Home / Backtesting & trading frameworks

vnpy

Backtesting & trading frameworks★ 45,797 GitHub starsPython⏱ Last commit 5 days ago

Python quant trading system development framework

What it is

A Python-based open source framework for developing quantitative trading systems, spanning live trading gateways and backtesting. Its vnpy.alpha module adds multi-factor machine learning workflow tools, including factor feature engineering, model training with algorithms such as Lasso, LightGBM and MLP, and research notebooks. Trading gateways cover Chinese futures, options and equities as well as overseas markets through Interactive Brokers. Much of the documentation and community discussion is in Chinese, and some features rely on paid services such as RQData or broker partnerships.

At a glance

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

Best forProfessional quants
Used forLive trading, Backtesting
MarketsFutures, Multi-market
StackPython
Learning curveSteep learning curve
Practical valueHigh practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceLast commit 5 days ago

GitHub stars, last 30 days

Daily snapshots since 2026-09-12 (up to 30 days): +462 over the period, now 45,797. Gaps mean no snapshot was taken that day.

In the author's words

VeighNa is a Python-based open source quantitative trading system development framework.

Open on GitHub ↗This week's trending tools中文页面

Similar tools