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:
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
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+.