VeighNa

github.com ↗

Develop Python strategies with graphical backtesting and market gateways

SI Score
80/100
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What it does

VeighNa, also known as vn.py, is an open-source Python framework for quantitative research and trading applications. It combines graphical backtesting, historical-data tools, portfolio modules and broker gateways. Developers can use the MIT-licensed framework locally, while data feeds and broker connections have separate requirements.

VeighNa's research tools cover data preparation, model training, signal generation and backtesting. The CtaBacktester module provides a graphical route for testing strategies and adjusting parameters. The broader framework includes portfolio strategies, data recording and market gateways.

In VeighNa Station, enable CtaBacktester in the application-module configuration. In Trader, open the CTA backtesting function. Select a strategy, enter the instrument with its exchange suffix, choose the data interval and dates, and configure costs, contract size and starting capital. Starting the backtest opens the strategy-parameter dialog before the run begins.

Results include equity, drawdown and daily profit-and-loss charts. Order and trade tables let you examine individual simulated executions, and their context menu can save data to CSV. The required historical data must already be available in the database or downloaded through a configured provider.

The framework is free under the MIT license. The packaged Station route uses a VeighNa community account; developers can instead launch Trader through the documented Python script. Windows and Ubuntu are explicitly supported, and the repository also provides a macOS installation script. Match the core version to the chosen gateway: interfaces wrapping C++ APIs require compatible updates.

Strengths

  • Provides a graphical strategy backtester with cost and capital inputs
  • Shows individual orders and trades alongside performance charts
  • Combines data handling, portfolio research and gateway integration

Watch out for

  • Historical downloads require an appropriately configured data or broker service
  • C++-based gateways must match the framework version

Best for

  • Python developers building quantitative market applications
  • Researchers wanting graphical backtesting within a programmable framework

Sources