fastquant
backtrader
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fastquant | backtrader | |
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2 | 31 | |
1,107 | 10,323 | |
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0.0 | 0.0 | |
3 months ago | 22 days ago | |
Jupyter Notebook | Python | |
MIT License | GNU General Public License v3.0 only |
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fastquant
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Backtesting in Python, recommendations please.
https://github.com/enzoampil/fastquant -sort of a wrapper for backtrader that makes it very easy to run backtests and design trade strategies.
backtrader
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Backtesting Engines for Testing Intraday Data on Thousands of Symbols Simultaneously
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!
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Quantconnect Rant
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
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Python library to retrieve data from TradingView
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.
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Algo Trading Environments
Backtrader can also do live trading afaik.
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Backtest libraries
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
- Backtrader looks good but I am having a problem
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Any advice on where to start?
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.
- My current python backtesting script - looking for feedback and speed improvements
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That’s it, I’m done with Zipline. I can’t take it anymore. Does anyone have any other good backtesting libraries in Python where I can use my own personal data? Thanks in advance!
https://www.backtrader.com is the best one 🧢
What are some alternatives?
backtesting.py - :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
zipline - Zipline, a Pythonic Algorithmic Trading Library
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
ccxt - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
zipline-reloaded - Zipline, a Pythonic Algorithmic Trading Library
pyfolio-reloaded - Portfolio and risk analytics in Python
interactive-broker-python-api - A python packaged used to interact with the Interactive Brokers REST API.
trading-ig - A lightweight Python wrapper for the IG Markets API
freqtrade - Free, open source crypto trading bot
awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
gs-quant - Python toolkit for quantitative finance
Lean - Lean Algorithmic Trading Engine by QuantConnect (Python, C#)