# pst-group/pysystemtrade

Systematic Trading in python

Repository: https://github.com/pst-group/pysystemtrade
Canonical: https://ross.abutalabs.com/products/pysystemtrade
Language: Python
License: GPL-3.0
License Family: copyleft
Last push: 2026-07-18T13:30:24+00:00

## Health v2 (maintenance only)
Score: 76/100 (v2, computed 2026-09-02T17:46:02.011165+00:00)
- activity 93, release rhythm 40, longevity 100
- inputs: {"age_days": 3932, "days_push": 46, "days_rel": 665, "gap_med": 0, "n_releases_24m": 2}
- flags: none
- formula: round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10)

## Adoption (not part of the score)
Stars 3484, forks 1066 (observed 2026-08-28T04:08:06.943686+00:00)

## What it is
pysystemtrade is a Python framework for systematic futures trading, implementing the systems from Rob Carver's book 'Systematic Trading'. It serves as both a backtesting environment and a fully automated production trading system connected to Interactive Brokers.

## Use cases
- backtest systematic futures trading strategies in python
- run an automated futures trading system with interactive brokers
- implement trading strategies from Rob Carver's systematic trading book
- test portfolio optimisation and position sizing rules on historical futures data
- build a production algo-trading pipeline for futures markets

## When to choose
- you want to replicate or extend Rob Carver's systematic trading framework
- you need both backtesting and live automated futures trading in one codebase
- you trade futures via Interactive Brokers and want open-source automation
- you're comfortable with Python and want a head start on your own trading system

## When to avoid
- you need a polished product with professional support rather than a DIY framework
- you trade equities, crypto, or forex rather than futures
- you're not comfortable writing and debugging Python code yourself
- you want a package installable from PyPI

## Facets
- artifact type: library
- maturity: active
- function: trading, workflow-automation, data-science
- domain: fintech
- platform: python, windows, self-hosted
- tags: systematic-trading, futures-trading, backtesting-engine, interactive-brokers, algorithmic-trading, rob-carver, quant-strategies, backtesting, trading, quantitative-finance, automation, linux, macos

## Member repositories
- pst-group/pysystemtrade (main) score 76

## Provenance
- Observed fields: from GitHub, fetched 2026-08-28T04:08:06.943686+00:00.
- Health v2: computed from the inputs above; adoption is never an input.
- Inferred fields (summary, facets, guidance): AI-extracted, prompt v1, taxonomy v1, on 2026-08-29T18:36:25.247985+00:00, confidence not recorded.
  - readme: https://github.com/pst-group/pysystemtrade (fetched 2026-08-28T04:08:06.943686+00:00, sha b8f07d338392)
- Data as of 2026-08-30T08:39:29.467469+00:00.