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| Alternatives | ||
| ------------ | ||
| The thing with backtesting is, unless you dug into the dirty details yourself, | ||
| you can't rely on execution correctness, and you risk losing your house. | ||
| In addition, everyone has their own preconveived ideas about how a mechanical | ||
| trading strategy should be conducted, so everyone (and their brother) | ||
| just rolls their own backtesting frameworks. | ||
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| If after reviewing the docs and exmples perchance you find | ||
| [_Backtesting.py_](https://kernc.github.io/backtesting.py) not your cup of tea, | ||
| kindly have a look at some similar alternative Python backtesting frameworks: | ||
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| - [bt](http://pmorissette.github.io/bt/) - | ||
| a framework based on reusable and flexible blocks of | ||
| strategy logic that support multiple instruments and | ||
| output detailed statistics and useful charts. | ||
| - [vectorbt](https://polakowo.io/vectorbt/) - | ||
| a pandas-based library for quickly analyzing trading strategies at scale. | ||
| - [Backtrader](https://www.backtrader.com/) - | ||
| a pure-python feature-rich framework for backtesting | ||
| and live algotrading with a few brokers. | ||
| - [PyAlgoTrade](https://gbeced.github.io/pyalgotrade/) - | ||
| event-driven algorithmic trading library with focus on | ||
| backtesting and support for live trading. | ||
| - [Pinkfish](http://fja05680.github.io/pinkfish/) - | ||
| a lightweight backtester for intraday strategies on daily data. | ||
| - [finmarketpy](https://github.com/cuemacro/finmarketpy) - | ||
| a library for analyzing financial market data. | ||
| - [QuantStart QSTrader](https://github.com/mhallsmoore/qstrader/) - | ||
| a modular schedule-driven backtesting framework for long-short equities | ||
| and ETF-based systematic trading strategies. | ||
| - [pysystemtrade](https://github.com/robcarver17/pysystemtrade) - | ||
| the open-source version of Robert Carver's backtesting engine that | ||
| implements systems according to his book _Systematic Trading: | ||
| A unique new method for designing trading and investing systems_. | ||
| - [QTPyLib](https://github.com/ranaroussi/qtpylib) - | ||
| a versatile, event-driven algorithmic trading library. | ||
| - [Gemini](https://github.com/anfederico/Gemini) - | ||
| a backtester namely focusing on cryptocurrency markets. | ||
| - [Quantdom](https://github.com/constverum/Quantdom) - | ||
| a Qt-based framework that lets you focus on modeling financial strategies, | ||
| portfolio management, and analyzing backtests. | ||
| - [Clairvoyant](https://github.com/anfederico/Clairvoyant) - | ||
| software for identifying and monitoring social / historical cues | ||
| for short-term stock movement. | ||
| - [optopsy](https://github.com/michaelchu/optopsy) - | ||
| a nimble backtesting library for options trading. | ||
| - [RQalpha](https://github.com/ricequant/rqalpha) - | ||
| a complete solution for programmatic traders from data acquisition, | ||
| algorithmic trading, backtesting, real-time simulation, live trading | ||
| to mere data analysis. Documentation in Chinese. | ||
| - [zvt](https://github.com/zvtvz/zvt) - | ||
| a quant trading platform which includes data recorder, factor calculation, | ||
| stock picking, backtesting, and unified visualization. Documentation in Chinese. | ||
| - [AwesomeQuant](https://github.com/wilsonfreitas/awesome-quant#trading--backtesting) - | ||
| A somewhat curated list of libraries, packages, and resources for quants. | ||
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| #### Obsolete / Unmaintained | ||
|
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| The following projects are mainly old, stale, incomplete, incompatible, | ||
| abandoned, and here for posterity reference only: | ||
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| - [Zipline](https://www.zipline.io/) - | ||
| the backtesting and live-trading engine powering Quantopian — the | ||
| community-centered, hosted platform for building and executing strategies. | ||
| - [AlephNull](https://github.com/CarterBain/AlephNull) - | ||
| extends the features of Zipline, for use within an institutional environment. | ||
| - [ProfitPy](https://code.google.com/p/profitpy/) - | ||
| a set of libraries and tools for the development, testing, and execution of | ||
| automated stock trading systems. | ||
| - [prophet](https://github.com/Emsu/prophet) - | ||
| a microframework for financial markets, focusing on modeling | ||
| strategies and portfolio management. | ||
| - [pybacktest](https://github.com/ematvey/pybacktest) - | ||
| a vectorized pandas-based backtesting framework, | ||
| designed to make backtesting compact, simple and fast. | ||
| - [quant](https://github.com/maihde/quant) - | ||
| a technical analysis tool for trading strategies with a particularily | ||
| simplistic view of the market. | ||
| - [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - | ||
| a toolkit by the guys that soon after went to form Lucena Research. | ||
| - [QuantStart QSForex](https://github.com/mhallsmoore/qsforex) - | ||
| an event-driven backtesting and live-trading platform for use in | ||
| the foreign exchange markets, | ||
| - [tia: Toolkit for integration and analysis](https://github.com/PaulMest/tia/) - | ||
| a toolkit providing Bloomberg data access, PDF generation, | ||
| technical analysis and backtesting functionality. | ||
| - [TradingWithPython](https://github.com/sjev/trading-with-python) - | ||
| boiler-plate code for the (no longer active) course _Trading With Python_. | ||
| - [Ultra-Finance](https://github.com/panpanpandas/ultrafinance) - | ||
| real-time financial data collection, analyzing and backtesting trading strategies. | ||
| - [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - | ||
| a library to construct, backtest, analyze, and evaluate portfolios | ||
| and their benchmarks, with comprehensive documentation illustrating | ||
| all underlying methodologies and statistics. |