zipline VS Yahooquery

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.

For that calculator, we acquired the data using the Twelve Data API (i don't have link; my friend got the data), which only allowed 800 requests per day on the free version, meaning we weren't able to get very much out of it (~14000 datapoints). We recently switched over to a new, 120,000 datapoint dataset we generated using a python library called yahooquery, which gives us unlimited requests. DM me for more info, if you want.

There is a better replacement for yfinance called yahooquery. Yahooquery provides better data and is capable of doing so asynchronously, but it still suffers from the same problems as the yfinance package.