Best Python libraries for backtesting and algo trading

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

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  • fast-trade

    low code backtesting library utilizing pandas and technical analysis indicators

  • Hey! Yup, here you go: https://fasttrade.dev. Here's the script I use to do it: https://github.com/jrmeier/fast-trade/blob/master/fast_trade/update_symbol_data.py. I also have a discord with some people that are also doing trading stuff (I’m also building a platform around this stuff). Let me know if you would like an invite!

  • jesse

    An advanced crypto trading bot written in Python

  • I'm surprised to find that nobody has mentioned Jesse for crypto trading and back testing.

  • 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.

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  • wolfinch

    Wolfinch is your friendly trader Bot written in Python

  • have you taken look at https://github.com/ldmonko/wolfinch ? This is a full fledge algo trading platform in python. Supports backtesting, genetic optimization, paper trading and many more features.

  • simple-back

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

  • I've released simple-back this summer which is focused on use in jupyter notebooks.

  • backtrader

    Python Backtesting library for trading strategies (by backtrader2)

  • Do you know if Backtrader is being actively developed? Seems like for a while the community had started developing a Backtrader2 (https://github.com/backtrader2/backtrader) because the main developer was too busy to work on it

  • 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.

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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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