backtesting

There are 88 repositories under backtesting topic.

• mementum / backtrader

  Python Backtesting library for trading strategies

  backtestingmetaclasspythontrading
  Language:Python 13599
• StockSharp

  StockSharp / StockSharp

  Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

  algorithmic-tradingalgorithmic-trading-enginebacktestingbitcoinsbrokerbrokersc-sharpcryptocryptocurrencyfinancefixprotocolforexhft-tradinginteractive-brokersquantitative-financestockstradingtrading-platformtrading-robotstrading-strategies
  Language:C# 6898
• backtesting.py

  kernc / backtesting.py

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

  tradingtrading-strategiestrading-algorithmstrading-simulatorbacktestingbacktesting-trading-strategiesbacktesting-enginebacktesting-frameworksinvestmentinvestinginvestment-strategiesforexforex-tradingstocksalgorithmic-tradingframeworkfinancial-marketshacktoberfestalgo-tradingfinance
  Language:Python 5147

• polakowo / vectorbt

  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

  algorithmic-tradingalgorithmic-traidingbacktestingcryptocurrencydata-sciencedata-visualizationfinancemachine-learningportfolio-optimizationquantitative-analysisquantitative-financetime-seriestradingtrading-strategies
  Language:Python 4016
• OctoBot

  Drakkar-Software / OctoBot

  Open source crypto trading bot

  algorithmic-tradingarbitragebacktestingbinancebitcoinbotchatgptcryptocurrencycryptocurrency-tradingexchangepythontechnical-analysistelegramtradingtrading-bottrading-strategiestradingview
  Language:Python 3125

• zvtvz / zvt

  modular quant framework.

  stockquantfintechtrading-platformtechnical-analysiscryptocurrencyfundamental-analysisalgorithmic-tradingtrading-strategiesbacktestingquantitative-financetrading-botquantitative-tradingstock-marketzvtpythonmlmachine-learning
  Language:Python 3084

• whittlem / pycryptobot

  Python Crypto Bot (PyCryptoBot)

  backtesterbacktestingbacktesting-trading-strategiesbinancebinance-apicoinbase-procoinbase-pro-apicryptocurrencykucoinkucoin-apimedium-articlemedium-articlespythonpython3technical-analysistelegram-bottradingtrading-bottrading-strategies
  Language:Python 1961

• wangzhe3224 / awesome-systematic-trading

  A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

  systematic-tradingquantitative-tradingawesome-listtradingquantbacktestingalphatrading-botalgorithmic-tradingtrading-strategiespythonfinancesystematic-trading-strategiesfinancestrading-algorithmsrustgolangcryptocurrencybitcoincryptocurrencies
  Language:HTML 1822

• edtechre / pybroker

  Algorithmic Trading in Python with Machine Learning

  algotradingbacktestingmachine-learningpythontradingquantitative-financestocksframeworkinvestmentaiartificial-intelligencealgorithmic-tradingdata-sciencefinancetrading-strategiescryptocryptocurrency
  Language:Python 1804

• nkaz001 / hftbacktest

  A high-frequency trading and market-making backtesting tool 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

  backtestinghigh-frequency-tradingmarket-makingbacktesting-enginemarket-makeralgotradinghfttrading-botalgorithmic-tradingbacktesting-trading-strategieslimit-order-bookorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmsbinancebinance-futurescrypto-tradingtrading-simulatorcrypto-bot
  Language:Rust 1595

• enzoampil / fastquant

  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

  trading-strategiesbacktestingstocksfinancial-data-sciencecryptocurrencyalgotradingquantitative-financedata-sciencemachine-learning
  Language:Jupyter Notebook 1487

• Mathieu2301 / TradingView-API

  📈 Get real-time stocks from TradingView

  backtestingbacktesting-trading-strategiesbitcoinchartscryptocryptocurrencyethereumrealtime-stocksstocksstocks-apistocks-pricestradingtradingviewtradingview-apitradingview-indicatortradingview-replaytradingview-scraper
  Language:JavaScript 1339

• myhhub / stock

  stock股票.获取股票数据,计算股票指标,识别股票形态,综合选股,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 1218

• ScottfreeLLC / AlphaPy

  Python AutoML for Trading Systems and Sports Betting

  machine-learningpredictive-analyticsclassificationregressionscikit-learnpandastradingstockssportsportfoliocryptocurrencytrading-strategieskerasdata-sciencepythoniexdeep-learningtrading-platformtime-series-analysisbacktesting
  Language:Python 1103

• AlgoTraders / stock-analysis-engine

  Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/

  algorithmic-tradingstocksoptionstensorflowkeraskubernetesiextradierbacktestingdockerredisminios3deep-neural-networksdeep-learningjupyterdeep-learning-tutorialiexcloudhelmhelm-charts
  Language:Jupyter Notebook 994

• 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 955
• Stock.Indicators

  DaveSkender / Stock.Indicators

  Stock Indicators for .NET is a C# NuGet package that transforms raw equity, commodity, forex, or cryptocurrency financial market price quotes into technical indicators and trading insights. You'll need this essential data in the investment tools that you're building for algorithmic trading, technical analysis, machine learning, or visual charting.

  stock-tradingstock-marketindicatorsquantitative-financealgorithmic-tradinghistorical-quotesstock-indicatorstechnical-indicatorsnugetforexcryptocurrencystock-analysispackagetechnical-analysisbacktestingstockindicator
  Language:C# 930
• Empyrial

  santoshlite / Empyrial

  An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

  quantitative-financequantitative-analysisstockstock-marketbacktestingfinanceportfolio-analysisinvestment-portfolioportfolio-optimizationportfolio-managementpythoninvestmentinvestment-analysisquantfuturesfintechstock-data
  Language:Python 905

• Lumiwealth / lumibot

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

  strategytradingbrokeralpacainvestingtradetrading-strategiestrading-botfinancealgorithmic-tradingtrading-algorithmsbacktestingbacktesting-trading-strategiesbacktesterbacktesting-enginequantitative-financeforexcryptocurrencycryptocrypto-bot
  Language:Python 805

• idanya / algo-trader

  Trading bot with support for realtime trading, backtesting, custom strategies and much more.

  algorithmic-tradingbacktestingcrypto-botpythontechnical-analysistrading-bottrading-strategies
  Language:Python 761

• anfederico / gemini

  Backtesting for sleepless cryptocurrency markets

  backtestingpythonquantitative-financestrategytrading
  Language:Python 704

• constverum / Quantdom

  Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]

  quantbacktestingquantitative-financetradinginvestmentalgotradingalgorithmic-tradingfinancefintechtrading-strategiestrading-platformstock-marketfinancial-analysis
  Language:Python 704

• barter-rs / barter-rs

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

  algo-tradingalgorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-trading-strategieshfthigh-frequency-tradingquantquantitative-financetrading-bottrading-simulatortrading-strategiesbacktesting-frameworksevent-drivenrusttrading-systemscrypto-botmarket-makingtrading-platform
  Language:Rust 700

• alpacahq / alpaca-backtrader-api

  Alpaca Trading API integrated with backtrader

  alpacatradingtrading-botquantsbacktraderalgotradingstock-tradingbacktestingfinancestock-markettrading-algorithmspythonhacktoberfest
  Language:Python 602

• Heerozh / spectre

  GPU-accelerated Factors analysis library and Backtester

  spectrealgorithmic-tradingquantitative-analysisfactor-analysisbacktestingbacktester
  Language:Python 573
• Binance-Futures-Trading-Bot

  conor19w / Binance-Futures-Trading-Bot

  A Technical Analysis Bot that trades leveraged USDT futures markets on Binance.

  algorithmic-tradingbacktestingbinancebinance-botbinance-futuresbitcoinbotcrypto-botcryptocurrenciescryptocurrencycryptocurrency-trading-botethereumperpetualtechnical-analysistradingtrading-algorithmstrading-bottrading-botstrading-strategies
  Language:Python 518

• 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.

  pythonfinancequantitative-financebacktestingbacktesting-trading-strategiestrading-simulatorbacktesting-frameworkstrading-strategiesquantinvestment-analysistrading
  Language:Python 505

• gbeced / basana

  A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.

  algorithmic-tradingasynciobacktestingbinancecryptocurrencytrading-algorithmstrading-bot
  Language:Python 475

• josephchenhk / qtrader

  A Light Event-Driven Algorithmic Trading Engine

  backtestingpythonquantitative-tradingtrading
  Language:Python 443
• TuringTrader

  fbertram / TuringTrader

  The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

  backtestingstocksoptionsportfoliostradingtrading-algorithmstrading-platformtrading-strategiestrading-botc-sharpstock-indicatorsfinancealgorithmic-tradingquantquantitative-tradingportfolio-optimizationportfolio-managementquantitative-financetechnical-analysistechnical-indicators
  Language:C# 426

• AminHP / gym-mtsim

  A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (Approved by OpenAI Gym)

  tradingtrading-environmenttrading-algorithmopenai-gymgym-environmentreinforcement-learningbacktestingmetatrader5simulatorforexstockscrypto
  Language:Python 416
• TradeBot

  markusaksli / TradeBot

  Crypto trading bot using Binance API (Java)

  crypto-trading-botbotbinance-apitrading-bottradingtrading-strategiescryptocurrencytechnical-indicatorstechnical-analysisbacktestingbacktesting-trading-strategiestradebotprofitabilitysignalsmarketmarket-datamacdrsi
  Language:Java 372

• jrmeier / fast-trade

  low code backtesting library utilizing pandas and technical analysis indicators

  financetechnical-analysistechnical-indicatorsbacktestingcharting-librarycryptocurrencyalgotrading
  Language:Python 353

• neurallayer / roboquant

  Roboquant is a fast, flexible, user-friendly and completely free algorithmic trading platform

  algo-tradingautomated-tradingbacktestingcryptocurrencyhigh-performancejupyter-notebookkotlinmachine-learningtradingtrading-bottrading-strategies
  Language:JavaScript 325
• dukascopy-node

  Leo4815162342 / dukascopy-node

  ✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨

  stockexchange-ratesdukascopyohlchistorical-dataforex-datacandlestick-chartcryptotick-datatradingstock-datastock-pricesetfmarket-dataforexnodejsmetatraderclibacktestingbitcoin
  Language:TypeScript 314

• Grademark / grademark

  An API for backtesting trading strategies in JavaScript and TypeScript.

  algorithmic-tradingbacktestingbacktesting-trading-strategiesdata-forgedrawdowndrawdown-chartequity-curvejavascriptplot-chartsquantitative-tradingtradetradingtrading-strategiestrading-strategytrading-systemtypescript
  Language:TypeScript 272