tdameritrade
zipline
| tdameritrade | zipline | |
|---|---|---|
| 3 | 14 | |
| 519 | 17,072 | |
| - | 0.4% | |
| 5.6 | 0.0 | |
| 4 days ago | 3 months ago | |
| Python | Python | |
| Apache License 2.0 | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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tdameritrade
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Best way to get EOD volume data just before market close?
TD Ameritrade's API provides a cumulative volume if you query for the daily historical price. There's libraries for both python (td-api or tdameritrade) and nodejs (@knicola/tdameritrade). To get the most up to date historical prices + volume, you should specify an end date in the future (ie. today's date + 1 day.)
- End of the day Options Time and Sales Data from TDAmeritrade API
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TD API documentation
https://github.com/timkpaine/tdameritrade/issues/62#issue-596926302
zipline
- Ask HN: How to Get into Quantitative Trading?
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Open source backtesting software
https://github.com/quantopian/zipline (event-driven)
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10 FinTech APIs every Indian developer should bookmark
Zipline by Quantopian: An Open-Source tool for algorithmic trading. It is a platform for developing and testing quantitative trading strategies using Python.
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Backtesting Engine Design Primers
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).
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[D] Doing my (bachelor) thesis on RL. Which topic do you like best?
(1) I remember there were decent libraries for this setting a while back. Maybe take a look at Quantopian/Zipline.
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Best Backtesting Libraries (Python)
zipline – Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live trading.
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How to statistically compare the performance of two strategies?
I found two opensource tools 1. .https://github.com/quantopian/zipline Quantopian 2. https://analyzingalpha.com/backtrader-backtesting-trading-strategies backtrader
- Formula for slippage?
- Online Portfolio Selection - Research paper implementation and backtest
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Best Backtesting software?
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.
What are some alternatives?
tda-api - A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.
backtrader - Python Backtesting library for trading strategies
qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
pyfolio - Portfolio and risk analytics in Python
optlib - A library for financial options pricing written in Python.
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
pyEX - Python interface to IEX and IEX cloud APIs
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
tdameritradejs - TD Ameritrade Library for Node.js
quantstats - Portfolio analytics for quants, written in Python
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.