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Python framework for backtesting and live algorithmic trading
What it is
A Python framework for building, backtesting, and deploying quantitative trading models across stocks, crypto, futures, and forex. It lets the same code run in backtests, paper trading, and live execution by changing a single line, and it integrates with exchanges and brokers such as Coinbase Pro, Binance, Alpaca, OANDA, KuCoin, and OKX, with websocket and custom data support. The tool suits developers and quantitative traders who want to move from local experimentation to deployment through a CLI-driven workflow. Coverage across exchanges varies, however, with some markets lacking websocket support or limited to partial functionality.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Backtesting, Live trading |
| Markets | Crypto, US equities |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +6 over the period, now 2,481. Gaps mean no snapshot was taken that day.
Fully integrated backtesting, paper trading, and live deployment.
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