Top 30 backtest open source projects

Algorithmic trading framework for cryptocurrencies.

a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）

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

A stream-based approach to algorithmic trading and backtesting in Node.js

Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.

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.

A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.

Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.

Quantitative systematic trading strategy development and backtesting in Julia

Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks

📈 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.

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

基金投资管理回测引擎

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

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.

A nimble options backtesting library for Python

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.

oanda-bot is a python library for automated trading bot with oanda rest api on Python 3.6 and above.

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

btplotting provides plotting for backtests, optimization results and live data from backtrader.

MetaTrader MQL4 framework

Event-driven backtest/realtime quantitative trading system.

Basic template for managing Backtrader backtests.

Web app with Robinhood and TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular 7

Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.

【停止维护】新版本更新已迁移到 IBATS 项目组对应名称项目中。Auto Backtest Analysis Trade Framework 支持期货、数字货币进行量化交易，集成回测、分析、交易于一体。当前项目主要用于数字货币使用。

Python tool to download Binance Candlestick (k-line) data from REST API

goex orderbook回测， fetch驱动非event驱动的数字货币回测系统

DLL extension for the MetaTrader MQL4 framework

bitmex-backtest is a python library for backtest with bitmex fx trade rest api on Python 3.7 and above.