Are you writing financial code in Python? Consider Saeed Amen‘s library finmarketpy.

finmarketpy is a Python based library that enables you to analyze market data and also do backtesting of trading strategies using a simple to use API, which has prebuilt templates for you to define the backtest.

Included in the library:

• Prebuilt templates for backtesting trading strategies
• Display historical returns for trading strategies
• Investigate seasonality of trading strategies
• Conduct market event studies around data events
• In-built calculator for risk weighting using volatility targeting
• Written in object oriented way to make code more reusable

Link: https://github.com/cuemacro/finmarketpy