fast-trade
Unverified Other strategy on Crypto by jrmeier. BotFinder score 18 out of 100.
low code backtesting library utilizing polars and technical analysis indicators
Source: github
BotFinder analysis pending.
fast-trade
Fast Trade A library built with backtest portability and performance in mind for trading strategy backtests. Dataframes are Polars-native (pl.DataFrame with a date column). There is also an Archive, which can be used to download compatible kline data from Binance (.com or .us) and Coinbase into local parquet datasets. Motivations If backtests are fast, strategies are cheap. Performance 3.0.0 is Polars-native end-to-end. On BTCUSDT 1m data: - ~0.43s for a 1y EMA-cross + RSI backtest (~526k bars) - vs pandas 2.1.0 on the same 1m strategy: 1.99× / 2.22× / 2.37× / 2.45× faster at 1y / 2y / 5y / 10y - ~0.17s for a 2-month 1m backtest - FinTA indicator suite ~1.9× faster than the previous pandas FinTA path - Standouts: ATR ~5×, WMA ~100×, OBV ~3× vs pandas FinTA; Numba accelerates account sim + SAR/PSAR/KAMA/FRAMA See docs/PERFORMANCE.md for stage breakdowns. Reproduce with python scripts/benchstrategybacktest.py, python scripts/benchmultiyear.py, and python scripts/benchpandasvspolarsyears.py. MCP Server I'm using this library and my own closed-source data collection software which has li
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