backtrader VS Lean

However, if you decide to go down the more well-trodden path of using open source backtesting frameworks then I personally would recommend backtrader (https://www.backtrader.com/). As far as I can tell, it has pretty much all the same features as my own system. The only difference is speed. My backtester is an order of magnitude faster and scales much better to testing thousands of symbols simultaneously. However, for 99% of retail algo traders this will be completely irrelevant.

I know that backtrader (https://www.backtrader.com/) supports testing intraday strategies on thousands of symbols simultaneously. Are there any other backtesting engines that support this use case? Thanks!

I mean, some random dude managed to pull a platform with more basic functionalities than that. Sadly that repo is dead and the live trading implementation no longer works

I've been working on a Python library which lets the user retrieve data from TradingView.com so it could be used in backtesting a strategy. The project is called TvDatafeedLive and is available on GitHub. To be fair, the project is actually an extension of a project called TvDatafeed, which is a really good project, but only supports retrieving historic data (so far). So, I've taken the liberty to fork it and implement retrieving data continously and "real-time". The data is retrieved in Pandas DataFrames and can easily be plugged into backtrader. There is instructions included in the GitHub page. If this sounds interesting then please check it out and leave feedback if there are any thoughts.

Backtrader can also do live trading afaik.

https://www.backtrader.com/ Nice, but it seems that the development more or less stopped in the past years. Running Ubuntu backtraders visualisation is not accessible without python library downgrade tricks

Hey, love the learning attitude! Some things to consider include (how are you actually going to write your code). If you want to spend more time experimenting with a signal (which with your background, seems like you do), try using a framework out there like backtesting.py, backtrader, or blankly (the last one is my favorite because I'm able to actually deploy live in one line whereas the others don't). These frameworks have built-in backtesting, data connections, etc. that should help you speed your dev up.

https://www.backtrader.com is the best one 🧢

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

There's also the open-source lean.io stuff by QuantConnect which looks decent and comes with data. It's pretty inexpensive too.

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).

They have an open source trading engine - LEAN

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

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

I believe their core offering is built around their lean engine. https://github.com/QuantConnect/Lean