A backtester idea

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading

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  • cipher-bt

    Trading strategy backtesting framework with focus on position adjustment in a session scope.

    All of this works, I cleaned up and opensourced my framework: https://github.com/nanvel/cipher-bt There is a link to documentation with examples.

  • Numba

    NumPy aware dynamic Python compiler using LLVM

    The heavy part in backtest is calculations. And they are done in pandas which is partially written in c. Also, we can use numba: https://numba.pydata.org/

  • 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.

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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