From 992631a23500245709f794403581dc8847e9e94d Mon Sep 17 00:00:00 2001
From: cloudQuant <164971269+cloudQuant@users.noreply.github.com>
Date: Sun, 16 Aug 2026 18:08:00 +0800
Subject: [PATCH] Add backtrader (cloudQuant fork) (#566)

* Add cloudQuant backtrader fork and fincore

* Keep only the backtrader fork entry (one entry per PR)
---
 README.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/README.md b/README.md
index 4627078..e8a19e6 100644
--- a/README.md
+++ b/README.md
@@ -203,6 +203,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [analyzer](https://github.com/llazzaro/analyzer) - `Python` - Python framework for real-time financial and backtesting trading strategies.
 - [bt](https://github.com/pmorissette/bt) - `Python` - Flexible Backtesting for Python.
 - [backtrader](https://github.com/backtrader/backtrader) - `Python` - Python Backtesting library for trading strategies.
+- [backtrader (cloudQuant fork)](https://github.com/cloudQuant/backtrader) - `Python` - Actively maintained, high-performance backtesting and live trading framework with AI-assisted strategy tooling (MCP server, skills, agent, web platform). [backtrader](https://github.com/backtrader/backtrader) fork.
 - [TrendFollowingSystems](https://github.com/ArturSepp/TrendFollowingSystems) - `Python` - Closed-form expected returns, Sharpe ratios, and skewness of trend-following systems, with complete implementations and multi-decade futures backtests.
 - [backtest-bias](https://github.com/Finance-broski/backtest-bias) - `Python` - Checks whether backtest price data is survivor-only: dead-name detection, measured bias benchmarks, CI integrity gates.
 - [pythalesians](https://github.com/thalesians/pythalesians) - `Python` - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc.