Skip to main content

QuantEx Documentation

QuantEx is a Python backtesting library for OHLCV data. It is designed to be easy to use and extend, and to provide a simple interface for backtesting trading strategies.

Getting Started

To get started with QuantEx, you can install it using pip:

pip install quantex

QuantEx is designed to be used by writing your strategy as event-driven code. An example buy and hold strategy is shown below:

from quantex.strategy import Strategy

class BuyAndHold(Strategy):
    def init(self):
        pass

    def next(self):
        if self.broker.is_closed():
            self.broker.buy(amount=50)

This strategy will buy 50 shares of the stock when there are no open positions. To run this strategy, we must first get some data. Currently, QuantEx supports Yahoo Finance and pandas DataFrames as data sources.
To run the strategy with the data, we can use the Backtester class:

from quantex.backtester import Backtester
from quantex.datasource import YahooDataSource

bt = Backtester(BuyAndHold)
source = YahooDataSource("NVDA", start="2020-01-01", end="2025-12-31")
bt.add_data(source, "NVDA")
result = bt.run()

The result object contains information about the strategy, such as the total return, annualized return, and max drawdown.

If you would like to include commissions in your strategy, you can use the Commission class:

from quantex.commission import Commission, ApplicationType
from quantex.backtester import Backtester
from quantex.datasource import YahooDataSource

bt = Backtester(BuyAndHold, commission=Commission(ApplicationType.PER_ORDER, fixed=1))
source = YahooDataSource("NVDA", start="2020-01-01", end="2025-12-31")
bt.add_data(source, "NVDA")
result = bt.run()

This will charge a fixed commission of 1 dollar (or whatever the currency price is quoted in) per order.

Documentation

The documentation for QuantEx can be found here.

Metadata

Release files for quantex 0.6.3

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for quantex 0.6.3
File Size Uploaded
quantex-0.6.3.tar.gz 10.3 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for quantex 0.6.3
File Interpreter ABI Platform
quantex-0.6.3-py3-none-any.whl Python 3 none any Details

Total release size: 21.9 kB

Release files / quantex-0.6.3.tar.gz

Download URL quantex-0.6.3.tar.gz
Size 10.3 kB
Tags Source
SHA-256 checksum
How to use checksums
363d1b8855ea9a4c124a12d21ed9deddc06532fcfa12a61a13d953e252f31269
BLAKE2b-256 checksum
How to use checksums
7d6e2da86e7127275d241a86f78e05d45700cc874f49acf7a2599a826e1e69e6
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No
Uploaded via poetry/2.4.1 CPython/3.14.6 Windows/11

Release files / quantex-0.6.3-py3-none-any.whl

Download URL quantex-0.6.3-py3-none-any.whl
Size 11.6 kB
Tags Python 3
SHA-256 checksum
How to use checksums
8546f523b7ca21a1956042eb2958335155a821953b40b8808665fd05cc568b14
BLAKE2b-256 checksum
How to use checksums
f219da029bbce1152a5c1c2ae0972607223875e0906e624425bb2dd027aaa26c
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No
Uploaded via poetry/2.4.1 CPython/3.14.6 Windows/11

Release history Release notifications | RSS feed

0.6.7

2 release files

0.6.6

2 release files

0.6.5

2 release files

0.6.4

2 release files

This release

0.6.3 This release

2 release files

0.6.2

2 release files

0.6.1

2 release files

0.6.0

2 release files

0.5.2

2 release files

0.5.1

2 release files

0.5.0

2 release files

0.4.9

2 release files

0.4.8

2 release files

0.4.7

2 release files

0.4.6

2 release files

0.4.5

2 release files

0.4.4

2 release files

0.4.3

2 release files

0.4.2

2 release files

0.4.1

2 release files

0.4.0

2 release files

0.3.4

2 release files

0.3.3

2 release files

0.3.2

2 release files

0.3.1

2 release files

0.3.0

2 release files

0.2.10

2 release files

0.2.9

2 release files

0.2.8

2 release files

0.2.7

2 release files

0.2.6

2 release files

0.2.5

2 release files

0.2.4

2 release files

0.2.3

2 release files

0.2.2

2 release files

0.2.1

2 release files

0.2.0

2 release files

0.1.1

2 release files

0.1.0

2 release files

Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page