Lean
rl-trading
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Lean | rl-trading | |
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25 | 1 | |
8,560 | 4 | |
2.2% | - | |
9.7 | 0.0 | |
8 days ago | over 3 years ago | |
C# | Jupyter Notebook | |
Apache License 2.0 | - |
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
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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
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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.
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Backtesting Engine Design Primers
For personal use only. I'm currently looking at QuantConnect's LEAN and Quantopian's Zipline (which hasn't seen any updates since 2020, presumably because Quantopian was dissolved).
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Algo Trading Environments
They have an open source trading engine - LEAN
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looking for python library that allow customized indicator for backtesting
Easy to do with Lean (QuantConnect). Here is code for a demo Algo that includes a simple custom indicator (class at the bottom of the file) https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/CustomIndicatorAlgorithm.py
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Any orderbook traders?
I suspect you are trying to use it through their site and that's why they are charging you. You can download the software from their GitHub and run it locally or on your own cloud server. It's a few extra steps but worth saving the money imo. Can do optimizations and back testing with no restrictions. https://github.com/QuantConnect/Lean
- Yesterday I came across Awesome-Quant repository and it was great. I went ahead and dig through all the backtesting & AI repos from Python and created a list of repo which are most updated & maintained. Let me know if I missed your favorite.
- Recruiters representing Citadel has been aggressively attempting to recruit me as a software developer since mid November, offering to pay $100-150k more than the median for early/mid career developers
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Is there a github trading bot with equation based bid entries?
I believe their core offering is built around their lean engine. https://github.com/QuantConnect/Lean
rl-trading
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Recruiters representing Citadel has been aggressively attempting to recruit me as a software developer since mid November, offering to pay $100-150k more than the median for early/mid career developers
In the summer, I did something somewhat similar to what OP suggests above. Here's a link to the corresponding Github repository.
What are some alternatives?
StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
backtrader - Python Backtesting library for trading strategies
finnhub-dotnet - A .NET client for Finnhub API
finta - Common financial technical indicators implemented in Pandas.
TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
algotrading-example - algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
documentation - This repository contains the documentation for the current Quantiacs project. Check it out at: https://quantiacs.com/documentation/en/
alpha_vantage - A python wrapper for Alpha Vantage API for financial data.
zipline-reloaded - Zipline, a Pythonic Algorithmic Trading Library
alphalens - Performance analysis of predictive (alpha) stock factors
soundfingerprinting - Open source audio fingerprinting in .NET. An efficient algorithm for acoustic fingerprinting written purely in C#.
AlgoTradingRepoList - This repository contains basic information about different algotrading repo I like.