{"id":13532526,"url":"https://github.com/quarkfin/qf-lib","last_synced_at":"2026-02-19T22:05:34.684Z","repository":{"id":37100450,"uuid":"202696503","full_name":"quarkfin/qf-lib","owner":"quarkfin","description":"Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.","archived":false,"fork":false,"pushed_at":"2026-01-26T16:46:39.000Z","size":136310,"stargazers_count":848,"open_issues_count":6,"forks_count":124,"subscribers_count":18,"default_branch":"master","last_synced_at":"2026-01-27T04:16:40.014Z","etag":null,"topics":["backtesting","backtesting-frameworks","backtesting-trading-strategies","finance","investment-analysis","python","quant","quantitative-finance","trading","trading-simulator","trading-strategies"],"latest_commit_sha":null,"homepage":"https://quarkfin.github.io/qf-lib-info/","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"apache-2.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/quarkfin.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":"CODE_OF_CONDUCT.md","threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2019-08-16T09:10:20.000Z","updated_at":"2026-01-25T19:48:22.000Z","dependencies_parsed_at":"2024-04-23T12:56:56.310Z","dependency_job_id":"e6c61abe-17c4-4986-825d-345b6e40a2f2","html_url":"https://github.com/quarkfin/qf-lib","commit_stats":{"total_commits":578,"total_committers":13,"mean_commits":44.46153846153846,"dds":0.6557093425605536,"last_synced_commit":"71407b5f35a16059836ee44015ab158dbaa7ccb7"},"previous_names":[],"tags_count":24,"template":false,"template_full_name":null,"purl":"pkg:github/quarkfin/qf-lib","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quarkfin%2Fqf-lib","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quarkfin%2Fqf-lib/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quarkfin%2Fqf-lib/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quarkfin%2Fqf-lib/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/quarkfin","download_url":"https://codeload.github.com/quarkfin/qf-lib/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quarkfin%2Fqf-lib/sbom","scorecard":{"id":755303,"data":{"date":"2025-08-11","repo":{"name":"github.com/quarkfin/qf-lib","commit":"1950158a2cbfc1dfd525ff145c8ab1d320a942de"},"scorecard":{"version":"v5.2.1-40-gf6ed084d","commit":"f6ed084d17c9236477efd66e5b258b9d4cc7b389"},"score":5,"checks":[{"name":"Code-Review","score":10,"reason":"all changesets reviewed","details":null,"documentation":{"short":"Determines if the project requires human code review before pull requests (aka merge requests) are merged.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#code-review"}},{"name":"Token-Permissions","score":0,"reason":"detected GitHub workflow tokens with excessive permissions","details":["Warn: no topLevel permission defined: .github/workflows/publish-to-pypi.yml:1","Warn: no topLevel permission defined: .github/workflows/tests.yml:1","Info: no jobLevel write permissions found"],"documentation":{"short":"Determines if the project's workflows follow the principle of least privilege.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#token-permissions"}},{"name":"Maintained","score":8,"reason":"8 commit(s) and 2 issue activity found in the last 90 days -- score normalized to 8","details":null,"documentation":{"short":"Determines if the project is \"actively maintained\".","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#maintained"}},{"name":"Dangerous-Workflow","score":10,"reason":"no dangerous workflow patterns detected","details":null,"documentation":{"short":"Determines if the project's GitHub Action workflows avoid dangerous patterns.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#dangerous-workflow"}},{"name":"Security-Policy","score":0,"reason":"security policy file not detected","details":["Warn: no security policy file detected","Warn: no security file to analyze","Warn: no security file to analyze","Warn: no security file to analyze"],"documentation":{"short":"Determines if the project has published a security policy.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#security-policy"}},{"name":"CII-Best-Practices","score":0,"reason":"no effort to earn an OpenSSF best practices badge detected","details":null,"documentation":{"short":"Determines if the project has an OpenSSF (formerly CII) Best Practices Badge.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#cii-best-practices"}},{"name":"License","score":10,"reason":"license file detected","details":["Info: project has a license file: LICENSE:0","Info: FSF or OSI recognized license: Apache License 2.0: LICENSE:0"],"documentation":{"short":"Determines if the project has defined a license.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#license"}},{"name":"Signed-Releases","score":-1,"reason":"no releases found","details":null,"documentation":{"short":"Determines if the project cryptographically signs release artifacts.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#signed-releases"}},{"name":"Branch-Protection","score":-1,"reason":"internal error: error during branchesHandler.setup: internal error: githubv4.Query: Resource not accessible by integration","details":null,"documentation":{"short":"Determines if the default and release branches are protected with GitHub's branch protection settings.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#branch-protection"}},{"name":"Packaging","score":10,"reason":"packaging workflow detected","details":["Info: Project packages its releases by way of GitHub Actions.: .github/workflows/publish-to-pypi.yml:9"],"documentation":{"short":"Determines if the project is published as a package that others can easily download, install, easily update, and uninstall.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#packaging"}},{"name":"Binary-Artifacts","score":10,"reason":"no binaries found in the repo","details":null,"documentation":{"short":"Determines if the project has generated executable (binary) artifacts in the source repository.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#binary-artifacts"}},{"name":"Fuzzing","score":0,"reason":"project is not fuzzed","details":["Warn: no fuzzer integrations found"],"documentation":{"short":"Determines if the project uses fuzzing.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#fuzzing"}},{"name":"SAST","score":0,"reason":"SAST tool is not run on all commits -- score normalized to 0","details":["Warn: 0 commits out of 30 are checked with a SAST tool"],"documentation":{"short":"Determines if the project uses static code analysis.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#sast"}},{"name":"Pinned-Dependencies","score":0,"reason":"dependency not pinned by hash detected -- score normalized to 0","details":["Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/publish-to-pypi.yml:12: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/publish-to-pypi.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/publish-to-pypi.yml:14: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/publish-to-pypi.yml/master?enable=pin","Warn: third-party GitHubAction not pinned by hash: .github/workflows/publish-to-pypi.yml:33: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/publish-to-pypi.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:124: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:126: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:130: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:134: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:138: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: third-party GitHubAction not pinned by hash: .github/workflows/tests.yml:147: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:19: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:21: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:35: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:37: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:56: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:64: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:66: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:85: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:94: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:96: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: GitHub-owned GitHubAction not pinned by hash: .github/workflows/tests.yml:115: update your workflow using https://app.stepsecurity.io/secureworkflow/quarkfin/qf-lib/tests.yml/master?enable=pin","Warn: pipCommand not pinned by hash: .github/workflows/publish-to-pypi.yml:19","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:101","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:102","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:103","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:104","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:105","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:106","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:107","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:143","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:144","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:145","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:26","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:27","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:42","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:43","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:44","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:45","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:46","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:47","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:48","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:71","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:72","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:73","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:74","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:75","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:76","Warn: pipCommand not pinned by hash: .github/workflows/tests.yml:77","Info:   0 out of  18 GitHub-owned GitHubAction dependencies pinned","Info:   0 out of   2 third-party GitHubAction dependencies pinned","Info:   0 out of  27 pipCommand dependencies pinned"],"documentation":{"short":"Determines if the project has declared and pinned the dependencies of its build process.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#pinned-dependencies"}},{"name":"Vulnerabilities","score":0,"reason":"76 existing vulnerabilities detected","details":["Warn: Project is vulnerable to: PYSEC-2019-217 / GHSA-462w-v97r-4m45","Warn: Project is vulnerable to: PYSEC-2014-8 / GHSA-8r7q-cvjq-x353","Warn: Project is vulnerable to: GHSA-cpwx-vrp4-4pq7","Warn: Project is vulnerable to: PYSEC-2014-82 / GHSA-fqh9-2qgg-h84h","Warn: Project is vulnerable to: PYSEC-2021-66 / GHSA-g3rq-g295-4j3m","Warn: Project is vulnerable to: GHSA-h5c8-rqwp-cp95","Warn: Project is vulnerable to: GHSA-h75v-3vvj-5mfj","Warn: Project is vulnerable to: PYSEC-2019-220 / GHSA-hj2j-77xm-mc5v","Warn: Project is vulnerable to: GHSA-q2x7-8rv6-6q7h","Warn: Project is vulnerable to: PYSEC-2018-34 / GHSA-2fc2-6r4j-p65h","Warn: Project is vulnerable to: PYSEC-2021-856 / GHSA-5545-2q6w-2gh6","Warn: Project is vulnerable to: PYSEC-2019-108 / GHSA-9fq2-x9r6-wfmf","Warn: Project is vulnerable to: PYSEC-2018-33 / GHSA-cw6w-4rcx-xphc","Warn: Project is vulnerable to: PYSEC-2021-857 / GHSA-f7c7-j99h-c22f","Warn: Project is vulnerable to: GHSA-fpfv-jqm9-f5jm","Warn: Project is vulnerable to: PYSEC-2017-1 / GHSA-frgw-fgh6-9g52","Warn: Project is vulnerable to: PYSEC-2017-48 / GHSA-chqf-hx79-gxc6","Warn: Project is vulnerable to: PYSEC-2020-73","Warn: Project is vulnerable to: GHSA-3c5c-7235-994j","Warn: Project is vulnerable to: GHSA-3f63-hfp8-52jq","Warn: Project is vulnerable to: PYSEC-2021-41 / GHSA-3wvg-mj6g-m9cv","Warn: Project is vulnerable to: PYSEC-2020-77 / GHSA-3xv8-3j54-hgrp","Warn: Project is vulnerable to: PYSEC-2020-80 / GHSA-43fq-w8qq-v88h","Warn: Project is vulnerable to: GHSA-44wm-f244-xhp3","Warn: Project is vulnerable to: GHSA-4fx9-vc88-q2xc","Warn: Project is vulnerable to: PYSEC-2021-35 / GHSA-57h3-9rgr-c24m","Warn: Project is vulnerable to: PYSEC-2020-172 / GHSA-5gm3-px64-rw72","Warn: Project is vulnerable to: PYSEC-2021-331 / GHSA-7534-mm45-c74v","Warn: Project is vulnerable to: PYSEC-2021-92 / GHSA-7r7m-5h27-29hp","Warn: Project is vulnerable to: PYSEC-2020-78 / GHSA-8843-m7mw-mxqm","Warn: Project is vulnerable to: PYSEC-2023-227 / GHSA-8ghj-p4vj-mr35","Warn: Project is vulnerable to: PYSEC-2014-87 / GHSA-8m9x-pxwq-j236","Warn: Project is vulnerable to: PYSEC-2022-10 / GHSA-8vj2-vxx3-667w","Warn: Project is vulnerable to: PYSEC-2021-36 / GHSA-8xjq-8fcg-g5hw","Warn: Project is vulnerable to: PYSEC-2016-6 / GHSA-8xjv-v9xq-m5h9","Warn: Project is vulnerable to: PYSEC-2021-42 / GHSA-95q3-8gr9-gm8w","Warn: Project is vulnerable to: PYSEC-2022-168 / GHSA-9j59-75qj-795w","Warn: Project is vulnerable to: PYSEC-2014-10 / GHSA-cfmr-38g9-f2h7","Warn: Project is vulnerable to: PYSEC-2020-76 / GHSA-cqhg-xjhh-p8hf","Warn: Project is vulnerable to: PYSEC-2021-40 / GHSA-f4w8-cv6p-x6r5","Warn: Project is vulnerable to: PYSEC-2021-69 / GHSA-f5g8-5qq7-938w","Warn: Project is vulnerable to: PYSEC-2021-139 / GHSA-g6rj-rv7j-xwp4","Warn: Project is vulnerable to: PYSEC-2015-16 / GHSA-h5rf-vgqx-wjv2","Warn: Project is vulnerable to: PYSEC-2016-5 / GHSA-hggx-3h72-49ww","Warn: Project is vulnerable to: PYSEC-2020-84 / GHSA-hj69-c76v-86wr","Warn: Project is vulnerable to: PYSEC-2016-7 / GHSA-hvr8-466p-75rh","Warn: Project is vulnerable to: PYSEC-2015-15 / GHSA-j6f7-g425-4gmx","Warn: Project is vulnerable to: GHSA-j7hp-h8jx-5ppr","Warn: Project is vulnerable to: PYSEC-2019-110 / GHSA-j7mj-748x-7p78","Warn: Project is vulnerable to: GHSA-jgpv-4h4c-xhw3","Warn: Project is vulnerable to: PYSEC-2022-42979 / GHSA-m2vv-5vj5-2hm7","Warn: Project is vulnerable to: PYSEC-2021-37 / GHSA-mvg9-xffr-p774","Warn: Project is vulnerable to: PYSEC-2020-83 / GHSA-p49h-hjvm-jg3h","Warn: Project is vulnerable to: PYSEC-2022-8 / GHSA-pw3c-h7wp-cvhx","Warn: Project is vulnerable to: PYSEC-2021-93 / GHSA-q5hq-fp76-qmrc","Warn: Project is vulnerable to: PYSEC-2020-82 / GHSA-r7rm-8j6h-r933","Warn: Project is vulnerable to: PYSEC-2014-23 / GHSA-r854-96gq-rfg3","Warn: Project is vulnerable to: PYSEC-2016-8 / GHSA-rwr3-c2q8-gm56","Warn: Project is vulnerable to: PYSEC-2020-81 / GHSA-vcqg-3p29-xw73","Warn: Project is vulnerable to: PYSEC-2020-79 / GHSA-vj42-xq3r-hr3r","Warn: Project is vulnerable to: PYSEC-2021-70 / GHSA-vqcj-wrf2-7v73","Warn: Project is vulnerable to: PYSEC-2016-9 / GHSA-w4vg-rf63-f3j3","Warn: Project is vulnerable to: PYSEC-2014-22 / GHSA-x895-2wrm-hvp7","Warn: Project is vulnerable to: PYSEC-2022-9 / GHSA-xrcv-f9gm-v42c","Warn: Project is vulnerable to: OSV-2022-715","Warn: Project is vulnerable to: PYSEC-2021-137","Warn: Project is vulnerable to: PYSEC-2021-138","Warn: Project is vulnerable to: PYSEC-2021-317","Warn: Project is vulnerable to: PYSEC-2021-38","Warn: Project is vulnerable to: PYSEC-2021-39","Warn: Project is vulnerable to: PYSEC-2021-94","Warn: Project is vulnerable to: PYSEC-2022-42980","Warn: Project is vulnerable to: PYSEC-2023-175","Warn: Project is vulnerable to: PYSEC-2020-107 / GHSA-jjw5-xxj6-pcv5","Warn: Project is vulnerable to: PYSEC-2024-110 / GHSA-jw8x-6495-233v","Warn: Project is vulnerable to: PYSEC-2020-108"],"documentation":{"short":"Determines if the project has open, known unfixed vulnerabilities.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#vulnerabilities"}}]},"last_synced_at":"2025-08-22T21:30:39.091Z","repository_id":37100450,"created_at":"2025-08-22T21:30:39.091Z","updated_at":"2025-08-22T21:30:39.091Z"},"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":29634728,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-02-19T18:02:07.722Z","status":"ssl_error","status_checked_at":"2026-02-19T18:01:46.144Z","response_time":117,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.6:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["backtesting","backtesting-frameworks","backtesting-trading-strategies","finance","investment-analysis","python","quant","quantitative-finance","trading","trading-simulator","trading-strategies"],"created_at":"2024-08-01T07:01:11.629Z","updated_at":"2026-02-19T22:05:34.679Z","avatar_url":"https://github.com/quarkfin.png","language":"Python","funding_links":[],"categories":["Python","Backtest + live trading"],"sub_categories":["Trading \u0026 Backtesting","General purpose"],"readme":"# QF-Lib\n\n[![PyPI](https://img.shields.io/pypi/v/qf-lib?color=green\u0026label=PyPI%20Latest%20Release)](https://pypi.org/project/qf-lib/)\n[![Downloads](https://static.pepy.tech/personalized-badge/qf-lib?period=month\u0026units=international_system\u0026left_color=grey\u0026right_color=blue\u0026left_text=PyPI%20Downloads%20/%20month)](https://pepy.tech/project/qf-lib)\n[![GitHub](https://img.shields.io/github/license/quarkfin/qf-lib?color=orange\u0026label=License)](https://github.com/quarkfin/qf-lib/blob/master/LICENSE)\n![PyPI - Python Version](https://img.shields.io/pypi/pyversions/qf-lib?color=yellow\u0026label=python)\n[![Codecov](https://img.shields.io/codecov/c/gh/quarkfin/qf-lib?color=pink)](https://app.codecov.io/gh/quarkfin/qf-lib)\n[![Documentation Status](https://readthedocs.org/projects/qf-lib/badge/)](https://qf-lib.readthedocs.io/)\n[![CI](https://github.com/quarkfin/qf-lib/actions/workflows/tests.yml/badge.svg?branch=master)](https://github.com/quarkfin/qf-lib/actions/workflows/tests.yml)\n![PyPI - Format](https://img.shields.io/pypi/format/qf-lib?color=lightgrey)\n![PyPI - Status](https://img.shields.io/pypi/status/qf-lib?color=darkgreen)\n\n## What is QF-lib?\n**QF-Lib** is a Python library that provides high quality tools for quantitative finance. \nA large part of the project is dedicated to backtesting investment strategies. \nThe Backtester uses an **event-driven architecture** and simulates events such as daily market opening \nor closing. It is designed to **test and evaluate any custom investment strategy**.\n\nMain features include:\n* Flexible data sourcing - the project supports the possibility of an easy selection of the data source. Currently provides financial data from **Bloomberg**, **Quandl**, **Haver Analytics** or **Portara**. To check if there are any additional dependencies necessary for any of these data providers please visit [the installation guide](https://qf-lib.readthedocs.io/en/latest/installation.html#installing-optional-data-providers).\n* Tools to prevent look-ahead bias in the backtesting environment.\n* Adapted [data containers](https://qf-lib.readthedocs.io/en/latest/reference/structure.html#containers), which extend the functionality of pandas `Series'` and `Dataframes`.\n* Summary generation - all performed studies can be summarized with a practical and informative document explaining the results. [Several document templates](https://qf-lib.readthedocs.io/en/latest/reference/structure.html#analysis) are available in the project.\n* Simple adjustment of existing settings and creation of new functionalities.\n\n\n## Installation\nYou can install `qf-lib` using the pip command:\n\n```sh\npip install qf-lib\n```\n \nAlternatively, to install the library from sources, you can download the project and in the qf_lib directory \n(same one where you found this file after cloning the repository) execute the following command:\n\n```sh\npython setup.py install\n```\n\n## Prerequisites\nThe library uses [WeasyPrint](https://weasyprint.readthedocs.io) to export documents to PDF. WeasyPrint requires additional dependencies, check the \n[platform-specific instructions for Linux, macOS and Windows installation](https://weasyprint.readthedocs.io/en/stable/install.html).\n\nIn order to facilitate the GTK3+ installation process for Windows you can use \n[following installers](https://github.com/tschoonj/GTK-for-Windows-Runtime-Environment-Installer/releases). Download and run the latest \n`gtk3-runtime-x.x.x-x-x-x-ts-win64.exe` file to install the GTK3+.\n\n## Documentation\n* Installation guide: https://qf-lib.readthedocs.io/en/latest/installation.html\n* Configuration guide: https://qf-lib.readthedocs.io/en/latest/configuration.html\n* API documentation: https://qf-lib.readthedocs.io/\n\n## How to Contribute\n\nWe welcome all contributions - bug reports, fixes, documentation improvements, new features, or ideas! Here’s how you can get involved:\n\n* Find an Issue: Check out the GitHub Issues tab. Look for labels like *documentation* or *good first issue* to get started.\n* Triage Issues: Help by reproducing bugs, asking for missing details (e.g., version numbers, steps to reproduce), or clarifying discussions.\n* Share Your Ideas: If you spot something missing or have an improvement in mind, open an issue or submit a pull request.\n* Join the Discussion: Have questions or want to collaborate? Join our [Discord community](https://discord.gg/CfMf8zaeX9).\n\nCode of Conduct: All participants are expected to follow our [Code of Conduct](https://github.com/quarkfin/qf-lib/blob/master/CODE_OF_CONDUCT.md).\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquarkfin%2Fqf-lib","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fquarkfin%2Fqf-lib","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquarkfin%2Fqf-lib/lists"}