Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架
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Updated
Jun 6, 2024 - C++
Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架
Leveraged Futures Exchange for Simulated Trading
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
stock股票.获取股票数据,计算股票指标,识别股票形态,综合选股,选股策略,股票验证回测,股票自动交易,支持PC及移动设备。
A backtest for the usd/try pair using different strategies.
Professional Backtesting Engine for crypto, stocks and forex
众人的因子回测框架 stock factor test
Auto generated stubs for Systemathics Ganymede gRPC APIs (python)
Prototypes for Systemathics Ganymede gRPC APIs
btplotting provides plotting for backtests, optimization results and live data from backtrader.
Backtesting engine written in Rust
DLL extension for the MetaTrader MQL4 framework
Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.
Sample Jupyter notebooks targeting Ganymede gRPC API
Algorithmic trading framework for cryptocurrencies.
A nimble options backtesting library for Python
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