{"repo":"quarkfin/qf-lib","free":true,"listed":false,"github":"https://github.com/quarkfin/qf-lib","clone":"git clone https://github.com/quarkfin/qf-lib.git","description":"Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.","language":"Python","stars":953,"topics":["python","finance","quantitative-finance","backtesting","backtesting-trading-strategies","trading-simulator","backtesting-frameworks","trading-strategies","quant","investment-analysis"],"license":"Apache-2.0","category":"trading","readme_excerpt":"QF-Lib What is QF-lib? QF-Lib is a Python library that provides high quality tools for quantitative finance. A large part of the project is dedicated to backtesting investment strategies. The Backtester uses an event-driven architecture and simulates events such as daily market opening or closing. It is designed to test and evaluate any custom investment strategy . Main features include: Flexible data sourcing - the project supports the possibility of an easy selection of the data source. Currently provides financial data from Bloomberg , Quandl , Haver Analytics or Portara . To check if there are any additional dependencies necessary for any of these data providers please visit the installation guide. Tools to prevent look-ahead bias in the backtesting environment. Adapted data containers, which extend the functionality of pandas Series' and Dataframes . Summary generation - all performed studies can be summarized with a practical and informative document explaining the results. Several document templates are available in the project. Simple adjustment of existing settings and creation of new functionalities. Installation You can install qf-lib using the pip command: Alternatively, to install the library from sources, you can download the project and in the qf lib directory (same one where you found this file after cloning the repository) execute the following command: Prerequisites The library uses WeasyPrint to export documents to PDF. WeasyPrint requires additional depend","default_branch":null,"files":null,"tree":[],"storefront":"/r/quarkfin","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/quarkfin/qf-lib/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."}