backtesting

There are 114 repositories under backtesting topic.

• mementum / backtrader

  Python Backtesting library for trading strategies

  backtestingmetaclasspythontrading
  Language:Python 19363
• hummingbot

  hummingbot / hummingbot

  Open source software that helps you create and deploy high-frequency crypto trading bots

  algotradingarbitragebacktestingbitcoinbotcryptocryptocurrencycythondexdockerethereumhftmarketmakingorderbookpythontrading
  Language:Python 15050
• stock

  myhhub / stock

  stock股票.获取股票数据,计算股票指标,筹码分布,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。

  backtestbacktestingbroker-trading-platformcyqdistribution-of-chipsposition-cost-distributionquantitativequantitative-financestockstocksstrategiesstrategy
  Language:Python 10648
• 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# 8770
• backtesting.py

  kernc / backtesting.py

  🔎 📈 🐍 💰 Backtest trading strategies in Python.

  algo-tradingalgorithmic-tradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiesfinancefinancial-marketsforexforex-tradingframeworkhacktoberfestinvestinginvestmentinvestment-strategiesstockstradingtrading-algorithmstrading-simulatortrading-strategies
  Language:Python 7439

• 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 6037
• OctoBot

  Drakkar-Software / OctoBot

  Open source crypto trading bot

  trading-botpythontradingbitcointelegramtechnical-analysiscryptocurrencyarbitragebacktestingexchangetradingviewchatgptbinancebottrading-strategiesalgorithmic-tradingcryptocurrency-tradingcoinbasehyperliquidmexc
  Language:Python 4920

• zvtvz / zvt

  modular quant framework.

  stockquantfintechtrading-platformtechnical-analysiscryptocurrencyfundamental-analysisalgorithmic-tradingtrading-strategiesbacktestingquantitative-financetrading-botquantitative-tradingstock-marketzvtpythonmlmachine-learning
  Language:Python 3831

• 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

  algorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-trading-strategiesbinancecrypto-botcrypto-tradinghfthigh-frequency-tradinglimit-order-bookmarket-makermarket-makingorderbookorderbook-tick-dataquantitative-tradingtrading-algorithmstrading-simulatortrading-strategiestradingbot
  Language:Rust 3242

• 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

  algorithmic-tradingalphaawesome-listbacktestingbitcoincryptocurrenciescryptocurrencyfinancefinancesgolangpythonquantquantitative-tradingrustsystematic-tradingsystematic-trading-strategiestradingtrading-algorithmstrading-bottrading-strategies
  Language:HTML 3193

• edtechre / pybroker

  Algorithmic Trading in Python with Machine Learning

  aialgorithmic-tradingalgotradingartificial-intelligencebacktestingcryptocryptocurrencydata-sciencefinanceframeworkinvestmentmachine-learningpythonquantitative-financestockstradingtrading-strategies
  Language:Python 2884

• fasiondog / hikyuu

  Hikyuu Quant Framework 基于C++/Python的极速开源量化交易研究框架，同时可基于策略部件进行资产重用，快速累积策略资产。

  algorithms-tradingbacktestingcppfinancefintechpythonquantstocksystem-tradingtradingvestment
  Language:C++ 2839

• Mathieu2301 / TradingView-API

  📈 Get real-time stocks from TradingView

  backtestingbacktesting-trading-strategiesbitcoinchartscryptocryptocurrencyethereumrealtime-stocksstocksstocks-apistocks-pricestradingtradingviewtradingview-apitradingview-indicatortradingview-replaytradingview-scraper
  Language:JavaScript 2498

• whittlem / pycryptobot

  Python Crypto Bot (PyCryptoBot)

  backtesterbacktestingbacktesting-trading-strategiesbinancebinance-apicoinbase-procoinbase-pro-apicryptocurrencykucoinkucoin-apimedium-articlemedium-articlespythonpython3technical-analysistelegram-bottradingtrading-bottrading-strategies
  Language:Python 2050

• enzoampil / fastquant

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

  algotradingbacktestingcryptocurrencydata-sciencefinancial-data-sciencemachine-learningquantitative-financestockstrading-strategies
  Language:Jupyter Notebook 1729

• barter-rs / barter-rs

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

  algo-tradingalgorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiescrypto-botevent-drivenhfthigh-frequency-tradingmarket-makingquantquantitative-financerusttrading-bottrading-platformtrading-simulatortrading-strategiestrading-systems
  Language:Rust 1723

• ScottfreeLLC / AlphaPy

  Python AutoML for Trading Systems and Sports Betting

  machine-learningpredictive-analyticsclassificationregressionscikit-learnpandastradingstockssportsportfoliocryptocurrencytrading-strategieskerasdata-sciencepythoniexdeep-learningtrading-platformtime-series-analysisbacktesting
  Language:Python 1630

• michaelchu / optopsy

  A nimble options backtesting library for Python

  algorithmicalgorithmic-tradingalgorithmic-trading-enginealgorithmic-trading-librarybacktestbacktestingbacktesting-frameworksbacktesting-trading-strategiesdataframeoption-chainoption-pricingoption-strategiesoptionsoptions-frameworkoptions-spreadsoptions-strategiesoptions-tradingtrade-optionstrading
  Language:Python 1211

• 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 1177

• 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-tradingbacktestingdeep-learningdeep-learning-tutorialdeep-neural-networksdockerhelmhelm-chartsiexiexcloudjupyterkeraskubernetesminiooptionsrediss3stockstensorflowtradier
  Language:Jupyter Notebook 1160
• 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# 1142
• EigenLedger

  santoshlite / EigenLedger

  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 1037

• idanya / algo-trader

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

  algorithmic-tradingbacktestingcrypto-botpythontechnical-analysistrading-bottrading-strategies
  Language:Python 850

• gbeced / basana

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

  algorithmic-tradingasynciobacktestingbinancecryptocurrencytrading-algorithmstrading-bot
  Language:Python 788

• 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 758

• Heerozh / spectre

  GPU-accelerated Factors analysis library and Backtester

  algorithmic-tradingbacktesterbacktestingfactor-analysisquantitative-analysisspectre
  Language:Python 749

• constverum / Quantdom

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

  quantbacktestingquantitative-financetradinginvestmentalgotradingalgorithmic-tradingfinancefintechtrading-strategiestrading-platformstock-marketfinancial-analysis
  Language:Python 745

• alpacahq / alpaca-backtrader-api

  Alpaca Trading API integrated with backtrader

  algotradingalpacabacktestingbacktraderfinancehacktoberfestpythonquantsstock-marketstock-tradingtradingtrading-algorithmstrading-bot
  Language:Python 673
• Binance-Futures-Trading-Bot

  conor19w / Binance-Futures-Trading-Bot

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

  technical-analysisbinancetrading-bottrading-strategiescryptocurrencytradingbotbitcoinethereumperpetualtrading-botscryptocurrency-trading-botbinance-botbacktestingcrypto-botalgorithmic-tradingbinance-futurescryptocurrenciestrading-algorithms
  Language:Python 636

• coding-kitties / investing-algorithm-framework

  Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.

  trading-botcryptocurrencyalgorithmic-tradingtradepythontradingtrading-strategiesbacktestingbacktesting-trading-strategiestrading-botsquantitativequantitative-analysisquantitative-financequantitative-trading
  Language:Python 579
• dukascopy-node

  Leo4815162342 / dukascopy-node

  ✨ Download historical and real-time 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 573

• josephchenhk / qtrader

  A Light Event-Driven Algorithmic Trading Engine

  backtestingpythonquantitative-tradingtrading
  Language:Python 542

• jrmeier / fast-trade

  low code backtesting library utilizing pandas and technical analysis indicators

  algotradingbacktestingcharting-librarycryptocurrencyfinancetechnical-analysistechnical-indicators
  Language:Python 508

• 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 497
• TuringTrader

  fbertram / TuringTrader

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

  algorithmic-tradingbacktestingc-sharpfinanceoptionsportfolio-managementportfolio-optimizationportfoliosquantquantitative-financequantitative-tradingstock-indicatorsstockstechnical-analysistechnical-indicatorstradingtrading-algorithmstrading-bottrading-platformtrading-strategies
  Language:C# 486

• 51bitquant / ai-hedge-fund-crypto

  AI-Hedge-Fund for Crypto 🚀 AI-powered hedge fund for cryptocurrency trading, leveraging LLM agents for intelligent decision-making.

  ai-agentai-tradingai-trading-agentalgorithmic-tradingbacktestingcrypto-tradinghedge-fundlangchainlangchain-pythonllmllm-agentmulti-timeframe-analysisopenaiportfolio-managementquantitative-financestrategy-ensemblingtechnical-analysis
  Language:Python 447