github Actively maintained

raphaub-hub/SEXTANT

Sextant is a local Python Financial Backtest app with a Streamlit interface. The core is a strict bar-by-bar event loop (MarketEvent → SignalEvent → OrderEvent → FillEvent) — fully deterministic, with a complete JSON audit trail of every event.

1 awesome list

Quick read

Stars
2
Forks
0
Open issues
0
Commits
8

Activity and growth

Latest capture 2026-08-18 03:02

Stars · last 7 days
No history
Commits · last 7 days
No history
Stars since tracking
+1
Stored snapshots
4

Classification

Metadata

Language
Python
License
MIT
Default branch
main
Created
2026-04-05
First commit
2026-04-05
Last pushed
2026-04-05
GitHub updated
2026-07-06
Last synced
2026-08-18 03:02
Stack scanned
2026-08-18 03:02
Archived
No

AI development signals

0 paths

Agent instructions and tool configuration found in this repository.

No config files detected.

Growth history

Tracked growth

4 observed captures since 2026-06-19. Observed captures are shown by default.

Stars from first capture +1

Chart data

Observed captures only

Time horizon

All tracked data

Custom date range

Stars history

Observed snapshots

Commits history

Observed snapshots

Similar repositories

Nearest indexed repositories by embedding similarity.

polakowo/vectorbt

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

9,113 stars
Python 1 awesome list

constverum/Quantdom

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]

773 stars
Python 1 awesome list

enzoampil/fastquant

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

1,753 stars
Jupyter Notebook 1 awesome list

mhallsmoore/qstrader

QuantStart.com - QSTrader backtesting simulation engine.

3,439 stars
Python 1 awesome list