Augustus
Introduction
A quantitative backtest and algorithm trading framework in Python3
Augustus is a student project. Based on event-driven engine technology,it aims to be a useful and convienent backtest library and algorithm trading system for quantitative traders who use python for their work. Augustus does not plan to solve all possible problems but focuses on core fields.
Development
The environment recommended (which the author is using) for developing Augustus is:
- Anaconda3 Python 3.7+
- MongoDB 4.0.3+
Install Dependencies using pip
- pymongo
- TA-Lib
- retry
- plotly
- pandas
- funcy
- numpy
- arrow
- dataclass (not necessary for python 3.7+)
Main Features
- Event-driven backtesting
- Recording and drawing transaction records for analysis
- Supporting multiple Assets
Why choose Augustus?
- Of the traders,by the traders,for the traders.
- Free and for free.
Contribution
The author is very appreciated for any useful issues and pull requests.
Roadmap
Now it is in an actively early development stage. However, the 1.0.0 version is coming very soon.
