VectorBT
Vectorized Python library for fast backtesting of thousands of strategy variants
About VectorBT
VectorBT uses NumPy and Numba to evaluate many parameter combinations in a single vectorized pass. It is aimed at research and large-scale optimization rather than event-by-event simulation. A paid VectorBT PRO edition adds more features, while the original is open source.
Pros
- Extremely fast on big parameter sweeps
- Rich analysis and plotting
- Plays well with pandas
Cons
- Vectorized style limits complex order logic
- Dense API
- Best features are in the paid PRO edition
Tags
More in Backtesting & Strategy Research
See allAmiBroker
Backtesting & Strategy ResearchWindows charting and backtesting program with a fast array-based AFL language
Backtesting.py
Backtesting & Strategy ResearchLightweight Python library for backtesting trading strategies on OHLC data
Backtrader
Backtesting & Strategy ResearchFree Python library for backtesting and live-trading strategies
Composer
Backtesting & Strategy ResearchNo-code platform for building, backtesting and auto-trading investing strategies
Freqtrade
Automation & Trading BotsOpen-source Python crypto trading bot with backtesting and hyperopt
Jesse
Automation & Trading BotsOpen-source Python framework for researching and live-trading crypto strategies