27 Repositories
Python backtesting Libraries
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
AutoTrader AutoTrader is Python-based platform intended to help in the development, optimisation and deployment of automated trading systems. From sim
Certis - Certis, A High-Quality Backtesting Engine
Certis - Backtesting For y'all Certis is a powerful, lightweight, simple backtes
Simple wordle clone + solver + backtesting
Wordle clone + solver + backtesting I created something. Or rather, I found about this game last week and decided that one challenge a day wasn't goin
A competition for forecasting electricity demand at the country-level using a standard backtesting framework
A competition for forecasting electricity demand at the country-level using a standard backtesting framework
A library for demo trading | backtest and forward test simulation
Trade Engine a library for demo trading | backtest and forward test simulation Features Limit/Market orders: you can place a Limit or Market order in
Technical Analysis library in pandas for backtesting algotrading and quantitative analysis
bta-lib - A pandas based Technical Analysis Library bta-lib is pandas based technical analysis library and part of the backtrader family. Links Main P
Fastquant - Backtest and optimize your trading strategies with only 3 lines of code!
fastquant 🤓 Bringing backtesting to the mainstream fastquant allows you to easily backtest investment strategies with as few as 3 lines of python cod
BakTst_Org is a backtesting system for quantitative transactions.
BakTst_Org 中文reademe:传送门 Introduction: BakTst_Org is a prototype of the backtesting system used for BTC quantitative trading. This readme is mainly di
Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors
By Investors, For Investors. Want to read this in Chinese? Click here Empyrial is a Python-based open-source quantitative investment library dedicated
Backtesting an algorithmic trading strategy using Machine Learning and Sentiment Analysis.
Trading Tesla with Machine Learning and Sentiment Analysis An interactive program to train a Random Forest Classifier to predict Tesla daily prices us
vartests is a Python library to perform some statistic tests to evaluate Value at Risk (VaR) Models
vartests is a Python library to perform some statistic tests to evaluate Value at Risk (VaR) Models, such as: T-test: verify if mean of distribution i
Time Series Cross-Validation -- an extension for scikit-learn
TSCV: Time Series Cross-Validation This repository is a scikit-learn extension for time series cross-validation. It introduces gaps between the traini
A script to parse and display buy_tag and sell_reason for freqtrade backtesting trades
freqtrade-buyreasons A script to parse and display buy_tag and sell_reason for freqtrade backtesting trades Usage Copy the buy_reasons.py script into
Multi-asset backtesting framework. An intuitive API lets analysts try out their strategies right away
Multi-asset backtesting framework. An intuitive API lets analysts try out their strategies right away. Fast execution of profit-take/loss-cut orders is built-in. Seamless with Pandas.
Python based framework providing a simple and intuitive framework for algorithmic trading
Harvest is a Python based framework providing a simple and intuitive framework for algorithmic trading. Visit Harvest's website for details, tutorials
Recommendations from Cramer: On the show Mad-Money (CNBC) Jim Cramer picks stocks which he recommends to buy. We will use this data to build a portfolio
Backtesting the "Cramer Effect" & Recommendations from Cramer Recommendations from Cramer: On the show Mad-Money (CNBC) Jim Cramer picks stocks which
A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (Approved by OpenAI Gym)
gym-mtsim: OpenAI Gym - MetaTrader 5 Simulator MtSim is a simulator for the MetaTrader 5 trading platform alongside an OpenAI Gym environment for rein
This is a simple backtesting framework to help you test your crypto currency trading. It includes a way to download and store historical crypto data and to execute a trading strategy.
You can use this simple crypto backtesting script to ensure your trading strategy is successful Minimal setup required and works well with static TP a
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Modeling High-Frequency Limit Order Book Dynamics Using Machine Learning Framework to capture the dynamics of high-frequency limit order books. Overvi
Trading environnement for RL agents, backtesting and training.
TradzQAI Trading environnement for RL agents, backtesting and training. Live session with coinbasepro-python is finaly arrived ! Available sessions: L
Scalable, event-driven, deep-learning-friendly backtesting library
...Minimizing the mean square error on future experience. - Richard S. Sutton BTGym Scalable event-driven RL-friendly backtesting library. Build on
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
TradingGym TradingGym is a toolkit for training and backtesting the reinforcement learning algorithms. This was inspired by OpenAI Gym and imitated th
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Backtesting.py Backtest trading strategies with Python. Project website Documentation the project if you use it. Installation $ pip install backtestin
Python Backtesting library for trading strategies
backtrader Yahoo API Note: [2018-11-16] After some testing it would seem that data downloads can be again relied upon over the web interface (or API v
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
finmarketpy (formerly pythalesians) finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strateg
bt - flexible backtesting for Python
bt - Flexible Backtesting for Python bt is currently in alpha stage - if you find a bug, please submit an issue. Read the docs here: http://pmorissett
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/
Stock Analysis Engine Build and tune investment algorithms for use with artificial intelligence (deep neural networks) with a distributed stack for ru