Add rulelint to trading tools list (#467)

Added rulelint to the Trading & Backtesting section of the README.

Co-authored-by: Wilson Freitas <wilson.freitas@gmail.com>
This commit is contained in:
momoddo
2026-07-22 18:27:38 +08:00
committed by GitHub
parent 05841499d3
commit 6bec37e2bd
+1
View File
@@ -167,6 +167,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Wickra](https://github.com/wickra-lib/wickra) - `Rust` `Python` `JavaScript` `C++` `C#` `Golang` `Java` `R` - Streaming-first technical-analysis library with a Rust core: 514 indicators updating in O(1) per tick, with bit-exact batch-vs-streaming results.
## Trading & Backtesting
- [rulelint](https://github.com/momoddo/rulelint) - `Python` - Linter for mechanical trading-rule conditions: replays every condition over historical bars to catch look-ahead levels, dead branches that can never fire, and regime-drifted absolute thresholds before you trust a backtest.
- [FAIG](https://github.com/tg12/FAIG) - `Python` - Fully automated trading bot for the IG Index platform (spread betting and CFDs), supporting demo and live accounts.
- [quantify](https://github.com/Zhanghanser/quantify) - `Python` - Binance-style trading terminal with multi-strategy backtesting and a real-time, signal-only decision desk for crypto, A-shares, and US stocks.
- [purgedcv](https://github.com/eslazarev/purged-cross-validation) - `Python` - scikit-learn-compatible purged, group-purged, and combinatorial purged (CPCV) cross-validation, walk-forward splitting, and backtest-overfitting statistics (deflated and probabilistic Sharpe ratios, PBO, minimum backtest length) to prevent leakage and overfitting when backtesting trading strategies.