fast-trade VS zipline

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.

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

I wrote fast-trade to answer exactly questions like this

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.

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!

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.

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!

I wrote fast-trade to do exactly that. Funny enough I wrote it for Binance but it works with any Kline data.

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.

https://github.com/quantopian/zipline (event-driven)

Zipline by Quantopian: An Open-Source tool for algorithmic trading. It is a platform for developing and testing quantitative trading strategies using Python.

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).

(1) I remember there were decent libraries for this setting a while back. Maybe take a look at Quantopian/Zipline.

zipline – Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live trading.

I found two opensource tools 1. .https://github.com/quantopian/zipline Quantopian 2. https://analyzingalpha.com/backtrader-backtesting-trading-strategies backtrader

Some of the notable libraries in Python are backtesting.py, bt and zipline. Personally I like bt the most, as its tree model makes the most intuitive sense.