zipline VS bt

https://github.com/quantopian/zipline (event-driven)

Zipline by Quantopian: An Open-Source tool for algorithmic trading. It is a platform for developing and testing quantitative trading strategies using Python.

For personal use only. I'm currently looking at QuantConnect's LEAN and Quantopian's Zipline (which hasn't seen any updates since 2020, presumably because Quantopian was dissolved).

(1) I remember there were decent libraries for this setting a while back. Maybe take a look at Quantopian/Zipline.

zipline – Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live trading.

I found two opensource tools 1. .https://github.com/quantopian/zipline Quantopian 2. https://analyzingalpha.com/backtrader-backtesting-trading-strategies backtrader

Some of the notable libraries in Python are backtesting.py, bt and zipline. Personally I like bt the most, as its tree model makes the most intuitive sense.

bt – bt is a flexible backtesting framework for Python used to test quantitative trading strategies.

Here is link number 1 - Previous text "Bt"

A better way would be to create a master strategy that manages 100 other strategies, each with $10 a pop. The bt backtesting framework was designed to support this. That way you can manage your portfolio from one account, but also use multiple strategies. The master strategy just handles fund allocation, and rebalancing if necessary.