ffn - ffn - a financial function library for Python
If you are looking for a full backtesting framework, please check out bt. bt is built atop ffn and makes it easy and fast to backtest quantitative strategies. ffn is a library that contains many useful functions for those who work in quantitative finance. It stands on the shoulders of giants (Pandas, Numpy, Scipy, etc.) and provides a vast array of utilities, from performance measurement and evaluation to graphing and common data transformations.