Pysystemtrade is a backtesting engine and automated futures trading system that implements the systematic trading framework described in Rob Carver's books and blog.
The tool solves the problem of building and testing systematic trading strategies for futures markets. It provides a complete backtesting environment where traders can design, optimize, and validate strategies according to principles outlined in "Systematic Trading" and related materials. The system handles the full workflow from strategy development through live execution, connecting to Interactive Brokers via the ib_async library to automate trading operations.
Pysystemtrade suits developers and quantitative traders who are comfortable writing Python code and want to implement their own systematic trading systems rather than use a black-box platform. It is designed for those capable of managing dependencies and seeking a foundation to build upon rather than a fully supported commercial product. The project explicitly targets users who can troubleshoot their own installations and contribute back to the codebase if needed, rather than those requiring extensive support services.
The project transitioned to a new organizational structure with explicit governance provisions to ensure continuity. Development is community-driven, with issue reporting and discussion channels available for bug reports and feature questions. The maintainers prioritize minimal examples and detailed error traces when users report problems, and they welcome contributions from the community.
