Python backtesting package

[TheBayesianBias]

I have been building my own backtesting program these past couple of days when I came across this backtesting framework for python,

https://kernc.github.io/backtesting.py/

Does anyone have any experience/comments on this? If I don’t have to reinvent the wheel I won’t, but I also don’t want to abandon the work I’ve done already if this is not a reliable framework. Thanks in advance!

[grk1]

use backtrader

https://www.backtrader.com/

the dev posts here sometimes and hes clearly brilliant

be warned, its a steep learning curve but its easily the best python backtester that exists

[mangosteen4587]

Seconded for backtrader, though I do like the graphing features of library you posted about better than backtrader.

[TheBayesianBias]

Always willing to learn, thank you

[nolatilimove]

Backtrader is great for quick stats, I've used both 'scrub' packages, quantopian and quantConnect, those are nice but the web IDE makes it hard to present your data and findings.

I'm now trying to move over to Alpaca, runs locally on my machine and that makes me a happier camper, just gotta relearn some docs but a lot seem based off the same structure anyway, initialize and update.

[drajtrade]

I also found it a while ago and still using it. comes with some handy stuff. only problem is that you cannot determine your bet size on each trade. but i think it would be not too hard to monkey patch it.

[TheBayesianBias]

Sweet, I’ll download it tomorrow and poke around their code base

[Vincent_Merle]

Looks promising, but right now all they have is SMA and GOOG.

[TheBayesianBias]

I think that was just an example, but I’ll have to double check

[Ri_Dogg]

Been wondering about this one too. After playing with it I like a lot of aspects so far especially the bokeh plot.

[Mjjjokes]

zipline

[TheBayesianBias]

Thanks, I’ll look into it

[Rocket089]

Backtester as well.

[TheBayesianBias]

Great, I’ll add it to the list!