Lean
alpha_vantage
Our great sponsors
| Lean | alpha_vantage | |
|---|---|---|
| 25 | 76 | |
| 8,655 | 4,155 | |
| 1.6% | - | |
| 9.7 | 3.5 | |
| about 8 hours ago | 6 days ago | |
| C# | Python | |
| Apache License 2.0 | MIT License |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Lean
-
What Happened to Quantconnect?
6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.
- Thoughts on QuantConnect?
- IBKR implementation of ALMA indicator
-
Backtesting Engines for Testing Intraday Data on Thousands of Symbols Simultaneously
Thanks. I will check it out. Can you point me to the right part of the codebase I should be looking at? I know it must be somewhere here - https://github.com/QuantConnect/Lean
-
Quantconnect - Backtest script that accepts multiple dropbox links, creates portfolio, and rebalances on predefined dates, advice?
They have nice documentation on their website for how to download/import external data, though. They even have GitHub examples that pull data from Dropbox.
-
Problem with QuantConnect Package on Local IDE
Here is an example https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxUniverseSelectionAlgorithm.py
-
Exportable quote database for simulations?
There's also the open-source lean.io stuff by QuantConnect which looks decent and comes with data. It's pretty inexpensive too.
-
Rant about candles
I can plot OHCL lines, I can plot OHCL scatter points on the chart, why can't I plot candles? It's just those scatter points put together. This thing has been going on for 8 YEARS.
-
How has your experience been with QuantConnect? Would you invest in the company?
Here's a link to one of the strategy examples from the QC team that does this -- loading a universe from an external source. https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxCoarseFineAlgorithm.py
-
What's the best platform to backtest a large amount of 1m data using a simple volume-based strategy ? TradingView provides a minimal amount of candles in the 1m chart to backtest on and I need to test it further.
+1 see https://github.com/QuantConnect/Lean
alpha_vantage
What are some alternatives?
StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
finnhub-python - Finnhub Python API Client. Finnhub API provides institutional-grade financial data to investors, fintech startups and investment firms. We support real-time stock price, global fundamentals, global ETFs holdings and alternative data. https://finnhub.io/docs/api
backtrader - Python Backtesting library for trading strategies
vvs-finance-profit-simulator - Script to find the best harvest interval for VVS Finance.
finnhub-dotnet - A .NET client for Finnhub API
finta - Common financial technical indicators implemented in Pandas.
pandas-datareader - Extract data from a wide range of Internet sources into a pandas DataFrame.
TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
tidyquant - Bringing financial analysis to the tidyverse
algotrading-example - algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
metoffer - A simple Python wrapper for the API provided by the British Met Office known as DataPoint with additional tools for handling the returned data.