{"payload":{"pageCount":1,"repositories":[{"type":"Public","name":"qf-lib","owner":"quarkfin","isFork":false,"description":"Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.","allTopics":["finance","trading","quant","trading-strategies","quantitative-finance","trading-simulator","backtesting-trading-strategies","backtesting","investment-analysis","backtesting-frameworks","python"],"primaryLanguage":{"name":"Python","color":"#3572A5"},"pullRequestCount":6,"issueCount":4,"starsCount":493,"forksCount":65,"license":"Apache License 2.0","participation":null,"lastUpdated":{"hasBeenPushedTo":true,"timestamp":"2024-06-04T13:39:58.503Z"}},{"type":"Public","name":"qf-lib-info","owner":"quarkfin","isFork":false,"description":"<a href=\"https://quarkfin.github.io/qf-lib-info/\" rel=\"nofollow\">https://quarkfin.github.io/qf-lib-info/</a>","allTopics":[],"primaryLanguage":null,"pullRequestCount":0,"issueCount":0,"starsCount":1,"forksCount":2,"license":null,"participation":null,"lastUpdated":{"hasBeenPushedTo":true,"timestamp":"2023-12-21T09:59:34.122Z"}}],"repositoryCount":2,"userInfo":null,"searchable":true,"definitions":[],"typeFilters":[{"id":"all","text":"All"},{"id":"public","text":"Public"},{"id":"source","text":"Sources"},{"id":"fork","text":"Forks"},{"id":"archived","text":"Archived"},{"id":"template","text":"Templates"}],"compactMode":false},"title":"Repositories"}