Awesome Open Source
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The Top 17 Backtest Open Source Projects
Categories
>
Economics
>
Backtest
Rqalpha
⭐
4,171
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
Tradinggym
⭐
843
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
Xalpha
⭐
764
基金投资管理回测引擎
Elitequant_python
⭐
394
Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.
Optopsy
⭐
393
A nimble options backtesting library for Python
Elitequant_cpp
⭐
341
C/C++ 11 High frequency quantitative trading platform. It follows modern design patterns such as event-driven, server/client architect, dependency injection and loosely-coupled robust distributed system. It is self-contained and can be used out of box. At the same time, it serves as server side for other EliteQuant projects.
Algotrading
⭐
275
Algorithmic trading framework for cryptocurrencies.
Starquant
⭐
251
a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）
Trading Backtest
⭐
248
A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Devalpha Node
⭐
219
A stream-based approach to algorithmic trading and backtesting in Node.js
Trading Server
⭐
208
A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.
Gekko Backtesttool
⭐
207
Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.
Crex
⭐
175
A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.
Gekko Datasets
⭐
148
Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.
Strategems.jl
⭐
108
Quantitative systematic trading strategy development and backtesting in Julia
Sibyl
⭐
32
Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
Cryptoinscriber
⭐
27
📈 A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.
1-17 of 17 projects
Advertising
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📦 124
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📦 192
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📦 78
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📦 73
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📦 113
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📦 80
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📦 28
Collaboration
📦 32
Command Line Interface
📦 49
Community
📦 83
Companies
📦 60
Compilers
📦 63
Computer Science
📦 80
Configuration Management
📦 42
Content Management
📦 175
Control Flow
📦 213
Data Formats
📦 78
Data Processing
📦 276
Data Storage
📦 135
Economics
📦 64
Frameworks
📦 215
Games
📦 129
Graphics
📦 110
Hardware
📦 152
Integrated Development Environments
📦 49
Learning Resources
📦 166
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📦 29
Libraries
📦 129
Lists Of Projects
📦 22
Machine Learning
📦 347
Mapping
📦 64
Marketing
📦 15
Mathematics
📦 55
Media
📦 239
Messaging
📦 98
Networking
📦 315
Operating Systems
📦 89
Operations
📦 121
Package Managers
📦 55
Programming Languages
📦 245
Runtime Environments
📦 100
Science
📦 42
Security
📦 396
Social Media
📦 27
Software Architecture
📦 72
Software Development
📦 72
Software Performance
📦 58
Software Quality
📦 133
Text Editors
📦 49
Text Processing
📦 136
User Interface
📦 330
User Interface Components
📦 514
Version Control
📦 30
Virtualization
📦 71
Web Browsers
📦 42
Web Servers
📦 26
Web User Interface
📦 210
