A quantitative backtest and algorithmic trading framework in Python3
Based on the event-driven design, Augustus 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.
Use the following command to install and uninstall:
- Install:
pip install augustus_quant - Uninstall:
pip uninstall augustus_quant
The environment recommended (which the author is using) for developing Augustus is:
- Anaconda3 Python 3.7+
- MongoDB 4.0.3+
- pymongo
- TA-Lib
- retry
- plotly
- pandas
- funcy
- numpy
- arrow
- dataclass (not necessary for python 3.7+)
- Tushare package in Python
- Event-driven backtesting
- Recording and drawing transaction records for analysis
- Supporting multiple Assets
- Of the traders,by the traders,for the traders.
- Free and for free.
The author is very appreciated for any useful issues and pull requests.
Now the 1.0.0 version is generally available. Plan to support more kinds of assets.