From dbf39e488bed822af2556449e7767a2b7100c825 Mon Sep 17 00:00:00 2001 From: tomaszdobrowolski1 <51756544+tomaszdobrowolski1@users.noreply.github.com> Date: Thu, 7 May 2026 21:12:24 +0300 Subject: [PATCH] Add flashalpha-fill-simulator to Backtest + live trading (#101) Co-authored-by: Tomasz Dobrowolski --- Readme.md | 1 + 1 file changed, 1 insertion(+) diff --git a/Readme.md b/Readme.md index 4a414d9..6a70814 100644 --- a/Readme.md +++ b/Readme.md @@ -138,6 +138,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [zipline](https://github.com/quantopian/zipline) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/quantopian/zipline/master) ![GitHub Repo stars](https://img.shields.io/github/stars/quantopian/zipline?style=social) | Python | - Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. - [PandoraTrader](https://github.com/pegasusTrader/PandoraTrader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pegasusTrader/PandoraTrader/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pegasusTrader/PandoraTrader?style=social) | C++ | - CTP 高频量化交易平台 C++ Trade Platform for quant developer - [hftbacktest](https://github.com/nkaz001/hftbacktest) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nkaz001/hftbacktest/master) ![GitHub Repo stars](https://img.shields.io/github/stars/nkaz001/hftbacktest?style=social) | Python, numba | - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. +- [flashalpha-fill-simulator](https://github.com/FlashAlpha-lab/flashalpha-fill-simulator) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/FlashAlpha-lab/flashalpha-fill-simulator/master) ![GitHub Repo stars](https://img.shields.io/github/stars/FlashAlpha-lab/flashalpha-fill-simulator?style=social) | Python, Options | - Realistic limit-order fill simulator for options credit/debit spreads. Models post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a patient-then-cross exit. Engine-agnostic per-bar primitive that embeds in QuantConnect / Backtrader / custom loops; zero runtime dependencies. - [Cipher](https://github.com/nanvel/cipher-bt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nanvel/cipher-bt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/nanvel/cipher-bt?style=social) | Python | - Backtesting library with focus on position adjustment that allows testing complicated setups. Pythonic, extensible, well-structured, documented. - [Gunbot Quant](https://github.com/GuntharDeNiro/gunbot-quant) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/GuntharDeNiro/gunbot-quant/master) ![GitHub Repo stars](https://img.shields.io/github/stars/GuntharDeNiro/gunbot-quant?style=social) | Python | - Standalone application for market screening and backtesting. Supports multi-asset, multi-strategy backtests. Includes user interface and CLI options. - [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 | - 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.