Introduction
Whether the strategy can make money cannot be judged subjectively, because it is very likely that the strategy will make money during the period of subjective judgment, but it will lose money if it is extended for a longer period of time. You can verify whether the strategy makes money by backtesting for a longer period of time. Of course, making money through backtesting does not mean that you can also make money through real trading. However, if you lose money through backtesting, you will most likely lose money through real trading. It is best to verify that the strategy is effective through backtesting before real trading.
Backtesting framework selection
Here are some backtesting frameworks, all supporting python, for your reference:
backtrader - a python framework for backtesting and trading, rich in features that allows you to focus on designing reusable trading strategies, indicators and analysis
zipline - Quantopian's open source local quantitative backtesting platform, which can be seamlessly connected with pyfolio and alphalen
rqalpha - Ricequant's open source local quantitative backtesting platform. The API design is consistent with Quantopian, but the license completely excludes commercial use.
bt - a python backtesting framework based on ffn. The goal is to make full use of the python ecosystem and not reinvent the wheel.
qlib - Microsoft's open source quantitative platform aims to create the value of AI technology in quantitative investment and facilitate quantitative strategy research. It includes the entire machine learning pipeline including data processing, model training and backtesting, covering quantitative investment. All aspects of: finding alpha, risk modeling, portfolio optimization and order execution
zvt - includes scalable data recorder, API, factor calculation, stock selection, backtesting, trading, and unified visualization, with a high degree of abstraction
QUANTAXIS -- a local quantification solution that supports task scheduling and distributed deployment
Jukuan --a quantitative web platform that supports the writing, backtesting, simulation, and real-time trading of multiple strategies
Conclusion & Communication
If you think there are other useful quantitative backtesting frameworks, you can also give me feedback and I will continue to update them later!
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reference
https://mp.weixin.qq.com/s/Vdn3ETqBSX7WfSJbesmZEw
https://github.com/mementum/backtrader
https://github.com/microsoft/qlib
https://github.com/quantopian/zipline