Feature rich backtesting framework

End-to-End

Work with the same code and framework from data fetching and processing to algorithmic production release by passing through the backtesting step.

Easy

Build complex strategies that are tested in near real-world conditions in few lines of code

Customizable

If the default behavior isn't what you are expecting, you can customize a lot of parts to make your backtest as representative as possible.

Event-Driven

An event-driven backtesting framework.

Representative

The open-source event-driven backtesting framework that is the most representative of real-world conditions

AI Friendly

It is really easy to implement a machine learning / deep learning model as a strategy.

Note: It is currently in early alpha. The api might change without notice. Bugs are expected and could make the results of the backtest invalid. Always double-check the results with your own code. If you find a bug, please open an issue on the github page.

KEY FEATURES & CAPABILITIES

Here are just a few of the features that backtest-pro offers:

DataPipelines

Build complex datapipelines to fetch, transform and cache data from different sources in only few lines of code.

  • An easy to use data pipeline api that makes building a data pipeline a breeze.
  • Easy to maintain and Easy to understand.
  • Support Caching for more efficient pipelines.
Backtest

Backtest your strategies in environments looking as similar as possible to real-world environments.

  • Backtest with a single or with multiple assets simultaneously
  • Feed a moving window to the strategy
  • Multiple time resolution simultaneously
  • Take into account:
    • Trading fees
    • Margin rates
    • Margin calls
    • Stock splits
    • Dividends
  • Records a lot of metrics for easier analysis and debugging.
Release

Release your strategy in production on a server, or locally on your computer in only a few lines of code.

  • Use the same code used in the backtest in production.
  • Only a few lines of codes are necessary to build a production pipeline that can run on a server or locally.
  • Automatic reporting of the results using report builders. (HTML, PDF)
  • Easy integration with other services such as api for algorithmic trading.

Getting started and installation

To install the module and see quick code example, check out our Get Started page

Tutorials

To learn how to use the api and become a pro of backtesting, check-out our Tutorials.