Open goodboy opened 4 years ago
I've got to say my main issue with most of these ^ is the overuse of classes to define both strategies and the data flow model.
Rob Carver's pysystemtrade
and blog look decent as well.
(added to above)
List I've got so far:
bokeh
for plottingpyalgotrader
which is an english port of the famous chinese vnpy
pyqtgraph
for charting (though not sure if supports real-time quotes; should be a lot of useful code in there tho)vectorbt also looks interesting, in the sense it's not using pandas
😂
Probably worth some digging and peeking. Found it at this reddit thread.
https://docs.nautilustrader.io/index.html is notable for having lower level components in cython
and rust
but it's still got a gnarly callback API.
Decent integration set including ib
.
There's quite a few all geared at different things but I figure we might as well start a list of what's been tried as well as what has multi-broker support and/or (a) reasonable API(s) and can be run without a cloud platform.
yabf
= yet another backtesting frameworkThere's obviously going to be a lot to choose from and many different specialties. I will not be surprised if we end up rolling our own since none of these seem to leverage modern Python's
async
features..Python YABFs
backtrader
there's a lighter weight wrapper project,
fastqant
that has this medium pamp :roll_eyes:quantopian's
zipline
they do have a ton of very cool quant libs including alphalens, pyfolio and qgrid
jesse-ai/jesse
numpy
/ta-lib
peewee
ORM for storagesome neato data generators
pylivetrader
from alpacasupport for persistent storage via redit
Quantconnect's
Lean
biggest oof is it's mostly C#
Rob Carver's
pysystemtrade
he has a cool blog all about it.
QTPyLib which has quite a cool set of features:
zeromq
has a really strange async system that's for whatever reason re-written in this
freqtrade (another crypto callback soup) but, GPL3
GUI YABFs
bokeh
for plottingpyalgotrader
which is an english port of the famous chinese vnpypyqtgraph
for charting (though not sure if supports real-time quotes; should be a lot of useful code in there tho)