I've read question, however it doesn't appear as if any of those libraries work for FX data. A Google search for python forex backtesting turns up this project, however I think it needs quite a bit more development before it can be considered useful.

As far as I can tell the two most promising projects are Zipline and Quantlib, but again no FX support.

After a bit more searching it looks like my question is a duplicate of this one.


1 Answer 1


Another option is Backtesting.py, but the website says it only works with OHLC data.

Maybe you can group your tick data into 1-second buckets, afterwards finding that all sorts of tools apply.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.