We are pleased to announced that QSTrader—our freely-available open source backtesting engine—has now been released to the Python Package Index (PyPI) as version 0.1.0.
Installing QSTrader is now as simple as:
pip install qstraderIf you have any trouble installing the software please contact us at support@quantstart.com with any appropriate error logs and we will attempt to resolve your installation issues.
For more details about QSTrader please visit the package's home page and the GitHub repository.
In the near future we will be adding extensive documentation to help you get up and running with your backtest simulations. For now we have a quickstart guide available at the GitHub README that describes how to run a simple monthly rebalanced 60/40 portfolio on two ETFs.
Version 0.1.0 of QSTrader is optimised for simulating long-only equities/ETF strategies at daily, weekly or monthly frequencies. It is particularly well suited to tactical asset allocation simulations on collections of daily OHLC 'bar' data.
If you would like to be involved in the development of QSTrader please contact us at support@quantstart.com and we will send out an invite to our QSTrader Slack development channel.
