simple-back
fast-trade
simple-back | fast-trade | |
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1 | 12 | |
60 | 336 | |
- | - | |
0.0 | 4.0 | |
over 1 year ago | about 1 month ago | |
Python | Python | |
Mozilla Public License 2.0 | GNU Affero General Public License v3.0 |
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simple-back
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Best Python libraries for backtesting and algo trading
I've released simple-back this summer which is focused on use in jupyter notebooks.
fast-trade
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Important python libraries?
I'm also going to shamelessly plug fast-trade, which is a backtesting library where you write strategies as objects instead of actual code. It's also built on a couple of pretty wonderful libraries including pandas and FinTa, which has a lot of indicators and it's really simple to use.
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brute force matrix optimization for a snapshot of stock data.
Hey OP, I do something similar for a project I'm working on here: https://github.com/jrmeier/fast-trade/blob/b09500c8454ea748b3f0d7ff960eb2bea79ad7a8/fast_trade/run_backtest.py#L103 and https://github.com/jrmeier/fast-trade/blob/b09500c8454ea748b3f0d7ff960eb2bea79ad7a8/fast_trade/run_backtest.py#L126
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Custom forex backtester
I wrote fast-trade to answer exactly questions like this
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What do they use to manage the tick data?
For ohlcv data,I wrote fast-trade with a data downloader. Basically it pulls 1 minute Kline data from Binance. It’s pretty easy to keep up to date. It works well for managing a local cache for backtesting.
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Best Python libraries for backtesting and algo trading
Hey! Yup, here you go: https://fasttrade.dev. Here's the script I use to do it: https://github.com/jrmeier/fast-trade/blob/master/fast_trade/update_symbol_data.py. I also have a discord with some people that are also doing trading stuff (I’m also building a platform around this stuff). Let me know if you would like an invite!
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Why aren’t there any mainstream algo trading platforms?
I’m working on something that attempts to do what you describe make it easy to signup and implemented a pre-made algo. It’s based on the library I wrote fast-trade. I’m a few weeks away from opening up a beta, but feel free to DM me if you want to check it out.
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How to start developing your own backtester
You can start with fast-trade if you’d like. It’s a pretty simple backtesting engine but you can modify it however you’d like. Full disclosure I made it but I was trying to figure out how to get started as well and this is what I ended up with. Good luck!
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Backtesting tool for python binance
I wrote fast-trade to do exactly that. Funny enough I wrote it for Binance but it works with any Kline data.
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Looking for active python backtesting framework
I wrote fast-trade, you can use it from the command line or a script. Strategies are in JSON, so it’s easy to iterate.
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
jesse - An advanced crypto trading bot written in Python
quantstats - Portfolio analytics for quants, written in Python
wolfinch - Wolfinch is your friendly trader Bot written in Python
python-binance - Binance Exchange API python implementation for automated trading
finta - Common financial technical indicators implemented in Pandas.
backtrader - Python Backtesting library for trading strategies
backtesting.py - :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
arctic - High performance datastore for time series and tick data