[R-SIG-Finance] New python backtesting library

[Sal Abbasi]

Hi All,

I know this is a R forum, but for those people who write code in both R and Python, I just released an open source backtesting library called pyqstrat at https://pypi.org/project/pyqstrat/ <https://pypi.org/project/pyqstrat/>  

It takes some good ideas from quantstrat but is also very different in its design.

The readme is at: 

https://github.com/abbass2/pyqstrat/blob/master/README.rst

Here is a notebook showing you how to get started.

https://github.com/abbass2/pyqstrat/blob/master/pyqstrat/notebooks/building_strategies.ipynb <https://github.com/abbass2/pyqstrat/blob/master/pyqstrat/notebooks/building_strategies.ipynb>

The discussion group is at https://groups.io/g/pyqstrat <https://groups.io/g/pyqstrat>

Best,

Sal



	[[alternative HTML version deleted]]