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Py-bt

Jul 20, 2023

Flexible backtesting framework to test quantitative trading strategies

bt is a flexible backtesting framework for Python used to test quantitative trading strategies. Backtesting is the process of testing a strategy over a given data set. This framework allows you to easily create strategies that mix and match different Algos. It aims to foster the creation of easily testable, re-usable and flexible blocks of strategy logic to facilitate the rapid development of complex trading strategies.

The goal to save quants from re-inventing the wheel and let them focus on the important part of the job - strategy development.

bt is coded in Python and joins a vibrant and rich ecosystem for data analysis. Numerous libraries exist for machine learning, signal processing and statistics and can be leveraged to avoid re-inventing the wheel - something that happens all too often when using other languages that don’t have the same wealth of high-quality, open-source projects.

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