What it does
QSTrader is an early-alpha Python project for event-driven equities backtesting. It accepts tick or price-bar data and reports portfolio and trade statistics. The MIT-licensed code is free, with the maintainers limiting this repository to exploratory research.
QSTrader's examples include buy-and-hold and moving-average simulations. Install the repository and its requirements in a local environment, prepare the data and output directories, then use a supplied example script with its matching CSV. Results include an equity curve, drawdowns, monthly returns and trade statistics.
The documented commission model uses Interactive Brokers' North American equity fees. Slippage and market impact are listed as planned, so the historical result does not include all execution costs. Live trading is also a planned feature in this repository.
There is no software charge or hosted account requirement. The MIT license permits research and commercial use subject to its notice requirements. The installation guide recommends Ubuntu and also describes Windows or macOS with Anaconda. Its early-alpha status makes this primarily a codebase for studying and adapting backtesting mechanics.
Strengths
- Provides self-contained strategy examples with CSV data
- Reports both portfolio and trade-level results
Watch out for
- The documented engine is early alpha and intended for exploratory research
- Slippage and market impact are not implemented in the documented model
Best for
- Developers studying exploratory equities-backtesting infrastructure
Sources
- QSTrader examples, installation and modeling limits (Oct 27, 2026)
- QSTrader MIT license (Oct 27, 2026)