyter Notebook - Size: 16.2 MB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 1
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: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
KyroKwok2021/OilCorrTrade-EnergyTransportAlpha
Explore and leverage the correlation between oil price movements, energy sector, and transportation sector. This repository houses quantitative research findings and trading strategies that exploit this correlation to generate robust signals.
Language: Jupyter Notebook - Size: 9.01 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
izzudinhafiz/pybt
A better, faster, simple to implement and extendable Python backtesting framework for stock trading algorithm evaluation.
Language: Python - Size: 78.1 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 1
