qtrade-lib 0.4.1

A Python library for backtesting trading strategies and applying reinforcement learning to trading.

QTrade

QTrade is a simple, modular, and highly customizable trading interface capable of handling backtesting, reinforcement learning tasks.

Features

• Backtesting engine
• Gym Trading environment simulation

Installation

QTrade can be installed with pip:

$ pip install qtrade-lib

Alternatively, you can obtain the latest source code from GitHub:

$ git clone https://github.com/gguan/qtrade.git
$ cd qtrade
$ pip install .

Run Example

To run the example code from repository:

$ pip install -r examples/requirements.txt
$ python examples/simple_strategy.py

Requirements

• Python >= 3.10
• Dependencies declared in pyproject.toml

Development

$ pip install -e ".[dev]"
$ pre-commit install   # auto-runs ruff + mypy on each commit
$ pytest               # run the test suite

Usage

The User Guide is the place to learn how to use the library and accomplish common tasks. For more advanced customization, refer to the Customization Guide.

The Reference Documentation provides API-level documentation.

References

This project is inspired by following projects.

• https://github.com/tensortrade-org/tensortrade
• https://github.com/kernc/backtesting.py

License

This project is licensed under the MIT License - see the LICENSE file for details.