10 packages tagged with “backtesting”
A framework for building signal-based trading systems in .NET 5.0. It is used in backtesting, live testing and live trading applications. The framework can generate trading signals from any price data source. It can build candlestick charts from live prices, supports margin trading, leverage, and measures signal performance in real-time.
Algo trading library (Account emulator and auxiliary classes). More on www.rapiddev.org.
High-performance .NET client for Databento market data with live streaming, historical queries, backtesting, and reference data APIs. Supports all 20 DBN record types with async/await and IAsyncEnumerable.
Minimalist backtesting library to quickly test trading strategies in .NET
A C# algorithmic trading library for post-market stock strategy evaluation. Supports backtesting with daily/weekly/monthly timeframes, cash accounts, and long positions.
SignalR client package for Vertr Exchange Host
Client package for Vertr Exchange
A high-performance backtesting engine for algorithmic trading strategies. Features multi-symbol/multi-timeframe support, parallel processing, zero-allocation patterns, and SIMD acceleration.
Powerful and easy-to-use library designed for building and managing trading signals using Finite State Machines (FSM). This library integrates seamlessly with the Taapi.io API, allowing users to leverage a wide range of trading indicators for creating custom trading strategies.
The Taapi Signals Blazor Razor Class Library (RCL) is a lightweight helper library designed for quickly testing and managing trading signals using the Taapi Signals Library. It provides a simple UI layer for defining and evaluating signals, leveraging Finite State Machines (FSMs) to structure signal logic. The focus is on functionality rather than design, making it a practical tool for rapid experimentation.