Backtestable AI trading agents and Python algorithmic trading strategies for stocks, options, crypto, futures, forex, SEC filings, FRED macro data, and real brokers.
The main features of lumiwealth/lumibot are: Data Pipelines, Trading and Backtesting, Trading and Derivatives, Trading Frameworks.
Open-source alternatives to lumiwealth/lumibot include: pegasustrader/pandoratrader — 高频量化交易平台 C++ Trade Platform for quant developer 【浮生着甚苦奔忙，量化之路阻且长。 行行代码凝心血，十年辛苦不寻常】. nkaz001/hftbacktest — hftbacktest is a high-frequency trading backtesting framework and level 3 market data engine. It serves as a… barter-rs/barter-rs — Open-source Rust framework for building event-driven live-trading & backtesting systems. cuemacro/finmarketpy — finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library… fasiondog/hikyuu — Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading… pmorissette/bt — bt - flexible backtesting for Python.
Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading strategies. It functions as a high-speed system that combines a financial time-series library, a multi-factor analysis tool, and a quantitative backtesting engine to support comprehensive trading research. The framework is distinguished by its high-speed computing core, which utilizes multi-threaded execution to process large volumes of market data for technical indicator generation. It supports a modular strategy composition model where signal, risk, and fund management component
finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library for simulating trading strategies against historical market data, computing the value of options contracts, and extracting trends from financial datasets. The system includes specialized engines for financial options pricing using numerical calculations and a backtesting library to assess risk and performance before live deployment. It further enables the detection of market seasonality and the execution of event studies to measure asset price behavior around specific time wi
Open-source Rust framework for building event-driven live-trading & backtesting systems
hftbacktest is a high-frequency trading backtesting framework and level 3 market data engine. It serves as a simulation environment for cryptocurrency trading bots and market-making strategies, utilizing a limit order book simulator to model precise market microstructures and liquidity. The system differentiates itself through high-fidelity simulation components, including queue-position modeling to predict fill times and latency-aware execution to simulate network and exchange processing delays. It reconstructs order book states from level 2 and level 3 data and uses raw exchange trade and q