Best Backtesting Libraries (Python)

• trade

  1 - -

  trade – trade 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.

• quantitative

  1 57 10.0 Python

  quantitative - Quantitative finance back testing library

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

• InfluxDB

  www.influxdata.com

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• analyzer

  1 205 10.0 Python

  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

  5 2,006 6.0 Python

  bt - flexible backtesting for Python (by pmorissette)

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

• backtrader

  1 8,281 0.9 Python

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

  backtrader – Python Backtesting library for trading strategies

• pybacktest

  1 778 0.0 Python

  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

  14 17,036 0.0 Python

  Zipline, a Pythonic Algorithmic Trading Library

  

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

• WorkOS

  workos.com

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• pyalgotrade

  2 4,179 0.0 Python

  Discontinued Python Algorithmic Trading Library

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

• pandas_talib

  1 698 10.0 Python

  A Python Pandas implementation of technical analysis indicators

  pandas_talib – A Python Pandas implementation of technical analysis indicators

• algobroker

  1 85 10.0 Python

  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

  1 3,352 4.3 Python

  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.

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