🔎 📈 🐍 💰 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

A personal automated trading system

backtrader documentation

Fcore Is a Framework for Financial Markets Analysis (In progress).

A fast and simple backtest implementation for algorithmic trading in golang

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 with focus on position adjustment in a session scope.

Backtest and run stock trading CFD strategies tick by tick

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.

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.