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However, if you decide to go down the more well-trodden path of using open source backtesting frameworks then I personally would recommend backtrader (https://www.backtrader.com/). As far as I can tell, it has pretty much all the same features as my own system. The only difference is speed. My backtester is an order of magnitude faster and scales much better to testing thousands of symbols simultaneously. However, for 99% of retail algo traders this will be completely irrelevant.
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Wrote my own in C++ with python wrapper: https://github.com/ntorm1/FastTest. It's not stable so do with that you will, but no problems handling thousands of symbols at whatever frequency.
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Thanks. I will check it out. Can you point me to the right part of the codebase I should be looking at? I know it must be somewhere here - https://github.com/QuantConnect/Lean