backtest

There are 25 repositories under backtest topic.

• ricequant / rqalpha

  A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

  quantpythonbacktestfinancericequantta-librqalphatradingstockfutures
  Language:Python 5200

• fasiondog / hikyuu

  Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架

  quantbacktestbacktesting-trading-strategiessystem-trading
  Language:C++ 2037

• refraction-ray / xalpha

  基金投资管理回测引擎

  financequantitative-tradingcrawlerbacktestinvestment
  Language:Python 1946

• Yvictor / TradingGym

  Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

  backtestbacktesting-trading-strategiespythonreinforcement-learningtradingtrading-apitrading-bottrading-platformtrading-simulatortrading-strategies
  Language:Python 1473

• ivopetiz / algotrading

  Algorithmic trading framework for cryptocurrencies.

  cryptocryptocurrencycryptocurrenciescryptocurrency-exchangesalgorithmic-tradingalgotradingframeworkhfthft-tradingbotbacktestbacktesting-trading-strategiesrealtimetradingtrading-bottrading-algorithmstrading-simulatortrading-apihigh-frequency-tradingcrypto-algotrading
  Language:Python 1008

• myhhub / stock

  stock股票.获取股票数据,计算股票指标,识别股票形态,内置选股策略,股票验证回测,股票自动交易,支持PC及移动设备。

  stockstocksbacktestbacktestingquantitativequantitative-financestrategiesstrategybroker-trading-platform
  Language:Python 1005

• michaelchu / optopsy

  A nimble options backtesting library for Python

  options-spreadsoptions-strategiestrade-optionsoptionstradingoptions-tradingoptions-frameworkoption-pricingoption-chainalgorithmicalgorithmic-tradingalgorithmic-trading-enginealgorithmic-trading-librarybacktesting-trading-strategiesbacktestbacktesting-frameworksbacktestingoption-strategiesdataframe
  Language:Python 920

• physercoe / starquant

  a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）

  pythonbacktestquantalgotradingtradingtrading-systems
  Language:C++ 520
• crex

  coinrust / crex

  A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.

  tradingbacktestquantbitmexderibitbybithuobiokexcrexwebsocketgolangbinancehbdm
  Language:Go 481

• lukstei / trading-backtest

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

  financetradingcointegrationkalman-filterquantitative-financequantitative-tradingbacktesting-enginebacktestcointegration-strategypairs-tradingstockjava
  Language:Java 316

• thoriuchi0531 / notebooks

  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

  jupyter-notebookquantitative-financebacktestsystematic-trading-strategiestradinginvestment-strategiestrading-simulatoralgorithmic-trading
  Language:Jupyter Notebook 312

• happydasch / btplotting

  btplotting provides plotting for backtests, optimization results and live data from backtrader.

  backtraderbacktrader-plottinglive-plottinglivedatabacktestbokehvisualizationplotting
  Language:Python 311

• devalpha-io / devalpha-node

  A stream-based approach to algorithmic trading and backtesting in Node.js

  tradingtrading-strategiesbacktestbacktestingalgotradingalgorithmic-tradingbacktesterhighlandstreamsevent-sourcing
  Language:TypeScript 247

• xFFFFF / Gekko-BacktestTool

  Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.

  gekkobacktesting-trading-strategiesgekko-backtesttoolbacktesttrading-strategiesbacktestingbacktestertrading-bottradingcryptocurrencycryptocurrenciescryptocryptocoinsbitcoinbitcoins
  Language:Perl 224

• neilsmurphy / backtrader_template

  Basic template for managing Backtrader backtests.

  pythonbacktestbacktestingalgorithmtradingtrading-bot
  Language:Python 165

• xFFFFF / Gekko-Datasets

  Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.

  gekkogekko-datasetsdatasetstrading-datasetstrading-botbacktestbacktestingbacktesting-trading-strategiesbacktestercryptocurrencycryptocurrenciescryptocryptocurrency-exchangescryptocoinsohlcvcandlestickscandlestickhistorical-datahistorical-cryptocurrency-priceshistorical-prices
  Language:Perl 165

• dysonance / Strategems.jl

  Quantitative systematic trading strategy development and backtesting in Julia

  trading-strategiesjuliasystematic-trading-strategiesstrategy-developmenttrading-logictradingtime-seriesblotterquantitative-financequantitative-tradingfinancebacktestbacktesting-trading-strategiesbacktestingbacktesterbacktesting-engineoptimization
  Language:Julia 163
• PyBacktesting

  philippe-ostiguy / PyBacktesting

  🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.

  pythonmachine-learningdata-sciencedata-analyticstradinggenetic-algorithmartificial-intelligencebacktesting-trading-strategiesbacktestregression-analysisfibonacci-retracements
  Language:Python 127

• crypto-chassis / cryptochassis-data-api-docs

  A REST API providing snapshot, tick, and aggregated market data for crypto-currencies

  algo-tradingaltcoinapibacktestexchangeinvestmarket-datatradetradingmarket-depthquoteohlcticksnapshotderivatives
  76

• sklinkert / at

  Automated Trader (at). This is a framework for building trading bots.

  tradingtrading-botforexcryptocurrencycryptobitcoingolanggobacktestingbacktestchartigmarketsstockstrading-strategiestrading-algorithmstrading-platformethereumbacktesterbroker-apicoinbase
  Language:Go 75

• nkaz001 / market-making-backtest

  algo trading backtesting on BitMEX

  market-makingbacktestingoptimizationbitcoinbacktestmarket-makertradingtrading-bottrading-algorithmsalgotradingbacktesting-trading-strategiesbacktester-pythonalgorithm-tradingbitcoin-trading-botsbitcoin-trading-bot
  Language:Jupyter Notebook 71

• wynfred / presso

  Event-driven backtest/realtime quantitative trading system.

  event-driventradingstrategycoincryptoquantbacktest
  Language:Python 70

• calumrussell / rotala

  Backtesting engine written in Rust

  backtestbacktestingrusttradingtrading-strategies
  Language:Rust 59

• bullsignals / binance-downloader

  Python tool to download Binance Candlestick (k-line) data from REST API

  backtestbacktestingbacktesting-trading-strategiesbinancebinance-apibinance-crytpocurrency-exchangebinance-exchangebinance-utilscandlestickscryptocurrenciescryptocurrencycryptocurrency-exchangesklinetradingtrading-bottrading-data
  Language:Python 50

• quantfreedom / QuantFreedom

  Professional Backtesting Engine for crypto, stocks and forex

  cryptocryptocurrencyforex-tradingpythontradingbacktestbacktesterbacktestingbacktesting-enginebacktesting-trading-strategiesprediction-algorithmpricestock-marketstock-price-prediction
  Language:Jupyter Notebook 45

• rosasurfer / mt4-tools

  Web and command line tools for the MetaTrader MQL4 framework

  metatraderforexmqltradingbacktest
  Language:PHP 45

• nntaoli-project / goex_backtest

  数字货币回测，模拟交易撮合

  backtestbitcoingoex-backtestquant
  Language:Go 44

• Optixal / CryptoInscriber

  :chart_with_upwards_trend: A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.

  cryptocurrencyexchangetradedatafeedstransactionsdownloaderlivestrategymachinelearningbothistorical-datahistoricalpollbacktest
  Language:Python 44

• MathisWellmann / lfest-rs

  Leveraged Futures Exchange for Simulated Trading

  exchangetradingleveragefuturesbacktestingbacktestsimluationleveraged-futures-exchangemarket
  Language:Rust 43

• junosan / Sibyl

  Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks

  backteststock-marketsimulatormachine-learningrecurrent-neural-networkstradingderivativesdeep-learningalgorithmic-trading
  Language:C++ 41
• xcoin

  rainfu / xcoin

  Next Generation Trading Bot

  trading-botfreqtradetrading-strategieszenbotbacktestbinancebotccxtcryptocurrencycryptocurrency-exchangeshuobimexcpanaceastrategytechnicalindicatorspm2panacea-apibinanceusdm
  Language:JavaScript 38

• rosasurfer / mt4-expander

  DLL extension for the MetaTrader MQL4 framework

  metatraderforextradingmqlbacktest
  Language:C++ 34

• 10mohi6 / oanda-bot-python

  oanda-bot is a python library for automated trading bot with oanda rest api on Python 3.6 and above.

  apiautomatedbacktestbotfxoandapythontrading
  Language:Python 33

• 10mohi6 / stock-pairs-trading-python

  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

  backtestkalman-filterpairs-tradingpythonstock
  Language:Python 32

• naripok / cryptotrader

  This repo contains a cryptocurrency trading environment and agents

  backtestcryptocurrencyfinancegymmachine-learning
  Language:Python 31

• simple-trade / simple-czsc

  Simple缠论量化工具集

  chzhshchczscmodelbacktesttradechan-lun
  Language:Python 28