cuemacro/finmarketpy
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) observed · 2026-10-11
Health v2 · maintenance only
65/100
- Activity 69
- Release rhythm 40
- Longevity 100
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-10-21. Adoption (stars, forks) is never an input.
- gap_med: 0.5
- age_days: 4261
- days_rel: 589
- days_push: 187
- n_releases_24m: 3
Adoption not part of the score
3814 stars · 521 forks observed · 2026-10-11
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded
finmarketpy is a Python library for analyzing financial market data and backtesting trading strategies through a simple, object-oriented API with prebuilt backtest templates. It supports seasonality analysis, event studies, volatility-targeted risk weighting, and integrates with findatapy for market data downloads and chartpy for visualization.
Use cases
- backtest trading strategies in python
- analyze historical returns of a trading strategy
- study seasonality of assets like gold or fx volatility
- run event studies around economic data releases
- download and analyze market data from Bloomberg or Yahoo
- apply volatility targeting to strategy risk weights
When to choose
- you need a Python framework for backtesting trading strategies with prebuilt templates
- you want seasonality and market event study analysis out of the box
- you want pluggable charting backends (matplotlib, plotly, bokeh) and market data sources
When to avoid
- you need production-grade, fully documented trading infrastructure - the API is still under continual development
- you want a standalone library - it requires the author's findatapy and chartpy dependencies
- you need live trading execution rather than research and backtesting
Facets
library · maturity active
data-science data-visualization analytics fintech data-science analytics python cross-platform backtesting trading-strategies financial-markets seasonality event-studies market-data quantitative-finance
2 sources
- readme: https://github.com/cuemacro/finmarketpy · fetched 2026-10-11 · ca8c1cab8301
- registry_pypi: https://pypi.org/pypi/finmarketpy/json · fetched 2026-08-29 · 763422ffce66
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| cuemacro/finmarketpy | main | 65 |
For agents
markdown · JSON · MCP: product_card(name="cuemacro/finmarketpy")
Data as of 2026-10-19T08:05:51.212177+00:00 · Report a problem