Providing three alpha simulators for different market data intervals, all support both Python and C++
OpenAlpha An open source equity statistical arbitrage backtest simulator based on daily level data, use the same API as WorldQuant's WebSim.
OpenSim A Zipline alike minute-level bar algorithmic simulator. Seamlessly integrated with OpenTick for market data and OpenTrade for order execution.
OpenTrade OpenTrade is not just an OEMS, you can write tick-level intra-day alpha algos with low latency within OpenTrade. Backtest and live trading share the same code base, your alpha algos can go to production without any modification.