arctic
fast-trade
Our great sponsors
arctic | fast-trade | |
---|---|---|
52 | 12 | |
3,028 | 337 | |
0.4% | - | |
7.1 | 3.7 | |
11 days ago | 23 days ago | |
Python | Python | |
GNU Lesser General Public License v3.0 only | GNU Affero General Public License v3.0 |
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.
arctic
fast-trade
-
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.
-
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
-
Custom forex backtester
I wrote fast-trade to answer exactly questions like this
-
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.
-
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!
-
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.
-
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!
-
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.
- An awesome list about crypto trading bots : find open source crypto trading bots, technical analysis and market data libraries, data providers, APIs, ...
-
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?
kdb - Companion files to kdb+ and q
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
QuestDB - An open source time-series database for fast ingest and SQL queries
quantstats - Portfolio analytics for quants, written in Python
pystore - Fast data store for Pandas time-series data
jesse - An advanced crypto trading bot written in Python
Apache Arrow - Apache Arrow is a multi-language toolbox for accelerated data interchange and in-memory processing
python-binance - Binance Exchange API python implementation for automated trading
ta-lib-python - Python wrapper for TA-Lib (http://ta-lib.org/).
finta - Common financial technical indicators implemented in Pandas.
kafka-crypto-questdb - Using Kafka to track cryptocurrency price trends
backtrader - Python Backtesting library for trading strategies