Python Backtesting

Open-source Python projects categorized as Backtesting

Top 20 Python Backtesting Projects

  • backtrader

    Python Backtesting library for trading strategies

    Project mention: Algo Trading for SQQQ/TQQQ | | 2023-01-23

    You are welcome to go to discord or any other place. Your question wasn't very clear and thus I made that comment. Now, you still haven't made it clear so I am going to assume that you are looking for someone to "share a bot" that can trade your strategy. It doesn't work that way with algo trading. You code your "bot" to do things for you - The easiest way to start would be to look at backtrader but you will still have to code your own strategy in.


    :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

    Project mention: Where/how do I “import backtesting” and other programs? TY! | | 2023-01-02

    But even if you don't know that, you can Google the library to find its documentation and installation instructions - in this case, here where it does indeed tell you to run pip install backtesting.

  • Sonar

    Write Clean Python Code. Always.. Sonar helps you commit clean code every time. With over 225 unique rules to find Python bugs, code smells & vulnerabilities, Sonar finds the issues while you focus on the work.

  • vectorbt

    Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

    Project mention: Is there any python libraries to backtest buy and sell signals with dates? | | 2022-06-14

    For exactly this I use this 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.

  • zvt

    modular quant framework.

    Project mention: Algo trading in matlab / C++ | | 2022-06-09
  • OctoBot

    Cryptocurrency trading bot using technical analysis based strategy with an advanced web interface

    Project mention: OctoBot: Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface | | 2022-04-09
  • Empyrial

    AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理

  • optopsy

    A nimble options backtesting library for Python

    Project mention: optopsy: NEW Derivatives and Hedging - star count:605.0 | | 2022-08-27
  • InfluxDB

    Build time-series-based applications quickly and at scale.. InfluxDB is the Time Series Platform where developers build real-time applications for analytics, IoT and cloud-native services. Easy to start, it is available in the cloud or on-premises.

  • lumibot

    Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more

    Project mention: lumibot: NEW Derivatives and Hedging - star count:264.0 | | 2022-10-15
  • Binance-Futures-Bot

    A Technical Analysis Bot that trades leveraged USDT futures markets on Binance.

  • qf-lib

    Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

    Project mention: qf-lib: NEW Data - star count:227.0 | | 2022-10-08
  • fast-trade

    low code backtesting library utilizing pandas and technical analysis indicators

  • TSCV

    Time Series Cross-Validation -- an extension for scikit-learn

  • gym-mtsim

    A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (Approved by OpenAI Gym)

    Project mention: Incorporating Leverage in a Vectorbt Backtest (Crypto/Binance Futures) | | 2022-09-27 might be an option.

  • TAcharts

    Apply popular TA tools and charts to candlestick data with NumPy.

    Project mention: TAcharts: NEW Data - star count:124.0 | | 2022-04-23
  • OptionSuite

    Option and stock backtester / live trader

    Project mention: OptionSuite: NEW Derivatives and Hedging - star count:103.0 | | 2022-12-24
  • harvest

    Simple and intuitive Python framework for algorithmic trading. Easily create bots to live and paper trade stocks, crypto, and options! (by tfukaza)

    Project mention: harvest: NEW Derivatives and Hedging - star count:100.0 | | 2023-01-07
  • simple-back

    A simple daily python backtester that works out of the box. (by MiniXC)

  • crypto-trading-strategy-backtester

    Easy-to-use cryptocurrency trading strategy simulator and backtester

    Project mention: Easy-to-use cryptocurrency trading strategy simulator and backtester | | 2022-08-07
  • signal_backtester

    tiny backtester to backtest generated signals

    Project mention: Backtesting is A piece of Cake(signal backtester Guide) | | 2022-03-05

    what is Signal Backtester?

  • plutus_backtest

    plutus_backtest is a python package for backtesting investment decisions using Python 3.6 and above.

    Project mention: plutus_backtest- an application to backtest your financial strategies | | 2022-07-13

    More description and code itself can be found here: GitHub

  • SaaSHub

    SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2023-01-23.

Python Backtesting related posts


What are some of the best open-source Backtesting projects in Python? This list will help you:

Project Stars
1 backtrader 9,874
2 3,196
3 vectorbt 2,515
4 zvt 2,308
5 OctoBot 1,916
6 Empyrial 650
7 optopsy 643
8 lumibot 310
9 Binance-Futures-Bot 285
10 qf-lib 276
11 fast-trade 229
12 TSCV 225
13 gym-mtsim 196
14 TAcharts 142
15 OptionSuite 104
16 harvest 101
17 simple-back 56
18 crypto-trading-strategy-backtester 35
19 signal_backtester 19
20 plutus_backtest 10
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives