vectorbt 0.26.1

Python library for backtesting and analyzing trading strategies at scale

07-31-2023 281 words 2 minutes 0 views

Contents

The vectorbt library is a powerful tool for Python developers interested in financial analysis. It provides a fast and flexible platform for backtesting trading strategies, operating directly on pandas and NumPy objects and leveraging the speed of Numba for high-performance computations. This package is open-source and is widely used in the algorithmic trading community for quantitative analysis, strategy testing, and research.

3689 Stars :star:

Stars: 3689, Watchers: 3689, Forks: 555, Open Issues: 74

The polakowo/vectorbt repo was created 6 years ago and the last code push was 1 weeks ago.
The project is very popular with an impressive 3689 github stars!

How to Install vectorbt

You can install vectorbt using pip

pip install vectorbt

or add it to a project with poetry

poetry add vectorbt

Package Details

Author: Oleg Polakow
License: Apache 2.0 with Commons Clause
Homepage: https://github.com/polakowo/vectorbt
PyPi:: https://pypi.org/project/vectorbt/
GitHub Repo:: https://github.com/polakowo/vectorbt

Classifiers

Office/Business/Financial
Scientific/Engineering/Information Analysis
Software Development

No vectorbt pypi packages just yet.

Errors

A list of common vectorbt errors.

Code Examples

Here are some vectorbt code examples and snippets.

GitHub Issues

The vectorbt package has 74 open issues on GitHub

Using bid and ask prices
simple signals from external file
Python 3.11
BitcoinDMAC.ipynb has some minor issues
Examples hanging in Windows Juypter - incompatible package
pip install -e . — AttributeError: module 'vectorbt' has no attribute 'settings'
In python-telegram-bot>=20.0 Unauthorized is replaced by Forbidden.
Getting a KeyError when using IndicatorFactory.run()
Difficulty resolving CCXT
Unit Tests Failing V0.25.4
How to import Unauthorized from telegram.utils.helpers
Loss some exit signals by using SignalFactory.
How to control order price when using vbt.Portfolio.from_signals
How to calculate fees dynamically
不支持python 3.11.1 ? Do not surport python 3.11.1?