Yfio
A lightweight open-source Python quantitative trading backtesting framework created by developer Leon Laszczak. It supports long and short positions, transaction cost modeling, next-bar execution mechanics, and performance metric analysis, with an interactive interface built using Streamlit.
Timeline (last 90 days)
Yfio is an open-source backtesting application written in Python, used to define trading strategies, run them on historical OHLCV data, and analyze equity curves and trade records.
The author of the Yfio project is Leon Laszczak, who shared the project in the Reddit open-source community.
The Yfio project repository is hosted on GitHub (github.com/Leon-Laszczak/Yfio).
Yfio supports both long and short positions, i.e., two types of positions: long and short.
Yfio has built-in transaction cost modeling and calculation.
Yfio uses a next-bar execution mechanism for fills in order to avoid look-ahead bias.
Yfio has a trade history recording feature and can automatically generate equity curves and various performance metrics.
Yfio's user interface is built using Streamlit.
The author hopes the community will provide technical feedback on execution model edge cases, correctness of performance metrics, test coverage, and custom strategy API design.
Yfio is still in the early stages of development, and the author has documented known limitations and future development plans in the repository.
All Facts (9)
The author hopes the community will provide technical feedback on execution model edge cases, correctness of performance metrics, test coverage, and custom strategy API design.
50%UnverifiedYfio is an open-source backtesting application written in Python, used to define trading strategies, run them on historical OHLCV data, and analyze equity curves and trade records.
50%UnverifiedThe Yfio project repository is hosted on GitHub (github.com/Leon-Laszczak/Yfio).
50%UnverifiedYfio supports both long and short positions, i.e., two types of positions: long and short.
50%UnverifiedYfio has built-in transaction cost modeling and calculation.
50%UnverifiedYfio uses a next-bar execution mechanism for fills in order to avoid look-ahead bias.
50%UnverifiedYfio has a trade history recording feature and can automatically generate equity curves and various performance metrics.
50%UnverifiedYfio's user interface is built using Streamlit.
50%UnverifiedThe author of the Yfio project is Leon Laszczak, who shared the project in the Reddit open-source community.
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