LiveBack: Backtesting and Live Trading Framework

Overview

LiveBack is a Python-based framework designed for seamless backtesting and live trading of financial strategies. It provides a unified API for strategy development, with pluggable runtime engines for both backtesting and live trading modes.

Features

• Unified Strategy API for both backtesting and live trading
• Support for pair-trading strategies
• Efficient backtesting with vectorized and event-driven options
• Adaptable to various data sources
• Real-time and post-run visualization tools
• Comprehensive metrics and reporting

Requirements

• Python 3.14
• uv package manager

Development

1. Clone the repository:

   git clone <repository-url>
   cd liveback

2. Install dependencies using uv:

   uv sync

3. Setup pre-commit:

   pre-commit install

4. Testing:

   uv run -m unittest discover -s src/tests

Project Structure

• design.md: Project design document
• requirements.uv: Dependency list for the project
• main.py: Entry point for running the framework
• src/: Contains the core framework components
  • data/: Data clients for historical and live data
  • execution/: Execution clients for backtesting and live trading
  • strategy/: Strategy base class and user-defined strategies
  • utils/: Utility functions for data processing and visualization
  • tests/: Unit tests for the framework

Contributing

Contributions are welcome! Please submit a pull request or open an issue for discussion.