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BTQuant Framework

Overview

This framework is designed to provide robust and efficient tools for backtesting, forward trading, and live trading. Leveraging the power of Backtrader, this framework integrates seamlessly with JackRabbitRelay to mimic over 400 exchanges for forward trading, and for live trading via a 1-second websocket data feed.

Features

Backtesting

• Utilizes Backtrader for comprehensive backtesting of trading strategies.
• Test and validate your strategies with historical data to ensure robustness and reliability.

Forward Trading

• Powered by Backtrader in conjunction with JackRabbitRelay.
• Mimic over 400 exchanges, enabling thorough forward testing and simulation of real-world trading conditions.
• We act as our own broker, providing full control and customization.

Live Trading

• Integrated with Binance Websocket (for now) for real-time data.
• Supports 1-second websocket data feeds for precise and timely trading decisions.
• Implements real-time dollar cost averaging.
• Requires as few as 50 lines of code to get started with your own trading strategy.

Getting Started

Prerequisites

• Python 3.12+
• (Custom-)Backtrader (out of dependencies folder)
• JackRabbitRelay (live trading)
• JackRabbitRelay Mimic (forward trading)

Installation

For installing JackRabbitRelay, please follow the instructions provided in the links below:

• JackRabbitRelay GitHub
• JackRabbitRelay Installation and Setup Guide
• JackRabbitRelay Mimic Setup and Configuration

Quick way for Framework itself below:

• git clone https://github.com/itsXactlY/BTQuant.git
• cd BTQuant
• python3 -m venv .venv
• source .venv/bin/activate
• cd dependencies
• pip install .
• cd BTQCCXT
• pip install .
• cd ../..

Run

• Copy dontcommit.py.template to dontcommit.py

• Fill identify str from JackRabbitRelay Setup above

• python3 backtesting.py

or

• python3 mimic_binance_forward_trading.py