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rqalpha
Extensible Python backtesting and algorithmic trading framework
What it is
A Python algorithmic backtesting and trading framework supporting multiple securities, covering data acquisition, strategy execution, backtesting, and live simulation. Strategies can be run directly on the Ricequant platform for backtesting and paper trading, with trade signals pushed in real time. Its Mod Hook interface lets developers integrate third-party libraries and customize their own trading systems. Commercial use is not permitted under the default license, so commercial users must contact the authors for separate arrangements.
At a glance
RecommendedOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Backtesting, Live trading |
| Markets | China A-shares, Futures |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Commits today |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +56 over the period, now 6,818. Gaps mean no snapshot was taken that day.
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.
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