| Name | Version | Summary | date |
| exness-data-preprocess |
0.7.2 |
Professional Exness forex tick data preprocessing with optimal compression (Parquet Zstd-22) and DuckDB OHLC generation. Provides efficient storage (9% smaller than ZIP) with lossless precision and direct queryability. |
2025-10-29 21:17:18 |
| aitrados-api |
0.1.91 |
A client library for the Aitrados data platform, providing access to real-time and historical financial market data via HTTP and WebSocket APIs.specifically designed for AI quantitative trading/training.Multiple Timeframes,Multiple-Symbols-Multiple-Timeframes Alignment |
2025-10-22 16:25:51 |
| market-data-source |
0.3.0 |
High-performance financial data generation with Python bindings. Rust-powered market data simulation for Python data scientists and quantitative researchers. |
2025-09-07 21:22:00 |
| simple-trade |
0.2.0 |
Compute technical indicators and build trade strategies in a simple way |
2025-09-01 20:40:06 |
| st13 |
0.7.5 |
Python package for trend analysis using technical analysis of price behaviour around trend lines |
2025-07-17 14:18:29 |
| backtesting |
0.6.2 |
Backtest trading strategies in Python |
2025-02-19 15:27:58 |
| local-candles |
0.2.5 |
Candles (ohlc) loaders and cache |
2025-02-13 09:32:05 |
| multibacktesting2 |
0.1.4 |
Backtest trading strategies in Python |
2024-09-17 14:03:16 |
| areixio |
0.4.23 |
Areix IO Backtesting Framework |
2024-09-06 06:47:04 |
| areixlib |
0.1.28 |
Areix Utils Library |
2024-08-28 11:58:11 |
| MultipleBacktesting2 |
0.1.10 |
Backtest trading strategies in Python |
2024-08-16 08:51:03 |
| multibacktesting |
0.0.7 |
Backtest trading strategies in Python |
2024-07-08 07:09:21 |
| multiple-backtesting |
0.0.3 |
Backtest trading strategies in Python |
2024-07-06 13:43:35 |
| lucit-backtesting |
1.0.0 |
Backtest trading strategies in Python |
2024-06-06 21:38:05 |