Seen the thread below and wanted to share mine with some people. https://www.backtrader.com Although there is a list of python platforms in the other thread (oh, not ...), I believe backtrader's repository (at the bottom of the README) contains a very comprehensive one: https://github.com/mementum/backtrader The platform includes mostly everything you would need (I guess): Python based with extensive metaprogramming in the background to allow for a declarative use of the platform (definition of parameters an object takes, lines an object defines, execute operations on objects from natural arithmetic operations ...) Multiple data feeds Multiple strategies Resampling / Replaying Mixing timeframes Long list of built-in indicators (you name it) Dead Easy development of new indicators Analyzers (Sharpe, VWR, Time Returns, Log Returns, ...) Pyfolio analyzer integration TA-Lib integration Data Feeds from: CSV Readers (with a generic customizable one), Pandas Dataframes, Blaze, Yahoo directly online Live Data Feeds: Interactive Brokers, VisualChart, Oanda Live Trading: Interactive Brokers, VisualChart, Oanda Multi-core optimization Fully automated strategies using signals Futures roll-over Data Filters Sizers for automatic stake calculation Simulation of stock-like assets, future-like assets Commission Schemes (customizable): percentage based, fixed amount base Interest for short positions (and long if wished) Leverage A broker which can do: Order types: Market, Limit, Stop, StopLimit, AtClose Stop/Limit orders scan the OHLC to deliver the most approximate possible real price Day, Good until Date and Good until Cancel validities Target orders (size, value, percentage) Cheat on Close (execute on the close of the bar being evaluated) Continuous cash adjustment on each bar for future-like instruments Use volume filling strategies Slippage Fully integrated automatic plotting (requires matplotlib) It is fully documented https://www.backtrader.com/docu And the blog receives regular updates with examples, ideas, experiments. https://www.backtrader.com/blog We know it is being used by people in 1 major EuroStoxx50 bank and in 3 Quantitative Trading firms. This is a small morale boost ... it seems not only amateurs find it useful. Have fun.
BTW, does your blog provide any sort of feed (rss/atom)? Looks like you have neat ideas, I'd like to follow it, but can't see how.
The initial work was about 4 months experimenting to find the right API and with it came the first release in June 2015. From there onwards it has been about extending the platform using the existing core. The blog is linked to the community, which acts as a comment engine (should anyone have anything to comment) And for it the RSS link is: https://community.backtrader.com/category/3.rss
Looks good backtrader! Looking at your multiple time frame sample, do you link the different time-frames at runtime or are the daily/weekly time-frames already linked in data? https://www.backtrader.com/docu/dat...ultitimeframe.html#example-1-daily-and-weekly fan27
At runtime. Any data source introduced in the system is treated as a separate data source even if one of them happens to be the resampled version of another.