TheoryCraft is an open-source, event-driven quantitative trading framework designed for research, backtesting, and strategy development.
It focuses on correctness, determinism, and architectural clarity, making it possible to run the same strategy code across backtesting, paper trading, and live trading environments.
- Website: https://theorycraft-trading.com
- Documentation: https://theorycraft-trading.com/docs/
- Discord: https://discord.gg/sV7mdxEy4G
The goal of TheoryCraft is to provide a clean and composable foundation for quantitative trading systems, without hiding complexity behind magic abstractions.
Key principles:
- Event-driven by design
- Deterministic backtesting
- Separation of concerns
- Same code, multiple environments
- Explicit over implicit
TheoryCraft is not a black-box trading bot.
It is a toolkit for people who want to understand, control, and extend their trading systems.
TheoryCraft is built around three core concepts:
- MarketSource - streams and transforms market data
- Broker - simulates or executes orders and emits execution events
- Engines - independent event consumers (strategies, risk, portfolio, analytics…)
All components communicate through structured events, enabling reproducible backtesting and consistent live behavior.
TheoryCraft is under active development.
APIs may evolve as the architecture stabilizes.
Because trading systems should be understandable, testable, and reproducible.
For research and educational purposes only.
Not financial advice.