fast-trade
quantstats
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fast-trade | quantstats | |
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12 | 9 | |
336 | 4,264 | |
- | - | |
4.0 | 5.4 | |
about 1 month ago | 12 days ago | |
Python | Python | |
GNU Affero General Public License v3.0 | 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.
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.
- An awesome list about crypto trading bots : find open source crypto trading bots, technical analysis and market data libraries, data providers, APIs, ...
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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.
quantstats
- Quantstats issue with Google Colab
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Excel (or other) summary stats for algo performance?
IMO can’t do better than QuantStats https://github.com/ranaroussi/quantstats
- QuantStats: Portfolio Analytics for Quants
- Backtesting Results
- Python: which are good modules for strategy evaluation?
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Beyond sample reports
https://github.com/ranaroussi/quantstats Many technical metrics for detailed performance
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successful bots easy
I have a bot that does 100x in 3 years. But it is only 60 % accurate. You don't need high accuracy. In the end what counts is cumulative returns when you include trading costs (even if zero fees you still have slippage). Sharpe, Sortino, daily returns, drawdowns you have to look at all these measures. Use this and it does a pretty in depth report of your trading strategy. https://github.com/ranaroussi/quantstats
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What are the top Python finance libraries?
Quantstats for generating backtest reports: https://github.com/ranaroussi/quantstats
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Important python libraries?
quantstats to analyze the performance of strategies
What are some alternatives?
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
finta - Common financial technical indicators implemented in Pandas.
jesse - An advanced crypto trading bot written in Python
Portfolio-Report-Generator - A program which allows the user to enter positions and their allocation to get return metrics and data on the underlying positions.
python-binance - Binance Exchange API python implementation for automated trading
zipline - Zipline, a Pythonic Algorithmic Trading Library
qtpylib - QTPyLib, Pythonic Algorithmic Trading
backtrader - Python Backtesting library for trading strategies
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
backtrader - Python Backtesting library for trading strategies
alphalens - Performance analysis of predictive (alpha) stock factors