qf-lib
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.
시스템 구조
저장소별 전략/실행 조건 확인 필요
백테스트/분석 결과를 바탕으로 수동 판단
에디터 요약저장소 설명과 공개 메타데이터 기준으로 Python 기반 구현, 거래소 API/프레임워크, 백테스트, 기술적 분석 성격의 프로젝트로 파악했습니다. 확인 근거는 README, 저장소 토픽, 저장소 설명, GitHub 지표, 파이프라인 필드이며, 주요 데이터는 암호화폐 거래소 시장 데이터, 가격/거래량 데이터입니다. 전략/실행 조건은 저장소별 문서와 코드 확인이 필요하며, 실행 방식은 "백테스트/분석 결과를 바탕으로 수동 판단"라고 보수적으로 기록했습니다. GitHub 지표는 별 950개, 포크 136개입니다.
| 저장소 | quarkfin/qf-lib |
|---|---|
| 제작자 | quarkfin |
| 스타 / 포크 | ★ 950 / 136 |
| 라이선스 | Apache-2.0 |
| 최근 업데이트 | 2026-07-03 |
| 스냅샷 시점 | 2026-07-08 (아래 README는 이 시점의 사본입니다) |
아래는 제3자가 작성·공개한 오픈소스 코드입니다. QuantField는 해당 코드의 동작과 안전성을 보증하지 않으며, 설치·실행 전 코드를 직접 검토하시기 바랍니다.
README
QF-Lib
What is QF-lib?
QF-Lib is a Python library that provides high quality tools for quantitative finance. A large part of the project is dedicated to backtesting investment strategies. The Backtester uses an event-driven architecture and simulates events such as daily market opening or closing. It is designed to test and evaluate any custom investment strategy.
Main features include:
- 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.
- Tools to prevent look-ahead bias in the backtesting environment.
- Adapted data containers, which extend the functionality of pandas
Series'andDataframes. - Summary generation - all performed studies can be summarized with a practical and informative document explaining the results. Several document templates are available in the project.
- Simple adjustment of existing settings and creation of new functionalities.
Installation
You can install qf-lib using the pip command:
pip install qf-lib
Alternatively, to install the library from sources, you can download the project and in the qf_lib directory (same one where you found this file after cloning the repository) execute the following command:
python setup.py install
Prerequisites
The library uses WeasyPrint to export documents to PDF. WeasyPrint requires additional dependencies, check the platform-specific instructions for Linux, macOS and Windows installation.
In order to facilitate the GTK3+ installation process for Windows you can use
following installers. Download and run the latest
gtk3-runtime-x.x.x-x-x-x-ts-win64.exe file to install the GTK3+.
Documentation
- Inst