pikers / piker

(e2e) foss trading for non-tinas
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(Automatic) Trading Frameworks (aka yabf) #89

Open goodboy opened 4 years ago

goodboy commented 4 years ago

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 framework

There'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

GUI YABFs

goodboy commented 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.

goodboy commented 4 years ago

Rob Carver's pysystemtrade and blog look decent as well.

(added to above)

goodboy commented 4 years ago

List I've got so far:

goodboy commented 3 years ago

vectorbt also looks interesting, in the sense it's not using pandas 😂

Probably worth some digging and peeking. Found it at this reddit thread.

goodboy commented 2 years ago

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.