backtesting-engine

There are 13 repositories under backtesting-engine topic.

• 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 4814

• mhallsmoore / qstrader

  QuantStart.com - QSTrader backtesting simulation engine.

  equitiesbacktesting-enginesystematic-trading-strategiesquantstart
  Language:Python 2701

• 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.

  backtestinghigh-frequency-tradingmarket-makingbacktesting-enginemarket-makeralgotradinghfttrading-botalgorithmic-tradingbacktesting-trading-strategieslimit-order-bookorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmsbinancebinance-futurescontributions-welcomecrypto-tradingtrading-simulator
  Language:Rust 1023

• 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 685

• 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 609

• 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

• sirnfs / OptionSuite

  Option and stock backtester / live trader

  optionstradingbacktesterbacktesting-trading-strategiesbacktesting-enginebacktestingstrangle
  Language:Python 188

• 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 164

• barter-rs / barter-data-rs

  A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.

  rusttrading-botalgo-tradingalgorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiescrypto-botevent-drivenhfthigh-frequency-tradingmarket-makingquantquantitative-financetrading-platformtrading-simulatortrading-strategiestrading-systems
  Language:Rust 81

• edarchimbaud / vnpy

  Python based open source quantitative trading platform development framework

  algorithmic-tradingalgotradingbacktesterbacktestingbacktesting-enginefinancepythonquanttradingtrading-trading-algorithmsvnpytrading-pl
  Language:Python 74

• m12t / bsm-time-machine

  A Black-Scholes-based options backtesting simulator

  algorithmic-tradingbacktesting-enginejupyter-notebookmatplotlibnumpyoptions-tradingpandaspythonquantitative-financetrading
  Language:Jupyter Notebook 57

• backtrader / backtrader-docs

  backtrader documentation

  backtestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiesdocumentationpythontradingtrading-trading-algorithmstrading-platformtrading-strategies
  54

• JeffreyHyer / grandmaster

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

  nodejsstock-tradingstock-marketbacktesting-enginealgorithmic-tradingtechnical-indicators
  Language:JavaScript 43

• quantfreedom / QuantFreedom

  Professional Backtesting Engine for crypto, stocks and forex

  cryptocryptocurrencyforex-tradingpythontradingbacktestbacktesterbacktestingbacktesting-enginebacktesting-trading-strategiesprediction-algorithmpricestock-marketstock-price-prediction
  Language:Jupyter Notebook 42

• panifie / PingPong.jl

  Cryptocurrency trading bot, and backtesting framework in julia

  financebacktesting-trading-strategiesbacktestingccxtcryptocurrencycryptocurrency-exchangestradingquantitative-tradingcryptocurrency-trading-bottrading-botbacktesting-enginejulia-languagealgorithmic-tradingbitcoinfutures-tradingmargin-trading
  Language:Julia 30
• cryptobot

  Azulinho / cryptobot

  Binance cryptocurrency trading bot

  binancecryptocurrencytrading-botbitcoinbacktestingbacktesting-enginebacktesting-trading-strategiesbotpythontrading
  Language:Python 23

• Arech / t18

  Algotrading framework for C++17

  tradingalgotradingframeworkcppcpp17financefintechalgorithmic-tradingstocksfuturesstock-marketfutures-marketalgotrading-frameworkc-plus-plusc-plus-plus-17backtestingbacktesting-trading-strategiesbacktesting-enginebacktest
  Language:C++ 17

• xingetouzi / bigfishtrader

  大鱼量化交易引擎

  backtesting-engineevent-drivenquanttrading-platform
  Language:Python 16

• grinply / kate-backtester

  A fast and simple backtest implementation for algorithmic trading in golang

  gogolangfinancefinancial-analysisalgorithmic-tradingbacktesting-frameworksbacktesting-enginetrading-simulationforex-tradingcryptocurrencycrypto-tradingtrading-strategiesforexinvestingbacktesting-trading-strategiesbacktests
  Language:Go 15

• jonblankenship / stratysis

  A pluggable automated trading system backtesting engine.

  tradingtrading-strategiesautomated-tradingbacktesting-enginebacktestingcsharpstock-trading
  Language:C# 12

• MaikelsoftTrading / signal-trading-examples

  Documentation and examples for the SignalTrading framework for .NET 5.0, which can be installed through NuGet.

  tradingtrading-bottrading-signalstrading-systemstrading-strategiestrading-strategytrading-strategy-simulatorbacktestingbacktesting-trading-strategiesbacktesting-enginetrading-enginelive-tradingreal-time-trading
  Language:C# 10

• agrawal-rohit / futon

  Create automated crypto bots that trade for you while you sleep

  backtesting-enginecryptocurrencytrading-bottrading-strategystock-analysis
  Language:Python 8

• 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.

  backtesting-enginemarket-neutralityequity-factor-trading
  Language:Python 8

• nix1 / bye

  Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

  backtestbacktesterbacktestingbacktesting-enginebacktesting-trading-strategiesetf-investmentsetfsinvestinginvestment-analysisinvestment-simulatorinvestment-strategiesoptionsoptions-tradingput-optionstock-datastock-market
  Language:Python 8

• 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.

  rusttradingexchangerust-librarysystem-programmingbacktesting-trading-strategiesbacktesting-enginebacktestingbacktesting-frameworks
  Language:Rust 7

• milliyang / noise

  A Backtest or Trading Framework with C++

  backtestingbacktesting-enginebacktestbacktesting-frameworkstrading-strategiesalgo-tradingalgorithmic-tradingtradingtimeseries-analysis
  Language:C++ 7

• IgorWounds / Backtester101

  A proof-of-concept custom backtester

  algorithmic-tradingalgotrading101backtestingopenbbopenbb-platformpythonbacktesting-enginebacktesting-trading-strategies
  Language:Jupyter Notebook 6
• Stockie

  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.)

  daytradingstrategybacktestingbacktesting-enginestocksyfinancestatisticssell-pairscurvebuyingtradethresholdsavgol
  Language:Jupyter Notebook 5

• luismcruz / gotrader

  golangtradingautomationtrading-algorithmstrading-strategiesoanda-clientbacktesting-engine
  Language:Go 5

• Coderixc / BankNifty_Algo_Strategy

  Python Trading Strategy Analyzer: Backtesting and Metrics Framework

  algotradingbacktesting-enginepythonpython-scriptquant-devquanttradingstock-market
  Language:Python 4

• andrewsonin / exchange_backtester

  Framework that allows you to replay the exchange trading history for a single ticker and test your trading strategies

  tradingexchangesystem-programmingrust-libraryrustbacktesting-enginebacktesting-trading-strategies
  Language:Rust 2

• cubyc-team / anterior

  Python's pluggable backtester

  algorithmic-tradingbacktestingbacktesting-enginecounterfactualdata-engineeringdata-sciencehistorical-datamachine-learningpluggabletime-series
  Language:Python 2

• 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.

  api-restautoregressivebacktesting-enginepython3quantitative-financesarimaxsignal-processingstock-forecasting
  Language:Python 2

• thomgabriel / bach-to-the-future

  Python Backtesting infrastructure for trading strategies + Dashboard

  python3backtestingbacktesting-trading-strategiestrading-strategiestrading-algorithmsbacktestbacktesting-enginebacktester-python
  Language:Python 2

• yash201040 / quanTest

  Quantitative Backtester for algo-trading strategies

  backtesting-enginequant-trading
  Language:Jupyter Notebook 2

• jaNGOB / pySimX

  Multi-Asset Backtesting & Simulation Engine

  backtestingbacktesting-enginehfthft-tradingtradinghft-backtestinghft-simulation
  Language:Jupyter Notebook 1