Python Backtesting

Open-source Python projects categorized as Backtesting

Top 23 Python Backtesting Projects

  • backtrader

    Python Backtesting library for trading strategies

    Project mention: [HIRING] Develop template code for crypto backtesting using backtrader | /r/Jobs4Bitcoins_OG | 2023-07-08

    You need to create a template code using 1. Get the 1m candlestick data from binance for a period of 1 month for two symbols and store it in a data folder with data for each day and symbol in a different csv file. Read data for the symbols BTC & ETH. 2. Read the data for 1 month in python and put it in a dataframe for each symbol. 3. Import backtrader and feed data for these two symbols. 4. Create a basic strategy to check the ratio of prices and take trades accordingly. 5. Get the results using library. I am not much interested in the trading logic, just want to get the system to backtest up. It's a straightforward task for someone who has used backtrader before or 30-min job to read the documentation and do it. Project compensation : 5$ Can transfer directly to your binance account.


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

    Project mention: Python developers -- what broker and api do you use? | /r/algotrading | 2023-06-08

    We chose for a backtesting framework. There are several to choose from but that one seems like the most well-supported and actively worked on at the moment.

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

  • vectorbt

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

  • zvt

    modular quant framework.

  • OctoBot

    Open source crypto trading bot

  • pycryptobot

    Python Crypto Bot (PyCryptoBot)

  • pybroker

    Algorithmic Trading in Python with Machine Learning

    Project mention: pybroker: NEW Other Models - star count:1362.0 | /r/algoprojects | 2023-12-09
  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  • AlphaPy

    Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost

    Project mention: AlphaPy: machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though | /r/algoprojects | 2023-12-10
  • optopsy

    A nimble options backtesting library for Python

  • Empyrial

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

  • functime

    Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

    Project mention: functime: NEW Data - star count:616.0 | /r/algoprojects | 2023-11-08
  • hftbacktest

    A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

    Project mention: Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | | 2023-10-30
  • stock


    Project mention: InStock: NEW Data - star count:119.0 | /r/algoprojects | 2023-05-27
  • algo-trader

    Trading bot with support for realtime trading, backtesting, custom strategies and much more.

    Project mention: Algo-trader vs. PyBroker | /r/algotrading | 2023-05-10
  • lumibot

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

  • Binance-Futures-Trading-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.

  • 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)

  • basana

    A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.

    Project mention: Open source backtesting software | /r/quant | 2023-12-05 (event-driven)

  • fast-trade

    low code backtesting library utilizing pandas and technical analysis indicators

  • TSCV

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

  • OptionSuite

    Option and stock backtester / live trader

  • TAcharts

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

  • 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 2023-12-10.

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 12,639
2 4,615
3 vectorbt 3,593
4 zvt 2,883
5 OctoBot 2,677
6 pycryptobot 1,913
7 pybroker 1,515
8 AlphaPy 1,029
9 optopsy 865
10 Empyrial 848
11 functime 832
12 hftbacktest 822
13 stock 774
14 algo-trader 734
15 lumibot 623
16 Binance-Futures-Trading-Bot 456
17 qf-lib 426
18 gym-mtsim 374
19 basana 337
20 fast-trade 321
21 TSCV 246
22 OptionSuite 176
23 TAcharts 147
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives