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finmarketpy
Python library for backtesting strategies and analyzing markets
What it is
A Python library for backtesting trading strategies and analyzing financial market data through a simple, object-oriented API. It includes prebuilt backtest templates, volatility-targeted risk weighting, seasonality analysis, event studies, and plotting of historical strategy returns. Charts can be rendered with matplotlib, plotly, or bokeh via chartpy, while market data is loaded from sources such as Bloomberg, Quandl, and Yahoo through findatapy. The project is under continual development with limited general documentation, so users should expect a research-oriented codebase rather than a finished product.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Backtesting, Data analysis |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 6 months ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +8 over the period, now 3,814. Gaps mean no snapshot was taken that day.
Python library for backtesting trading strategies and analyzing financial markets.
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