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Author:
QuantJourney
Summary:
Python-native backtesting engine for reproducible portfolio and order-based strategy research
Latest version:
0.12.5
Required dependencies:
httpx
|
matplotlib
|
numpy
|
pandas
|
psutil
|
pydantic
|
python-dateutil
|
quantjourney-ti
|
questionary
|
requests
|
rich
|
scipy
|
seaborn
Optional dependencies:
build
|
hypothesis
|
mypy
|
optuna
|
pandas-stubs
|
pytest
|
pytest-asyncio
|
ruff
|
scipy
|
seaborn
|
twine
|
types-python-dateutil
|
yfinance
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