backtesting.py
vectorbt
backtesting.py | vectorbt | |
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25 | 5 | |
4,846 | 3,746 | |
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0.0 | 6.2 | |
about 1 month ago | 21 days ago | |
Python | Python | |
GNU Affero General Public License v3.0 | GNU General Public License v3.0 or later |
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backtesting.py
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Python developers -- what broker and api do you use?
We chose backtesting.py for a backtesting framework. There are several to choose from but that one seems like the most well-supported and actively worked on at the moment.
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How do you backtest with IBKR Data?
The process might vary a bit based on what you want to trade, but I've had some success with back-testing by using the IBKR API to download historical data for the stocks I want, then plugging in that data to some other back-testing framework, like https://kernc.github.io/backtesting.py/
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Anyone here built backtest/alpha visualization/exploration dashboard(s)?
https://kernc.github.io/backtesting.py/ offers nice way to zoom backtesting. It has some bugs, but good for visualization.
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What platform do you use to backtest historical millisecond tick data?
Are there any free trading platform options to import and backtest millisecond historical tick data? Do you use something like https://github.com/kernc/backtesting.py and then translate algorithms into mql4/5 or pinescript?
- GitHub - kernc/backtesting.py: Backtest trading strategies in Python.
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Where/how do I “import backtesting” and other programs? TY!
But even if you don't know that, you can Google the library to find its documentation and installation instructions - in this case, here where it does indeed tell you to run pip install backtesting.
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What are your 2022 success stories? It's been a long year. You deserve to brag.
Sure. My strategy is actually very simple using common indicators like MACD and RSI. Most of the code is actually based on https://github.com/kernc/backtesting.py and I use it to check whether I should buy or sell on a particular day. Hope this helps!
- Backtesting.py - interpreting the generated chart
- How hard would this be?
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Bot development best practices for making backtesting easier?
I'm leaning towards using the backtesting.py library, but from the example on their main page, it looks like you need to program your strategy using their library?
vectorbt
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Is there any python libraries to backtest buy and sell signals with dates?
For exactly this I use this https://github.com/polakowo/vectorbt it’s really a powerful tool and you can tons of things with it. Recently the developer decided to maintain it but not adding new features, which from now on will be released on the pro version. However, the free version is still very valuable, incredibly fast and suitable for basic to intermediate tasks.
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Why Building a Trading Algorithm is More Than Just the Algorithm - 3 Things
It’s super easy to get up and running with code. With the rise of data science as a field, datasets are far and wide. Accessible from just about any venue. Take a look at Kaggle, QuiverQuant, Yahoo Finance, or even directly from the brokerages and exchanges. Developers can easily download data directly as a .csv or .json and quickly get up and running by utilizing frameworks like backtesting.py or vectorbt. “Great, it seems like I can get up and running and I’ll have an awesome money making trading algorithm in no time”.... unfortunately, wrong. Why is this wrong? Well, simulation is NOT the real world. The real world is not a CSV file—the real world is a stream of events. Cause and effect. The real world works in a fashion where new data comes in, you make a decision, and then you figure it out, not “I have all of this data, let me run this all through time and figure it out”. Indeed, the data sources that you get in real-time are almost completely different from the data sources you use in simulation. Rather than .csv you use WebSockets; rather than QuiverQuant you use APIs; rather than backtesting frameworks you use more robust, event driven packages. Without it, you’re stuck duplicating code, rewriting it into an event-based system, and ultimately using that to go into production, and who knows if your code is going to change along the way.
- Vectorbt – Find your trading edge
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Repost with explanation - OOS Testing cluster
I second the idea of looking through software optimization, but there is no need to jump right to C. I would look at something like vectorbt. You get the speed of C running under the hood while staying in Python for your back testing code
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Looking for active python backtesting framework
However, it's not the fastest framework. If you need speed, and are good with the data science tool chain in python and the concept of flattening loops into vectorized operations, check out vector-bt. I haven't gotten a chance to play with it yet, but I'm definitely going to as soon as I find some spare time. It seems like a great option with a nicely modernized approach.
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
PyTrader-python-mt4-mt5-trading-api-connector-drag-n-drop - Open Source Trading Strategies & End-to-End solution connecting Metatrader4 & Metatrader5 💹 with Python with a simple drag and drop EA. Fully tested bug free & efficient solution for live & paper trading⭐ Full Documentation ready. Lightweight, efficient and stable implementation 🔥 [UnavailableForLegalReasons - Repository access blocked]
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
ccxt - A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
jesse - An advanced crypto trading bot written in Python
lumibot - Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more
zipline - Zipline, a Pythonic Algorithmic Trading Library
gym-anytrading - The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
OctoBot - Open source crypto trading bot
blankly - 🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.
Alpaca-API - The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.