From 7ad1b2d40c2359299e062f3c8463630a987dd6a7 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Justin=20G=C3=BCse?= Date: Fri, 9 Jan 2026 23:01:14 +0700 Subject: [PATCH] Adding https://github.com/JustinGuese/python_tradingbot_framework Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index f03451d..5ed3a67 100644 --- a/README.md +++ b/README.md @@ -159,6 +159,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [rust_bt](https://github.com/jensnesten/rust_bt) - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust. - [Gunbot Quant](https://github.com/GuntharDeNiro/gunbot-quant) - Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI. - [StrateQueue](https://github.com/StrateQueue/StrateQueue) - An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls. +- [PythonTradingFramework](https://github.com/JustinGuese/python_tradingbot_framework) ![Github last commit (branch)](https://img.shields.io/github/last-commit/JustinGuese/python_tradingbot_framework/main) - Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data. ### Risk Analysis