backtesting-frameworks

There are 19 repositories under backtesting-frameworks topic.

• 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 7430

• 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 1716

• 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 1211

• 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.

  backtestingbacktesting-frameworksbacktesting-trading-strategiesfinanceinvestment-analysispythonquantquantitative-financetradingtrading-simulatortrading-strategies
  Language:Python 758

• gobacktest / gobacktest

  event-driven backtesting framework written in golang

  backtesting-frameworksgolanggofinancial-analysisfinancealgorithmic-trading
  Language:Go 231

• bradleyboyuyang / Statistical-Arbitrage

  High-frequency statistical arbitrage

  backtesting-frameworksblack-scholesbrownian-motionhigh-frequency-tradingoption-greeksornstein-uhlenbeck-processpairs-tradingstatistical-arbitragevasicekwiener-process
  Language:Jupyter Notebook 228

• nessessary / autoxd

  A股回测框架， 模拟实盘账户交易, 适合编写T+0策略

  quanttradingbacktesting-frameworksbacktesting
  Language:Python 140

• PythonForForex / Backtrader-for-backtesting

  These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website

  pythonbacktestingbacktesting-trading-strategiesbacktesting-frameworksbacktraderalgorithmic-trading
  Language:HTML 139
• auquantoolbox

  Auquan / auquantoolbox

  Backtesting toolbox for trading strategies

  toolboxquanttrading-strategiesbacktesting-trading-strategiesbacktesting-frameworkstime-series-analysistime-seriesauquan-toolbox
  Language:Python 115

• dodid / minitrade

  A personal automated trading system

  algorithmic-tradingbacktestingbacktesting-frameworksfinanceinteractive-brokersinvestingtrading
  Language:Python 105

• backtrader / backtrader-docs

  backtrader documentation

  pythondocumentationbacktestingbacktesting-trading-strategiesbacktesting-enginebacktesting-frameworkstradingtrading-strategiestrading-algorithmstrading-platformtrading-
  63

• 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 26

• ZmicierGT / fcore

  Fcore Is a Framework for Financial Markets Analysis (In progress).

  artificial-intelligencebacktestingbacktesting-frameworksfinanceinvestmentscreening-stocksstocksstocks-apistocks-predictorstocks-tradingtechnical-analysistradingtrading-simulatortrading-strategyfintechpythonquantitative-financequantitative-trading
  Language:Python 26

• LHanLi / FreeBack

  高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis

  backtestingbacktesting-frameworksfinanceinvestmentquantitive-finance
  Language:Jupyter Notebook 22
• cipher-bt

  nanvel / cipher-bt

  Trading strategy backtesting framework supporting multiple concurrent sessions, complex exit strategies, and multi-exchange data sources with simple Python implementation

  backtestbacktesting-frameworksframeworkpythonquanttradingbacktesterbacktestingtrading-simulator
  Language:Python 16

• cimourdain / estrade

  Backtest and run stock trading CFD strategies tick by tick

  backtester-pythonbacktesting-frameworksbacktesting-trading-strategiesbacktestsstock-trading-strategiesstrategytradestradingtrading-bottrading-strategies
  Language:Python 14

• phpquant / stochastix-core

  High-Performance Quantitative Backtesting Engine

  algotradingbacktestingbacktesting-frameworkscryptocurrencycyptotradingphp84quantitative-tradingsymfonysymfony-bundle
  Language:PHP 12

• E2Quant / e2q

  是一个交易回测框架，仿真现实中整个交易系统，整个框架由：交易所(OMS), 券商(Broker), 交易者(Trader)三部分组成.

  backtestingfinancequantstocksalgo-tradingbacktesting-frameworksbacktesting-trading-strategiesframeworkinvestinglimit-order-bookordering-systemscripting-languagetrading-algorithmstrading-simulator
  Language:C++ 10

• almprmg / FlashBackTest

  Back Testing strategies fast in Python

  algo-tradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiesfinancefinancial-marketsforexforex-tradingframeworkhacktoberfestinvestment-strategiestradingtrading-simulator
  Language:Python 9

• milliyang / noise

  A Backtest or Trading Framework with C++

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

  backtestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiesexchangerustrust-librarysystem-programmingtrading
  Language:Rust 7

• tradingquant-it / DataTrader

  DataTrader è una piattaforma open-source di backtesting basato sugli eventi da utilizzare nei mercati azionari. La maggior parte delle strategie descritte nel sito TradingQuant.it (www.tradingquant.it) utilizza DataTrader come framework per il backtest.

  backtestingbacktesting-enginebacktesting-frameworkstradingtrading-strategies
  Language:Python 7

• milliyang / quant

  a backtesting framework written in golang 2 years ago (no longer maintain)

  quantitative-tradingbacktestingbacktesting-frameworks
  Language:Go 5

• 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.

  algorithmic-tradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiescryptocrypto-tradingfinancegogolangtechnical-analysistradingtrading-algorithmstrading-bottrading-strategies
  Language:Go 4

• 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.

  backtestingbacktesting-frameworksbacktesting-trading-strategiestrading-strategies
  Language:Jupyter Notebook 4

• polo2444172276 / MultiFactor-Backtesting-Framework

  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.

  backtesting-frameworksmultifactor-modelquantitative-finance
  Language:Jupyter Notebook 4

• tradingquant-it / DataInvestor

  Framework open-source in python progettato per l'investitore. Permette di effettuare simulazioni di strategie di asset allocation per portafogli di azioni ed ETF. Descritto ed utilizzato su TradingQuant.it (www.tradingquant.it)

  backtestingbacktesting-frameworksbacktesting-trading-strategiestradingtrading-strategies
  Language:Python 4

• 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.

  backtesting-frameworksclassificationcsv-processingdata-analysisexpert-systemfinancefinancial-analysis-toolspythonrule-based-classifierstockstock-marketstreamlittkinter-guiyahoo-finance
  2

• Sparsh-Kumar / learn-python-backtesting

  Comprehensive GitHub repository showcasing proficient utilization of the backtesting.py library, illustrating code implementations and insightful learnings in quantitative financial backtesting strategies.

  algorithmic-tradingbacktestingbacktesting-frameworksbacktesting-trading-strategiespythonpython3
  Language:Python 2

• E2Quant / e2

  一种简单而强大的策略编程语言，易于学习及使用

  backtesting-frameworksbacktesting-trading-strategiesfinancellvm-clangquantquantitative-financestocksllvm-irscripting-language
  Language:C++ 1

• ferenc4 / backtesting

  Framework that allows you to test long position trading algorithms on historical data with a time frame in mind.

  backtesting-frameworksbacktestingtrading-strategiesportfolio-managementportfolio-optimizationpython3dataframes
  Language:Python 1

• izzudinhafiz / pybt

  A better, faster, simple to implement and extendable Python backtesting framework for stock trading algorithm evaluation.

  stockbacktestbacktesting-frameworks
  Language:Python 0

• smalinin / backtrader_next

  Python Backtesting library for trading strategies

  algo-tradingalgorithmic-tradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiesfinancefinancial-marketsframeworkfuturesinvestinginvestmentstockstradingtrading-algorithmstrading-simulatortrading-strategies
  Language:Python