{"repo":"quantrocket-llc/moonshot","free":true,"listed":false,"github":"https://github.com/quantrocket-llc/moonshot","clone":"git clone https://github.com/quantrocket-llc/moonshot.git","description":"Vectorized backtester and trading engine for QuantRocket","language":"Python","stars":272,"topics":["python","quantitative-finance","algorithmic-trading","interactive-brokers","pandas","trading-platform"],"license":"Apache-2.0","category":"trading","readme_excerpt":"Moonshot Moonshot is a backtester designed for data scientists, created by and for QuantRocket. Key features Pandas-based : Moonshot is based on Pandas, the centerpiece of the Python data science stack. If you love Pandas you'll love Moonshot. Moonshot can be thought of as a set of conventions for organizing Pandas code for the purpose of running backtests. Lightweight : Moonshot is simple and lightweight because it relies on the power and flexibility of Pandas and doesn't attempt to re-create functionality that Pandas can already do. No bloated codebase full of countless indicators and models to import and learn. Most of Moonshot's code is contained in a single Moonshot class. Fast : Moonshot is fast because Pandas is fast. No event-driven backtester can match Moonshot's speed. Speed promotes alpha discovery by facilitating rapid experimentation and research iteration. Multi-asset class, multi-time frame : Moonshot supports end-of-day and intraday strategies using equities, futures, and FX. Machine learning support : Moonshot supports machine learning and deep learning strategies using scikit-learn or Keras. Live trading : Live trading with Moonshot can be thought of as running a backtest on up-to-date historical data and generating a batch of orders based on the latest signals produced by the backtest. No black boxes, no magic : Moonshot provides many conveniences to make backtesting easier, but it eschews hidden behaviors and complex, under-the-hood simulation rules that a","default_branch":null,"files":null,"tree":[],"storefront":"/r/quantrocket-llc","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/quantrocket-llc/moonshot/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}