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.
- 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.
For the latest official documentation, visit the Stochastix Documentation.
This project is a Symfony bundle. To install it in your application:
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Require the bundle with Composer:
composer require stochastix/core
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Enable the bundle (if not using Symfony Flex): In
config/bundles.php, add:return [ // ... Stochastix\StochastixBundle::class => ['all' => true], ];
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.