From a456e54585174454466feefb0a43aa1678bf473e Mon Sep 17 00:00:00 2001 From: Zhe Wang Date: Tue, 14 Feb 2023 19:33:02 +0000 Subject: [PATCH] update --- Readme.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Readme.md b/Readme.md index a5262ff..2b4ce69 100644 --- a/Readme.md +++ b/Readme.md @@ -94,7 +94,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies - [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof. - [FlashFunk](https://github.com/HFQR/FlashFunk) | `Rust` | - High Performance Runtime in Rust -- [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) - [gobacktest](https://github.com/gobacktest/gobacktest) | `Go` | - A Go implementation of event-driven backtesting framework - [Hikyuu](https://github.com/fasiondog/hikyuu) | `C++`, `Python`| - Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架 - [lumibot](https://github.com/Lumiwealth/lumibot/tree/8da88cadfe9ee35399dd69c94aa5ed3cf995f417) | `Python` | - A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...) @@ -114,6 +113,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [bt](https://github.com/pmorissette/bt) | `Python` | - Flexible backtesting for Python based on Algo and Strategy Tree - [pysystemtrade](https://github.com/robcarver17/pysystemtrade) | `Python`, `Live Trading` | - Systematic Trading in python from book by Rob Carver +- [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) - [vectorbt](https://github.com/polakowo/vectorbt) | `Python`, `numba` | - vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds. - [fund-strategy](https://github.com/SunshowerC/fund-strategy) | `TypeScript` | - 一个简单实用的基金投资策略分析，基金回测工具