QSTrader - Open Source Backtesting Engine in Python
QSTrader is an open source freely available schedule-driven object-oriented backtesting simulation framework written in Python. It is primarily intended for long/short cash equities and ETF systematic trading strategies that involve decoupled signal generation, portfolio construction and risk management.
The QuantStart team have recently begun work on comprehensive documentation for QSTrader. The documentation currently targets the latest stable release of version 0.2.1.
Please note that the documentation is under heavy development and remains incomplete at this stage. For any specific questions please see the Getting Help section below.
This is the place to begin if you want to get started quickly with QSTrader and see if it fits your needs.
The source code for QSTrader can always be found at the Github repository: github.com/mhallsmoore/qstrader.
If you are having trouble with any aspect of QSTrader you can try the following: