q26-quanTester 0.1

A python package for trading simulation

Q26_BacktestSystem

Q26 Backtest System is a financial investment simulation tool dedicated for algorithmic traders developped in Python 3.

Main features :

• Python based : very simple configuration file & strategies design model
• High personnalisation and very wide way of use of the tool
• Environment free of any development bias :
  • No access to future data during the simulation
• Pre-Backtest data preparation :
  • Missing data filling models
  • Possibility to resample data to any timeframe
  • Multiple asset synchronization
• High realism portfolio :
  • Leverage, margin constraints, other security constraints
  • High precision symbols characteristics : lot size, minimum lot size, open/close/off trading hours, fees ...
• Fully personnalisable strategies & outputs
• Parallelisable backtest, performance optimisation & MC approach

And a lot more features ...

And a lot of new features soon !

To get more informations about the Backtest System and the other products of Q26, you can visit our web site by clicking here. Get access to the detailled documentation here

Getting the Q26 Backtest System

Download the code by cloning the git repository using

$ git clone https://github.com/LoannData/Q26_BacktestSystem.git

Hands-on

Here you can find a tutorial which shows how to hands-on the Q26 Backtest system