backtrader

BackTesting platform written in Python to test trading strategies.

Release Notice (1.2.1.88):

Documentation

The blog:

• backtrader blog

Read the full documentation at readthedocs.org:

• backtrader documentation

List of built-in Indicators (88)

• backtrader indicators

Python 2/3 Support

• Python 2.7
• Python 3.2/3.3/3.4/3.5
• It also works with pypy and pypy3 (no plotting - matplotlib is not supported under pypy)

Compatibility is tested during development with 2.7 and 3.4

The other versions are tested automatically with Travis.

Installation

backtrader is self-contained with no external dependencies (except if you want to plot)

From pypi:

• pip install backtrader

• pip install backtrader[matplotlib]

  If matplotlib is not installed and you wish to do some plotting

Note

The minimum matplotlib version is 1.4.1

From source:

• Place the backtrader directory found in the sources inside your project

Features:

• Bar by Bar (next) operation or batch mode (once) operation
• Indicators and the addition of any custom end-user developed one
• Strategies
• Data Feeds from Online Sources or CSV Files (other forms could be implemented) - Including Pandas Dataframes
• Data Feeds with different timeframes
• Data Feed Resampling
• Data Feed Replaying
• A Broker implementation supporting
  • Commision schemes for stocks and derivatives
  • Orders: AtClose, AtMarket, AtLimit, Stop, StopLimit
• Position Sizers for the automatic determination of the stake
• Optimization of Strategies with multicore support
• Plotting

Version numbering

X.Y.Z.I

• X: Major version number. Should stay stable unless something big is changed like an overhaul to use numpy
• Y: Minor version number. To be changed upon adding a complete new feature or (god forbids) an incompatible API change.
• Z: Revision version number. To be changed for documentation updates, small changes, small bug fixes
• I: Number of Indicators already built into the platform

Alternatives

If after seeing the docs (see also the example below) you feel this is not your cup of tea, you can always have a look at similar Python platforms:

• PyAlgoTrade

• Zipline

• Ultra-Finance

• ProfitPy

• pybacktest

• prophet

• quant

• AlephNull

• Trading with Python

• visualize-wealth

• tia: Toolkit for integration and analysis

• QuantSoftware Toolkit

• bt

  bt slightly pre-dates backtrader and has a completely different approach but it is funny I chose bt as the abbreviation for backtrader during imports and that some of the methods have the same naming (obvious naming anyhow): "run, plot ..."