Best Backtesting Libraries (Python)

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

SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com
featured
  • trade

    tradetrade is a Python framework for the development of financial applications. A trade app works like a service. The user informs the items he has in stock and a series of subsequent occurrences (purchases, sales, whatsoever) with those or other items. trade then calculates the effects of those occurrences and gives back the new amounts and costs of the items in stock.

  • SaaSHub

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

    SaaSHub logo
  • quantitative

    quantitative - Quantitative finance back testing library

    quantitativeQuantitative finance, and backtesting library. Quantitative is an event driven and versatile backtesting library.

  • analyzer

    Discontinued :chart: Python framework for real-time financial and backtesting trading strategies (by llazzaro)

    analyzer – Python framework for real-time financial and backtesting trading strategies

  • bt

    bt - flexible backtesting for Python (by pmorissette)

    btbt is a flexible backtesting framework for Python used to test quantitative trading strategies.

  • backtrader

    Discontinued Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader] (by backtrader)

    backtrader – Python Backtesting library for trading strategies

  • pybacktest

    Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

    pybacktest – Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. It allows users to specify trading strategies using full power of pandas, at the same time hiding all boring things like manually calculating trades, equity, performance statistics and creating visualizations. Resulting strategy code is usable both in research and production setting.

  • zipline

    Zipline, a Pythonic Algorithmic Trading Library

    ziplineZipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live trading.

  • pyalgotrade

    Discontinued Python Algorithmic Trading Library

    pyalgotradePyAlgoTrade is an event driven algorithmic trading Python library. Although the initial focus was on backtesting, paper trading is now possible

  • pandas_talib

    A Python Pandas implementation of technical analysis indicators

    pandas_talib – A Python Pandas implementation of technical analysis indicators

  • algobroker

    Algo execution engine

    algobroker – This is an execution engine for algo trading. The idea is that this python server gets requests from clients and then forwards them to the broker API.

  • PyThalesians

    Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

    finmarketpy – finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strategies using a simple to use API, which has pre-built templates for you to define backtest.

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.

Suggest a related project

Related posts

  • Open source backtesting software

    4 projects | /r/quant | 5 Dec 2023
  • 10 FinTech APIs every Indian developer should bookmark

    2 projects | dev.to | 23 Dec 2022
  • Beyond sample reports

    3 projects | /r/quantfinance | 27 Nov 2021
  • How to statistically compare the performance of two strategies?

    1 project | /r/algotrading | 4 Aug 2021
  • Formula for slippage?

    1 project | /r/algotrading | 16 Jul 2021

Did you konow that Python is
the 1st most popular programming language
based on number of metions?