amipy

very fast python backtesting framework based on amibroker backtesting methodology

• event driven
• supports any timeframe
• supports tick aggregation
• fast optimization speeds
• multi-asset class simulations

compatible with IQFeed data and MongoDB, (e.g. iq2mongo)

also compatible with any other data source, so long as the OHLC dataframe has the following column format:

ohlc = data[:][['open', 'high', 'low', 'close', 'volume']]

view sample strategy results