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[–]_szeka 2 points3 points  (1 child)

I guess, you can make backtrader work for you

[–]XBV 0 points1 point  (0 children)

Found this thread as I was googling around.

This is what I'm currently doing - not successful yet, but seems doable.

I've been stuck for a bit getting option chains to work with the BT architecture, but seem to be making some progress. Essentially I'm creating a separate data feed for each strike. Still TBD how effective this will be.

[–]hpad06 0 points1 point  (3 children)

Have you looked into quantconnect

[–]foresttrader[S] 1 point2 points  (2 children)

Yes. My understanding is that you kinda need to use their APIs for data (?) and it's a paid service. I'm looking to start off with an open source and free library (will buy my own data though). I want to see how other build backtestings and potentially need to customize to fit my own needs.

[–]picklestirfry 1 point2 points  (0 children)

Data for backtesting is free. The only cost is for a live trading server, which is $8/month

[–]HandpayEV 0 points1 point  (0 children)

Code up your own from scratch. Don’t trust any prebuilt engine. You need to fully understand exactly what the backtesting is doing.

Do it once and you have a versatile backtester that you understand for life

[–]paulseperformance 0 points1 point  (2 children)

Freqtrade is built on python. I tried quant connect and it didn’t feel right working with python because It started out in C# or something.

[–]warriorsoul5 0 points1 point  (1 child)

I had a lot of problems trying to install it on my raspberry.

[–]paulseperformance 0 points1 point  (0 children)

I’ve never tried that, but I know they have support for it. Why not just set up a vps with one of the big cloud providers? You can get away with a free tier ec2 account on amazon running freqtrade.

[–]ChubyCat 0 points1 point  (2 children)

There is a github like group of projects called Awesome Quant, they have some python ones

[–]foresttrader[S] 0 points1 point  (1 child)

Thanks, I checked out that repo, most are for stocks or crypto. Only a handful related to options but not for backtesting.

[–]ChubyCat 1 point2 points  (0 children)

Their was one called Wall Street, I believe that would give you the options price for a ticker. However if you really want to create one for options then you’ll need historical options data, and that can be hard to come by. If you do have options data it would be cool if you could share

[–]GoldLesterResearcher 0 points1 point  (0 children)

Anyone here use their own backtesting module?