vectorbt
OctoBot
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vectorbt | OctoBot | |
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5 | 3 | |
3,711 | 2,873 | |
- | 6.8% | |
6.0 | 9.4 | |
8 days ago | 7 days ago | |
Python | Python | |
GNU General Public License v3.0 or later | GNU General Public License v3.0 only |
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.
vectorbt
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Is there any python libraries to backtest buy and sell signals with dates?
For exactly this I use this https://github.com/polakowo/vectorbt it’s really a powerful tool and you can tons of things with it. Recently the developer decided to maintain it but not adding new features, which from now on will be released on the pro version. However, the free version is still very valuable, incredibly fast and suitable for basic to intermediate tasks.
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Why Building a Trading Algorithm is More Than Just the Algorithm - 3 Things
It’s super easy to get up and running with code. With the rise of data science as a field, datasets are far and wide. Accessible from just about any venue. Take a look at Kaggle, QuiverQuant, Yahoo Finance, or even directly from the brokerages and exchanges. Developers can easily download data directly as a .csv or .json and quickly get up and running by utilizing frameworks like backtesting.py or vectorbt. “Great, it seems like I can get up and running and I’ll have an awesome money making trading algorithm in no time”.... unfortunately, wrong. Why is this wrong? Well, simulation is NOT the real world. The real world is not a CSV file—the real world is a stream of events. Cause and effect. The real world works in a fashion where new data comes in, you make a decision, and then you figure it out, not “I have all of this data, let me run this all through time and figure it out”. Indeed, the data sources that you get in real-time are almost completely different from the data sources you use in simulation. Rather than .csv you use WebSockets; rather than QuiverQuant you use APIs; rather than backtesting frameworks you use more robust, event driven packages. Without it, you’re stuck duplicating code, rewriting it into an event-based system, and ultimately using that to go into production, and who knows if your code is going to change along the way.
- Vectorbt – Find your trading edge
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Repost with explanation - OOS Testing cluster
I second the idea of looking through software optimization, but there is no need to jump right to C. I would look at something like vectorbt. You get the speed of C running under the hood while staying in Python for your back testing code
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Looking for active python backtesting framework
However, it's not the fastest framework. If you need speed, and are good with the data science tool chain in python and the concept of flattening loops into vectorized operations, check out vector-bt. I haven't gotten a chance to play with it yet, but I'm definitely going to as soon as I find some spare time. It seems like a great option with a nicely modernized approach.
OctoBot
- OctoBot: Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface
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Myself and 6 other redditors who all met on this sub are building an algorithmic crypto trading platform
How is it different from https://github.com/Drakkar-Software/OctoBot ?
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Platforms that support 3rd party crypto trading bots
You can find a majority of crypto trading platforms that supports bots here https://github.com/ccxt/ccxt. There is also an implementation of their API in Python, JS and PHP. I'm using it all the time for my own bot https://github.com/Drakkar-Software/OctoBot.
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
freqtrade - Free, open source crypto trading bot
backtesting.py - :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
ccxt - A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
Superalgos - Free, open-source crypto trading bot, automated bitcoin / cryptocurrency trading software, algorithmic trading bots. Visually design your crypto trading bot, leveraging an integrated charting system, data-mining, backtesting, paper trading, and multi-server crypto bot deployments.
jesse - An advanced crypto trading bot written in Python
Leveraged-grid-trading-bot - Leveraged grid-trading bot using CCXT/CCXT Pro library in FTX exchange.
zipline - Zipline, a Pythonic Algorithmic Trading Library
TradingView-Webhook-Bot - 📊 Send TradingView alerts to Telegram, Discord, Slack, Twitter and Email.
Alpaca-API - The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
algobot - Cryptocurrency trading bot with a graphical user interface with support for simulations, backtests, optimizations, and running live bots.