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🔎 📈 🐍 💰 Backtest trading strategies in Python.
Open-source Rust framework for building event-driven live-trading & backtesting systems
A nimble options backtesting library for Python
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.
event-driven backtesting framework written in golang
High-frequency statistical arbitrage
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
A股回测框架， 模拟实盘账户交易, 适合编写T+0策略
Backtesting toolbox for trading strategies
NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs
A personal automated trading system
A fast and simple backtest implementation for algorithmic trading in golang
Fcore Is a Framework for Financial Markets Analysis (In progress).
高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis
Trading strategy backtesting framework supporting multiple concurrent sessions, complex exit strategies, and multi-exchange data sources with simple Python implementation
Backtest and run stock trading CFD strategies tick by tick
High-Performance Quantitative Backtesting Engine
是一个交易回测框架，仿真现实中整个交易系统，整个框架由：交易所(OMS), 券商(Broker), 交易者(Trader)三部分组成.
