/quant_sim

Algorithmic Quantitative Finance Backtesting Engine

Primary LanguagePython

QuantSim

QuantSim is an Algorithmic trading library

Flow

  1. Update Metrics
  2. Update Order Manager
  3. Update Algorithm Strategy

Discussion and Help

Features

  • Trade how you want

  • Fully customizable

  • Plug and play

  • Make as few assumptions as possible about how a trader will use it

  • Provide more functionality than just trading as in ai, reporting, stats

  • Run out of the box without dependencies

Installation

Dependencies

Quickstart

Contributions

Style Guide

To ensure that changes and patches are focused on behavior changes, the QuantSim codebase adheres to both PEP-8, http://www.python.org/dev/peps/pep-0008/, and pyflakes, https://launchpad.net/pyflakes/.

The maintainers check the code using the flake8 script, https://github.com/bmcustodio/flake8, which is included in the requirements_dev.txt.

Before submitting patches or pull requests, please ensure that your changes pass flake8 zipline tests

Source

The source for QuantSim is hosted at https://github.com/quantistican/quant_sim.

Build Status

Build Status

Contact

For other questions, please contact Justin at justin@quantistician.com Please visit Quantistician.com for more info!