Home / Backtesting & trading frameworks

Hikyuu

Backtesting & trading frameworksโ˜… 3,557 GitHub starsC++โฑ Commits today

High-performance C++/Python quant framework for composable backtesting

What it is

An open-source quantitative trading framework written in C++ with Python bindings, focused on fast research and backtesting workflows. It decomposes strategies into independently replaceable parts such as signals, stop-loss/take-profit rules, money management, slippage and fund allocation, which users can combine into a reusable strategy library and validate through backtests. It supports multiple storage backends (HDF5, MySQL, ClickHouse, SQLite) and suits quantitative researchers who want to assemble and test systematic strategies from modular components. As a research tool, it provides no securities trading service itself, and users bear full responsibility for any trading interfaces they add, with the project intended for study and academic use only.

At a glance

Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.

Best forDevelopers
Used forBacktesting, Strategy research
MarketsChina A-shares, Multi-market
StackPython / C++
Learning curveSteep learning curve
Practical valueHigh practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceCommits today

GitHub stars, last 30 days

Daily snapshots since 2026-09-12 (up to 30 days): +60 over the period, now 3,557. Gaps mean no snapshot was taken that day.

In the author's words

A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.

Open on GitHub โ†—This week's trending toolsไธญๆ–‡้กต้ข

Similar tools