#168168th of 206 in ML frameworks and librariesFor finance and business, trading, stocks and crypto, finance and accounting

finrl-trading

Weight-based quant trading framework: backtest and Alpaca execution

Stars
3.9k
License
Apache-2.0
Last commit
Sep 2026
Last release
Mar 2026
Language
Python
Stars, last 29 weeks+918
22 Apr 2026: 3,018 stars29 Apr 2026: 3,057 stars6 May 2026: 3,101 stars13 May 2026: 3,136 stars20 May 2026: 3,160 stars27 May 2026: 3,202 stars3 Jun 2026: 3,229 stars10 Jun 2026: 3,265 stars17 Jun 2026: 3,308 stars24 Jun 2026: 3,334 stars1 Jul 2026: 3,361 stars8 Jul 2026: 3,382 stars15 Jul 2026: 3,422 stars22 Jul 2026: 3,455 stars29 Jul 2026: 3,494 stars5 Aug 2026: 3,517 stars12 Aug 2026: 3,542 stars19 Aug 2026: 3,565 stars26 Aug 2026: 3,582 stars2 Sept 2026: 3,645 stars9 Sept 2026: 3,666 stars16 Sept 2026: 3,694 stars23 Sept 2026: 3,733 stars30 Sept 2026: 3,764 stars7 Oct 2026: 3,788 stars14 Oct 2026: 3,814 stars21 Oct 2026: 3,843 stars28 Oct 2026: 3,871 stars4 Nov 2026: 3,903 stars11 Nov 2026: 3,936 stars

3,018 on 22 Apr 20263,936 on 11 Nov 2026

From GitHub's daily star counts.

Checked on GitHub.

Overview

FinRL-X is a Python trading framework in which every strategy outputs a target portfolio weight vector. The same weights feed a bt-based backtest engine and Alpaca execution. It includes a data layer (Yahoo Finance, FMP, WRDS, SQLite cache), a Random Forest stock selector, PPO/SAC allocators and an adaptive multi-asset rotation strategy. It succeeds the original FinRL.

Who it is for: Quant researchers and developers building and paper-trading portfolio strategies

Strengths

  • Single weight-vector interface lets selection, allocation, timing and risk modules be swapped independently
  • Same weights run through backtest and Alpaca paper/live execution, with multi-account support
  • Yahoo Finance works as a free default data source; FMP and WRDS are optional
  • deploy.sh runs data download, backtest and paper trading in one command

Weaknesses

  • Live execution is limited to Alpaca; no other brokers listed
  • Reported results are the authors' own backtests plus a short paper-trading window
  • Manual backtest runs need daily CSVs under data/fmp_daily/ first
  • README states it is for educational and research use only

What it needs

  • Docker + Compose
  • Needs Alpaca API, Yahoo Finance, FMP API (optional), WRDS (optional), SQLite
  • Models: Random Forest, PPO, SAC

What changed

From the release notes. No flag means the note does not say so, not that the upgrade is safe.

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