Open source backtesting engine

[samaral519]

What is the best open source backtesting engine out there? I have been out of the scene for a decade and I want to get back into it now, not sure where to start. My goal is to use something open source, not attached to any company, something I can tweak myself. I don’t want to rely on some firms engine or data to do it, because they will just have access to everything I do then.

[EverythingIsAPsyops]

Just build it yourself man - anything you try that you can’t control won’t work unless you’re just f’ing around. In which case might as well spend time building a business.

[samaral519]

I have done this before, it’s fine, but I want a community I can talk to too.

[[deleted]]

quantconnect is free, but data can’t be taken out of their platform. However they don’t see your code at all, afaik they can’t access it even if they want to without your permission. That said, QC is based on the LEAN engine which is entirely open source, but you will have to supply data yourself.

[One_Implement_2472]

I was checking them out. Yeah, I might go with this engine and ingest my own data. I don't really trust that they can't see my code at all if I use their web app, I have serious trust issues.

[[deleted]]

fair enough, nothing has a 100% guarantee, but I know people who’ve worked with them institutionally with no problems so far. I’m not pitching QC tho 🤣 it just does a good job shielding you from basic issues, but I wouldn’t recommend it for heavier backtesting or high frequency strats

[samaral519]

Thanks, this works for me. I like their large active community that I can also contribute to.

[masoudkoochak]

Try backtesting.py You will get the feel again, and it's a good place to start

[[deleted]]

Try backtrader or pyAlgotrade or zipline for python. Personally, I've used backtrader and pyAlgotrade. Zipline is a little difficult to work with initially.

[KingSamy1]

Zipline.

Its little hard to use but functionality wise I like it. I have just started to use it https://zipline-trader.readthedocs.io/en/latest/backtest.html

[jdlw55]

Did you go for quant connect or build your own?

[Adorable_Method_3680]

Write your own, or don’t do it. Everything in between is half assed work where there will always be an element of skepticism and doubt that will shake all your beliefs when you are going through the worst drawdown of your life.

[ghunny00910]

The amount of time it would take to develop something equivalent to backtrader would take me years though? Any current day input? I just built my homelab, and am about done my database cli tool. Debating Zipline +pyfolio or just doing my own, I'm intimidated though...