This blog discusses the alto-trading and backtesting platform Toboggan. I've been involved in algorithmic trading for many years and this is a little side-project of mine. It is still early stages with the project but it already has taken some nice shape.
Here is the link to Github.
Toboggan is written in Python. There are already a few open-source backtesting environments in Python: Zipline, Pyalgotrade, QSTrader. There are also some C-based platforms such as Zorro and QuantConnect.
All of them are pretty good. Personally, I really like the Quantopian environment with Zipline and if you have ever used it you will notice that Toboggan looks quite similar.
The Quantopian guys worked really hard to build an amazing online tool and I have no intention to get into competition with them. While there online environment is excellent, there open-source version has been a bit neglected. So, with Toboggan I try to address some of the issues that I could not really resolve with Zipline such as:
Here is the link to Github.
Toboggan is written in Python. There are already a few open-source backtesting environments in Python: Zipline, Pyalgotrade, QSTrader. There are also some C-based platforms such as Zorro and QuantConnect.
All of them are pretty good. Personally, I really like the Quantopian environment with Zipline and if you have ever used it you will notice that Toboggan looks quite similar.
The Quantopian guys worked really hard to build an amazing online tool and I have no intention to get into competition with them. While there online environment is excellent, there open-source version has been a bit neglected. So, with Toboggan I try to address some of the issues that I could not really resolve with Zipline such as:
- Running a range of data formats
- Running live paper trading
- Optimisation and walk-forward optimising
- Line-by-line loading for large data files
- Execution-sensitive trading (bid-ask spreads)
- Connections to live markets
- Simplicity and "hackability"
I hope to address these points in Slackline. Unlike Quantopian, it does not provide market data (which is a crucial part of trading). It also does not have a vibrant community and awesome lecture series. For all these things please check out the Quantopian website.
However, if you've been checking out other backtesters and left a bit frustrated, Slackline may be for you. Check it out, if you like.
Happy trading.
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