23.5K ·GitHub
What is this?
backtrader is a Python library for backtesting trading strategies: you write a strategy as code, run it against historical market data and measure how it would have performed before risking real money.
backtrader is a Python library for backtesting trading strategies: you write a strategy as code, run it against historical market data and measure how it would have performed before risking real money.Is this a program I install, or a library I code against?A library you code against, not a standalone app: your own Python scripts import backtrader to define strategies, feed them market data and run the backtests.
A library you code against, not a standalone app: your own Python scripts import backtrader to define strategies, feed them market data and run the backtests.How do I get it into my project?From PyPI: pip install backtrader. Or, from source, place the backtrader directory found in the sources inside your project and import it from there.
From PyPI: pip install backtrader. Or, from source, place the backtrader directory found in the sources inside your project and import it from there.Does it drag in a lot of other libraries?None by default — it is self-contained with no external dependencies. Only plotting is optional: pip install backtrader[plotting] adds matplotlib, and version 1.4.1 is the minimum.
None by default — it is self-contained with no external dependencies. Only plotting is optional: pip install backtrader[plotting] adds matplotlib, and version 1.4.1 is the minimum.Any gotchas I should know about before starting?IbPy, the Interactive Brokers interface, is not on PyPI and must be installed from git. Yahoo data downloads also went through an unreliable stretch, working again as of November 2018 via the web interface or API v7.
IbPy, the Interactive Brokers interface, is not on PyPI and must be installed from git. Yahoo data downloads also went through an unreliable stretch, working again as of November 2018 via the web interface or API v7.Where can it pull historical market data from?The README mentions Yahoo Finance downloads and data feed integrations for Interactive Brokers (via IbPy), Visual Chart and Oanda, plus TA-Lib support. Each integration has its own dependencies, listed in the documentation.
The README mentions Yahoo Finance downloads and data feed integrations for Interactive Brokers (via IbPy), Visual Chart and Oanda, plus TA-Lib support. Each integration has its own dependencies, listed in the documentation.Can it place real trades, or is it backtesting only?Live trading is in scope: the README includes an Interactive Brokers example covering both data feeds and trading, and Oanda and Visual Chart integrations are mentioned alongside it.
Live trading is in scope: the README includes an Interactive Brokers example covering both data feeds and trading, and Oanda and Visual Chart integrations are mentioned alongside it.How many indicators does it ship with?The count is baked into the version number: in the X.Y.Z.I scheme the trailing digit I is the number of indicators built into the platform, so every release tells you its own indicator count.
The count is baked into the version number: in the X.Y.Z.I scheme the trailing digit I is the number of indicators built into the platform, so every release tells you its own indicator count.Is the project still actively developed?It dates back to 2015 and has around 23,500 GitHub stars, but the README's aside that the ticket system 'is (was, actually)' used for feedback suggests day-to-day activity has cooled; questions are pointed to the Community instead.
It dates back to 2015 and has around 23,500 GitHub stars, but the README's aside that the ticket system 'is (was, actually)' used for feedback suggests day-to-day activity has cooled; questions are pointed to the Community instead.What are similar projects?awesome-quant, abu, qlib, TradingView-API, machine-learning-for-trading, StockSharp, Kronos, FinceptTerminal
awesome-quant, abu, qlib, TradingView-API, machine-learning-for-trading, StockSharp, Kronos, FinceptTerminalWhich topics is it in?technical-analysis, trading-strategies, market-data, backtesting, quant, algorithmic-trading, time-series, stock-market, quantitative-finance, fintech, trading, simulation
technical-analysis, trading-strategies, market-data, backtesting, quant, algorithmic-trading, time-series, stock-market, quantitative-finance, fintech, trading, simulation