Looking for active python backtesting framework

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading

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  • fast-trade

    low code backtesting library utilizing pandas and technical analysis indicators

  • I wrote fast-trade, you can use it from the command line or a script. Strategies are in JSON, so it’s easy to iterate.

  • vectorbt

    Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

  • However, it's not the fastest framework. If you need speed, and are good with the data science tool chain in python and the concept of flattening loops into vectorized operations, check out vector-bt. I haven't gotten a chance to play with it yet, but I'm definitely going to as soon as I find some spare time. It seems like a great option with a nicely modernized approach.

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  • zipline

    Zipline, a Pythonic Algorithmic Trading Library

  • Yea I just see it has no commits since October https://github.com/quantopian/zipline

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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