stochastix/core

Backtesting framework built with Symfony

dev-master 2025-06-16 04:24 UTC

Requires

• php: >=8.4
• ext-bcmath: *
• ext-ds: *
• ext-gmp: *
• ext-trader: *
• ccxt/ccxt: ^4.4
• symfony/cache: ^7.3
• symfony/console: ^7.3
• symfony/dependency-injection: ^7.3
• symfony/doctrine-messenger: ^7.3
• symfony/dotenv: ^7.3
• symfony/event-dispatcher: ^7.3
• symfony/framework-bundle: ^7.3
• symfony/http-client: ^7.3
• symfony/mercure: ^0.6.5
• symfony/mercure-bundle: ^0.3.9
• symfony/messenger: ^7.3
• symfony/options-resolver: ^7.3
• symfony/orm-pack: ^2.4
• symfony/property-access: ^7.3
• symfony/serializer-pack: *
• symfony/stopwatch: ^7.3
• symfony/validator: ^7.3
• symfony/yaml: ^7.3
• williarin/cook: ^2.0

Requires (Dev)

• friendsofphp/php-cs-fixer: dev-master
• mikey179/vfsstream: ^1.6
• phpstan/phpstan: 2.1.x-dev
• phpunit/phpunit: ^12.0
• roave/security-advisories: dev-latest
• symfony/test-pack: ^1.0

MIT

• William Arin

• symfony
• trading
• symfony-bundle
• algotrading
• backtesting
• quant
• quantitative

README

Stochastix is a high-performance, event-driven quantitative trading backtesting engine built with PHP and Symfony. It provides a modular and extensible framework for developing, testing, and analyzing algorithmic trading strategies.

Key Features

• Event-Driven Architecture: Built for performance and realism.
• Advanced Order Types: Supports Market, Limit, and Stop orders with a full pending order book.
• Multi-Timeframe Engine: Develop strategies that analyze data across multiple timeframes simultaneously.
• Extensible Metrics: A full suite of performance metrics (Sharpe, Sortino, Calmar, etc.) with a dependency-aware calculation engine.
• High-Performance Storage: Custom binary file formats for efficient market data storage and retrieval.
• User Interface: Modern web interface to download market data, launch backtest and analyze results.
• REST API: A complete API for building custom interfaces, including real-time progress updates via Mercure.

Documentation

For the latest official documentation, visit the Stochastix Documentation.

Installation

This project is a Symfony bundle. To install it in your application:

1. Require the bundle with Composer:

   composer require stochastix/core

2. Enable the bundle (if not using Symfony Flex): In config/bundles.php, add:

   return [
       // ...
       Stochastix\StochastixBundle::class => ['all' => true],
   ];

Contributing

We welcome contributions from the community! Please read our Contributing Guide to learn about our development process, how to propose bugfixes and improvements, and how to build and test your changes.