Yet Another Universal Backtesting Engine Release (YAUBER) – Executor

A boilerplate project for building asyncio Python distributed infrastructure. - Fully asynchronous - Uses RabbitMQ and MongoDB - Supports message communication between scripts and RPC calls - Sample infrastructure example

Yet Another Universal Backtesting Engine Release (YAUBER) – Backtester

yauber-backtester is a bare-bone portfolio backtesting engine that: - supports various portfolio management techniques: asset ranking, basket trading, portfolio rebalancing, etc. - intended to work on large asset universes (like 2000-3000 US Stocks EOD), or small intraday asset universes (like futures or forex, 1h timeframe). - supports meta-strategies, building and managing a portfolio of other trading strategies - allows simulating capital allocations, costs, margin trading, etc.

Yet Another Universal Backtesting Engine Release (YAUBER) – Algo Lib

Collection of standalone algorithms for financial time series analysis. Highlights: - It heavily uses Numba for improving performance of the code. It’s generally faster than comparable Pandas algorithms. - It’s build based on strict principles: future reference free, consistent when starting point of history changes, NaN friendly, built-in data validation checks - It’s stable and well tested, this means that logic of algorithms won’t change in the future and any algorithm in this package is 100% covered by unit tests.