backtesting-engine

There are 68 repositories under backtesting-engine topic.

  • backtesting.py

    kernc/backtesting.py

    🔎 📈 🐍 💰 Backtest trading strategies in Python.

    Language:Python7.4k1255681.3k

  • nkaz001/hftbacktest

    Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

    Language:Rust3.2k71183637

  • mhallsmoore/qstrader

    QuantStart.com - QSTrader backtesting simulation engine.

    Language:Python3.2k273234893

  • barter-rs/barter-rs

    Open-source Rust framework for building event-driven live-trading & backtesting systems

    Language:Rust1.7k3978282

  • Lumiwealth/lumibot

    Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more

    Language:Python1.2k55119239

  • lukstei/trading-backtest

    A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

    Language:Java341410139

  • sirnfs/OptionSuite

    Option and stock backtester / live trader

    Language:Python27518665

  • dysonance/Strategems.jl

    Quantitative systematic trading strategy development and backtesting in Julia

    Language:Julia164242138

  • jialuechen/trademind

    Hybrid Event-driven and Vectorized Strategy Backtesting Library

    Language:C++117105

  • paperswithbacktest/vnpy

    Python based open source quantitative trading platform development framework

    Language:Python91119

  • m12t/bsm-time-machine

    A Black-Scholes-based options backtesting simulator

    Language:Jupyter Notebook683174

  • quantfreedom/QuantFreedom

    Professional Backtesting Engine for crypto, stocks and forex

    Language:Jupyter Notebook686033

  • backtrader/backtrader-docs

    backtrader documentation

    636449
  • pynecore

    PyneSys/pynecore

    PyneCore - Pine Script Like Python Framework

    Language:Python6212412

  • JeffreyHyer/grandmaster

    :crystal_ball::moneybag: Backtesting and execution of algorithmic trading strategies in Node.js

    Language:JavaScript472118
  • QTradeX-Algo-Trading-SDK

    squidKid-deluxe/QTradeX-Algo-Trading-SDK

    AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.

    Language:Python437

  • grinply/kate-backtester

    A fast and simple backtest implementation for algorithmic trading in golang

    Language:Go26106
  • cryptobot

    Azulinho/cryptobot

    Binance cryptocurrency trading bot

    Language:Python252214

  • jensnesten/rust_bt

    High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

    Language:Rust252010

  • IgorWounds/Backtester101

    A proof-of-concept custom backtester

    Language:Jupyter Notebook21204

  • drew2323/v2trading

    V2Trading platform - live trading engine, backtesting and research tool.

    Language:Jupyter Notebook1732254

  • xingetouzi/bigfishtrader

    大鱼量化交易引擎

    Language:Python17505

  • Arech/t18

    Algotrading framework for C++17

    Language:C++165010

  • jonblankenship/stratysis

    A pluggable automated trading system backtesting engine.

    Language:C#14103

  • almprmg/FlashBackTest

    Back Testing strategies fast in Python

    Language:Python9011

  • AnjishtGosain/TradingStrategies

    Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs a neutral portfolio.

    Language:Python9103

  • nix1/bye

    Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

    Language:Python9101

  • agrawal-rohit/futon

    Create automated crypto bots that trade for you while you sleep

    Language:Python8206

  • bbalouki/bbstrader

    Simplified Investment & Trading Toolkit

    Language:Python8203

  • milliyang/noise

    A Backtest or Trading Framework with C++

    Language:C++8112

  • andrewsonin/trading_backtester

    A highly customizable framework designed for parallel tuning of trading algorithms by reproducing and simulating the trading history of exchanges and the behaviour of brokers.

    Language:Rust7303

  • Coderixc/BankNifty_Algo_Strategy

    Python Trading Strategy Analyzer: Backtesting and Metrics Framework

    Language:Python7112
  • Stockie

    frkornet/Stockie

    Trading system that aims to buy stocks when they are low and sell stock when they have risen. The time horizon for trades is 2 - 45 days. The strategy has been successfully backtested in version 0.2. Next step: forward test strategy to ensure that it works in practice. Test RL to see if we can can improve results (currently only ~ 5 % of max.)

    Language:Jupyter Notebook7203

  • mccaffers/backtesting-engine-cpp

    Prototype of a high-performance C++ backtesting engine designed to analyse financial data and evaluate multiple trading strategies at scale.

    Language:C++74

  • tradingquant-it/DataTrader

    DataTrader è una piattaforma open-source di backtesting basato sugli eventi da utilizzare nei mercati azionari. La maggior parte delle strategie descritte nel sito TradingQuant.it (www.tradingquant.it) utilizza DataTrader come framework per il backtest.

    Language:Python7101

  • sric0880/awesome-livetrading-backtest-libraries

    对GitHub上最靓的回测和实盘交易系统一个稍微详细的描述和分析. 持续更新中... more detailed description of the popular and awesome backtesting and livetrading system in github.

    5111