qf-lib
Unverified Other strategy on Crypto by quarkfin. BotFinder score 18 out of 100.
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,
Source: github
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qf-lib
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 o
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