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Top 23 Backtesting Open-Source Projects
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StockSharp
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
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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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backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
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vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资 (by wangzhe3224)
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hftbacktest
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
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functime
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
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Stock.Indicators
Stock Indicators for .NET is a C# NuGet package that transforms raw equity, commodity, forex, or cryptocurrency financial market price quotes into technical indicators and trading insights. You'll need this essential data in the investment tools that you're building for algorithmic trading, technical analysis, machine learning, or visual charting.
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Empyrial
AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
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algo-trader
Trading bot with support for realtime trading, backtesting, custom strategies and much more.
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Binance-Futures-Trading-Bot
A Technical Analysis Bot that trades leveraged USDT futures markets on Binance.
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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.
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Project mention: [HIRING] Develop template code for crypto backtesting using backtrader | /r/Jobs4Bitcoins_OG | 2023-07-08You need to create a template code using https://github.com/mementum/backtrader. 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.
Project mention: StockSharp: NEW Derivatives and Hedging - star count:6089.0 | /r/algoprojects | 2023-11-10
We chose backtesting.py 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.
Project mention: awesome-systematic-trading: NEW Extended Research - star count:1040.0 | /r/algoprojects | 2023-08-28
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
Project mention: Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | news.ycombinator.com | 2023-10-30
Project mention: Stock.Indicators: list of technical indicators implemented in c#. Full list and explanation available [here](https://daveskender.github.io/Stock.Indicators/docs/INDICATORS.html). This list contains several indicators that ta-lib does not cover Other | /r/algoprojects | 2023-07-31
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).
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A note from our sponsor - SaaSHub
www.saashub.com | 4 May 2024
Index
What are some of the best open-source Backtesting projects? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | backtrader | 13,081 |
| 2 | StockSharp | 6,638 |
| 3 | backtesting.py | 4,846 |
| 4 | vectorbt | 3,746 |
| 5 | zvt | 2,990 |
| 6 | OctoBot | 2,926 |
| 7 | pycryptobot | 1,942 |
| 8 | awesome-systematic-trading | 1,636 |
| 9 | pybroker | 1,610 |
| 10 | fastquant | 1,423 |
| 11 | TradingView-API | 1,192 |
| 12 | AlphaPy | 1,052 |
| 13 | hftbacktest | 1,047 |
| 14 | stock | 973 |
| 15 | functime | 908 |
| 16 | optopsy | 907 |
| 17 | Stock.Indicators | 887 |
| 18 | Empyrial | 869 |
| 19 | algo-trader | 744 |
| 20 | lumibot | 696 |
| 21 | barter-rs | 614 |
| 22 | Binance-Futures-Trading-Bot | 497 |
| 23 | qf-lib | 467 |
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