🔎 📈 🐍 💰 Backtest trading strategies in Python.
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Updated
Mar 28, 2024 - Python
🔎 📈 🐍 💰 Backtest trading strategies in Python.
A nimble options backtesting library for Python
Open-source Rust framework for building event-driven live-trading & backtesting systems
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.
event-driven backtesting framework written in golang
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
A股回测框架, 模拟实盘账户交易, 适合编写T+0策略
Backtesting toolbox for trading strategies
High-frequency statistical arbitrage
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
backtrader documentation
A personal automated trading system
Fcore Is an AI Framework for Financial Markets Analysis (Active Development).
A fast and simple backtest implementation for algorithmic trading in golang
Backtest and run stock trading CFD strategies tick by tick
Trading strategy backtesting framework with focus on position adjustment in a session scope.
A Backtest or Trading Framework with C++
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.
Back Testing strategies fast in Python
a backtesting framework written in golang 2 years ago (no longer maintain)
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