🔎 📈 🐍 💰 Backtest trading strategies in Python.

A nimble options backtesting library for Python

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

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

backtrader documentation

Fcore Is an AI Framework for Financial Markets Analysis (Active Development).

A fast and simple backtest implementation for algorithmic trading in golang

Backtest and run stock trading CFD strategies tick by tick

Trading strategy backtesting framework with focus on position adjustment in a session scope.

高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis

Back Testing strategies fast in Python

A Backtest or Trading Framework with C++

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.