OpenBacktesting
Open-source Python backtesting with a local visual workspace
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Write Python strategies, run historical backtests locally, and inspect the trades behind each result. OpenBacktesting combines built-in indicators, execution costs, parameter optimization, and pandas reports. Add Studio to edit code, explore charts and drawdown, compare experiments, and reopen saved runs in your browser. Open source under Apache 2.0, with an independent Python core and an optional local visual workspace.
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PH · launched Oct 17, 2026 · 1 upvote (top 67%)
- Fintech
- Dev tools
- Developer
- Not AI
- Hobby / open-source project
- Open Source
- Investing
- Developer Tools
- GitHub
Similar launches
See all 75 similar launches →Could you build this?
Partial Creating a local dashboard for plotting trades is straightforward, but implementing a robust, vectorized financial backtesting engine with slippage, execution models, and optimization requires deep quant domain knowledge.
What it would actually take: A proper backtesting tool requires a high-performance event-driven or vectorized simulation engine (often Python/Cython/Rust) that accurately handles order books, slippage, latency, transaction fees, and survivorship bias. Vibe coders can assemble the UI (Streamlit, React, or Electron) and wrap basic pandas calculations, but writing mathematically sound risk metrics and fast parameter optimizers requires quantitative finance engineering.
Competitors
Other products that read as similar to this one : 75 launches clear the similarity bar, closest 8 shown.
Attention rank: #41 of 76 (itself plus its competitors, highest first, normalized so YC and Product Hunt are compared fairly).
Launched 340 days after the earliest competitor.
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